# EDGAR Filing Document

**Accession Number:** 0000918571
**File Stem:** 0001410368-26-050727
**Filing Date:** 2026-5
**Character Count:** 380954
**Document Hash:** f4d09e2837d97f77530c64b7c65dd042
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-050727.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001410368-26-050727

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 4

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000918571

**ORGANIZATION NAME:**
- **EIN:** 043226600
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08326
- **FILM NUMBER:** 261016314

**BUSINESS ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 18006372929

**MAIL ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

## Series and Classes Contracts Data

### MFS Total Return Bond Series (Series ID: S000002666)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000007302 | Initial Class |  |
| C000007303 | Service Class |  |

## Nport-Ex

VFB-Q1

![](img1df519db1.gif)

**Quarterly Report**

March 31, 2026

MFS<sup>®</sup> Total Return Bond Series

![](img39b2b1442.gif)

MFS<sup>®</sup> Variable Insurance Trust

------

**Portfolio of Investments**

3/31/26 (unaudited)

The Portfolio of Investments is a complete list of all securities owned by your fund. It is categorized by broad-based asset classes.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – 98.6%  | Bonds – 98.6%  | Bonds – 98.6%  |
| Aerospace & Defense – 0.9% | Aerospace & Defense – 0.9% | Aerospace & Defense – 0.9% |
| Boeing Co., 5.15%, 5/01/2030  | $1704000 | &nbsp;&nbsp;&nbsp; $1732525 |
| Boeing Co., 6.528%, 5/01/2034  | 4067000 | &nbsp;&nbsp;&nbsp; 4430356 |
| Boeing Co., 5.705%, 5/01/2040  | 1595000 | &nbsp;&nbsp;&nbsp; 1597508 |
| TransDigm, Inc., 4.625%, 1/15/2029  | 5158000 | &nbsp;&nbsp;&nbsp; 5067859 |
|  |  | &nbsp;&nbsp;&nbsp; $12828248 |
| Asset-Backed & Securitized – 23.3% | Asset-Backed & Securitized – 23.3% | Asset-Backed & Securitized – 23.3% |
| ACORE Issuer LLC, 2026-FL1, "AS", FLR, 5.375% (SOFR - 1mo. + 1.7%), 8/20/2043 (n) | $2632000 | &nbsp;&nbsp;&nbsp; $2635346 |
| ACORE Issuer LLC, 2026-FL1, "B", 5.575%, 8/20/2043 (n) | 2275000 | &nbsp;&nbsp;&nbsp; 2273449 |
| ACREC 2021-FL1 Ltd., "C", FLR, 5.944% ((SOFR - 1mo. + 0.11448%) + 2.15%), 10/16/2036 (n) | 2546000 | &nbsp;&nbsp;&nbsp; 2547482 |
| ACREC 2021-FL1 Ltd., "D", FLR, 6.444% ((SOFR - 1mo. + 0.11448%) + 2.65%), 10/16/2036 (n) | 3070500 | &nbsp;&nbsp;&nbsp; 3066009 |
| ACREC 2025-FL3 LLC, "AS", FLR, 5.319% (SOFR - 1mo. + 1.64%), 8/18/2042 (n) | 3857000 | &nbsp;&nbsp;&nbsp; 3846644 |
| Acres PLC, 2026-FL4, "AS", FLR, 5.359% (SOFR - 1mo. + 1.7%), 8/18/2044 (n) | 3752500 | &nbsp;&nbsp;&nbsp; 3762449 |
| Affirm, Inc., 2025-X1, "A", 5.08%, 4/15/2030 (n) | 107328 | &nbsp;&nbsp;&nbsp; 107391 |
| American Credit Acceptance Receivables Trust, 2025-4, "A", 4.42%, 5/14/2029 (n) | 4790407 | &nbsp;&nbsp;&nbsp; 4794421 |
| Angel Oak Mortgage Trust, 2024-10, "A1", 5.348%, 10/25/2069 (n) | 3940321 | &nbsp;&nbsp;&nbsp; 3943042 |
| Angel Oak Mortgage Trust, 2024-12, "A1", 5.653%, 10/25/2069 (n) | 3426627 | &nbsp;&nbsp;&nbsp; 3441859 |
| Angel Oak Mortgage Trust, 2024-9, "A1", 5.138%, 9/25/2069 (n) | 2092338 | &nbsp;&nbsp;&nbsp; 2089881 |
| Angel Oak Mortgage Trust, 2025-10, "A1", 4.96%, 9/25/2070 (n) | 1253836 | &nbsp;&nbsp;&nbsp; 1247331 |
| Arbor Realty Commercial Real Estate, 2026-FL1, "AS", FLR, 5.42% (SOFR - 1mo. + 1.75%), 9/20/2043 (n) | 438533 | &nbsp;&nbsp;&nbsp; 438803 |
| Arbor Realty Commercial Real Estate, 2026-FL1, "B", FLR, 5.67% (SOFR - 1mo. + 2%), 9/20/2043 (n) | 2259339 | &nbsp;&nbsp;&nbsp; 2259338 |
| Arbor Realty Trust, Inc., CLO, 2021-FL4, "C", FLR, 6.086% ((SOFR - 1mo. + 0.11448%) + 2.3%), 11/15/2036 (n) | 3443500 | &nbsp;&nbsp;&nbsp; 3444576 |
| Arbor Realty Trust, Inc., CLO, 2022-FL1, "D", FLR, 6.672% (SOFR - 30 day + 3%), 1/15/2037 (n) | 9290000 | &nbsp;&nbsp;&nbsp; 9289928 |
| ARDN Mortgage Trust, 2025-ARCP, "B", FLR, 5.672% (SOFR - 1mo. + 2%), 6/15/2035 (n) | 5153000 | &nbsp;&nbsp;&nbsp; 5132066 |
| AREIT 2022-CRE6 Trust, "B", FLR, 5.521% (SOFR - 30 day + 1.85%), 1/20/2037 (n) | 1126000 | &nbsp;&nbsp;&nbsp; 1121417 |
| AREIT 2022-CRE6 Trust, "C", FLR, 5.821% (SOFR - 30 day + 2.15%), 1/20/2037 (n) | 2322000 | &nbsp;&nbsp;&nbsp; 2302612 |
| AREIT 2022-CRE6 Trust, "D", FLR, 6.521% (SOFR - 30 day + 2.85%), 1/20/2037 (n) | 987000 | &nbsp;&nbsp;&nbsp; 971343 |
| AREIT 2025-CRE10 Ltd., "AS", FLR, 5.22% (SOFR - 1mo. + 1.5421%), 1/17/2030 (n) | 4001064 | &nbsp;&nbsp;&nbsp; 3991067 |
| ARI Fleet Lease Trust, 2023-B, "A2", 6.05%, 7/15/2032 (n) | 188937 | &nbsp;&nbsp;&nbsp; 189906 |
| Bank5, 2025-5YR17, "A3", 5.225%, 11/15/2058  | 3352568 | &nbsp;&nbsp;&nbsp; 3419105 |
| Bank5, 2026-5YR20, "A3", 5.104%, 2/15/2059  | 792264 | &nbsp;&nbsp;&nbsp; 803727 |
| Bayview Commercial Asset Trust, 0%, 12/25/2036 (i)(n) | 39944 | &nbsp;&nbsp;&nbsp; 4 |
| Bayview Financial Revolving Mortgage Loan Trust, FLR, 5.387% ((SOFR - 1mo. + 0.11448%) + 1.6%), 12/28/2040 (n) | 10318 | &nbsp;&nbsp;&nbsp; 25403 |
| BBCMS Mortgage Trust, 2019-C5, "A4", 3.063%, 11/15/2052  | 2755000 | &nbsp;&nbsp;&nbsp; 2612722 |
| BDS 2024-FL13 Ltd., "A", FLR, 5.252% (SOFR - 1mo. + 1.5762%), 9/19/2039 (n) | 1224500 | &nbsp;&nbsp;&nbsp; 1225198 |
| BDS 2025-FL14 Ltd., "B", FLR, 5.369% (SOFR - 1mo. + 1.6926%), 10/17/2042 (n) | 2443148 | &nbsp;&nbsp;&nbsp; 2442674 |
| BDS 2025-FL16 Ltd., "AS", FLR, 5.276% (SOFR - 1mo. + 1.6%), 6/19/2043 (n) | 1629528 | &nbsp;&nbsp;&nbsp; 1630020 |
| Benchmark 2023-V3 Mortgage Trust, "A3", 6.363%, 7/15/2056  | 991415 | &nbsp;&nbsp;&nbsp; 1025433 |
| Benchmark 2025-V18 Mortgage Trust, "A3", 5.183%, 10/15/2058  | 2317597 | &nbsp;&nbsp;&nbsp; 2359984 |
| Black Diamond CLO Ltd., 2019-2A, "A2R", FLR, 5.871% (SOFR - 3mo. + 2.2%), 7/23/2032 (n) | 4661659 | &nbsp;&nbsp;&nbsp; 4665113 |
| Black Diamond CLO Ltd., 2021-1A, "A2R", FLR, 5.519% (SOFR - 3mo. + 1.85%), 11/22/2034 (n) | 5375000 | &nbsp;&nbsp;&nbsp; 5376360 |
| Brazos Securitization LLC, 5.413%, 9/01/2050 (n) | 3427000 | &nbsp;&nbsp;&nbsp; 3229329 |
| BRSP 2026-FL3 Ltd., "AS", FLR, 5.376%, 8/19/2043 (n) | 4989500 | &nbsp;&nbsp;&nbsp; 4993688 |
| Business Jet Securities LLC, 2024-1A, "A", 6.197%, 5/15/2039 (n) | 589084 | &nbsp;&nbsp;&nbsp; 596832 |
| Business Jet Securities LLC, 2024-1A, "B", 6.924%, 5/15/2039 (n) | 83025 | &nbsp;&nbsp;&nbsp; 84941 |
| BX Trust, 2025-BCAT, "B", FLR, 5.222% (SOFR - 1mo. + 1.55%), 8/15/2042 (n) | 1503549 | &nbsp;&nbsp;&nbsp; 1499792 |
| BXMT 2020-FL2 Ltd., "B", FLR, 5.442% ((SOFR - 1mo. + 0.11448%) + 1.4%), 2/15/2038 (n) | 1731000 | &nbsp;&nbsp;&nbsp; 1725684 |
| BXMT 2021-FL4 Ltd., "A", FLR, 5.092% ((SOFR - 1mo. + 0.11448%) + 1.05%), 5/15/2038 (n) | 4573375 | &nbsp;&nbsp;&nbsp; 4570988 |
| Cantor Commercial Real Estate, 2019-CF2, "A5", 2.874%, 11/15/2052  | 6645635 | &nbsp;&nbsp;&nbsp; 6264755 |
| CarMax Select Receivables Trust, 2025-B, "A2", 4.19%, 3/15/2029  | 1798000 | &nbsp;&nbsp;&nbsp; 1797832 |
| Chesapeake Funding II LLC, 2023-1A, "A1", 5.65%, 5/15/2035 (n) | 260452 | &nbsp;&nbsp;&nbsp; 260827 |
| CIP Commercial Mortgage Trust, 2025-SBAY, "A", FLR, 5.072% (SOFR - 1mo. + 1.4%), 10/15/2037 (n) | 1779000 | &nbsp;&nbsp;&nbsp; 1777888 |
| Citigroup Commercial Mortgage Trust, 2016-P6, "A5", 3.72%, 12/10/2049  | 1754000 | &nbsp;&nbsp;&nbsp; 1737424 |
| Colt Funding LLC, 2024-5, "A1", 5.123%, 8/25/2069 (n) | 2410255 | &nbsp;&nbsp;&nbsp; 2406487 |
| Columbia Cent CLO Ltd., 2020-30A, "B1R2", FLR, 5.217% (SOFR - 3mo. + 1.55%), 1/20/2034 (n) | 2968411 | &nbsp;&nbsp;&nbsp; 2954338 |
| Columbia Cent CLO Ltd., 2021-31A, "CR", FLR, 5.517% (SOFR - 3mo. + 1.85%), 4/20/2034 (n) | 2457213 | &nbsp;&nbsp;&nbsp; 2438813 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Asset-Backed & Securitized – continued | Asset-Backed & Securitized – continued | Asset-Backed & Securitized – continued |
| Commercial Mortgage Pass-Through Certificates, 2023-BNK46, "A4", 5.745%, 8/15/2056  | $4656029 | &nbsp;&nbsp;&nbsp; $4843490 |
| Commercial Mortgage Pass-Through Certificates, 2023-BNK46, "AS", 6.385%, 8/15/2056  | 2699147 | &nbsp;&nbsp;&nbsp; 2837371 |
| Consumers 2023 Securitization Funding LLC, 5.55%, 3/01/2028  | 632786 | &nbsp;&nbsp;&nbsp; 637749 |
| Credit Acceptance Auto Loan Trust, 2023-3A, "A", 6.39%, 8/15/2033 (n) | 287232 | &nbsp;&nbsp;&nbsp; 287864 |
| Deephaven Residential Mortgage Trust, 2024-1A, "A", 5.735%, 7/25/2069 (n) | 4704179 | &nbsp;&nbsp;&nbsp; 4740045 |
| Dryden Senior Loan Fund, 2020-86A, "CR2", FLR, 5.567% (SOFR - 3mo. + 1.9%), 7/17/2034 (n) | 7408185 | &nbsp;&nbsp;&nbsp; 7360995 |
| ELM Trust, 2024-ELM, "C10", 6.396%, 6/10/2039 (n) | 742347 | &nbsp;&nbsp;&nbsp; 743337 |
| ELM Trust, 2024-ELM, "C15", 6.396%, 6/10/2039 (n) | 1011934 | &nbsp;&nbsp;&nbsp; 1014108 |
| Empire District Bondco LLC, 4.943%, 1/01/2033  | 1329527 | &nbsp;&nbsp;&nbsp; 1347155 |
| Enterprise Fleet Financing 2023-3 LLC, "A2", 6.4%, 3/20/2030 (n) | 769127 | &nbsp;&nbsp;&nbsp; 776043 |
| Enterprise Fleet Financing 2024-4 LLC, "A2", 4.69%, 7/20/2027 (n) | 651233 | &nbsp;&nbsp;&nbsp; 652652 |
| Enterprise Fleet Financing 2025-4 LLC, "A2", 4.05%, 8/20/2028 (n) | 1769000 | &nbsp;&nbsp;&nbsp; 1766885 |
| Enterprise Fleet Financing 2026-1 LLC, "A2", 4%, 10/20/2028 (n) | 3383000 | &nbsp;&nbsp;&nbsp; 3374332 |
| GLS Auto Select Receivables Trust, 2025-2A, "A2", 4.75%, 3/15/2028 (n) | 216069 | &nbsp;&nbsp;&nbsp; 216340 |
| GLS Auto Select Receivables Trust, 2025-2A, "A2", 6.37%, 6/15/2028 (n) | 89517 | &nbsp;&nbsp;&nbsp; 89668 |
| Hyundai Auto Lease Securitization Trust, 2025-B, "A2A", 4.58%, 9/15/2027 (n) | 1436303 | &nbsp;&nbsp;&nbsp; 1439199 |
| ILPT Commercial Mortgage Trust, 2025-LPF2, "A", 5.292%, 7/13/2042 (n) | 3609000 | &nbsp;&nbsp;&nbsp; 3656492 |
| JP Morgan Trust, 2026-NQM1, "A1", 4.745%, 6/25/2066 (n) | 599485 | &nbsp;&nbsp;&nbsp; 593099 |
| JPMorgan Mortgage Trust, "A1", 4.592%, 10/25/2033  | 17978 | &nbsp;&nbsp;&nbsp; 17306 |
| KKR Static CLO Ltd., 2022-1A, "BR2", FLR, 5.117% (SOFR - 3mo. + 1.45%), 7/20/2031 (n) | 3690506 | &nbsp;&nbsp;&nbsp; 3679951 |
| LoanCore 2021-CRE5 Ltd., "AS", FLR, 5.536% ((SOFR - 1mo. + 0.11448%) + 1.75%), 7/15/2036 (n) | 1450854 | &nbsp;&nbsp;&nbsp; 1449188 |
| LoanCore 2021-CRE5 Ltd., "B", FLR, 5.786% ((SOFR - 1mo. + 0.11448%) + 2.0%), 7/15/2036 (n) | 5318000 | &nbsp;&nbsp;&nbsp; 5312655 |
| LoanCore 2021-CRE6 Ltd., "B", FLR, 5.686% ((SOFR - 1mo. + 0.11448%) + 1.9%), 11/15/2038 (n) | 9970000 | &nbsp;&nbsp;&nbsp; 9980040 |
| LoanCore 2025-CRE8 Ltd., "AS", FLR, 5.269% (SOFR - 1mo. + 1.5909%), 8/17/2042 (n) | 7367000 | &nbsp;&nbsp;&nbsp; 7369632 |
| Man GLG US CLO, 2018-2 Ltd., "B", FLR, 6.667% (SOFR - 3mo. + 3%), 7/20/2035 (n) | 3420864 | &nbsp;&nbsp;&nbsp; 3427675 |
| Merrill Lynch Mortgage Investors, Inc., "A", 5.622%, 5/25/2036  | 10280 | &nbsp;&nbsp;&nbsp; 10219 |
| Merrill Lynch Mortgage Investors, Inc., "A5", 4.678%, 4/25/2035  | 43111 | &nbsp;&nbsp;&nbsp; 39411 |
| MF1 2022-FL8 Ltd., "C", FLR, 5.876% (SOFR - 30 day + 2.2%), 2/19/2037 (n) | 2433741 | &nbsp;&nbsp;&nbsp; 2422388 |
| MF1 2022-FL8 Ltd., "D", FLR, 6.326% (SOFR - 30 day + 2.65%), 2/19/2037 (n) | 1407473 | &nbsp;&nbsp;&nbsp; 1406852 |
| MF1 2024-FL14 LLC, "AS", FLR, 5.912% (SOFR - 1mo. + 2.24%), 3/19/2039 (n) | 3688167 | &nbsp;&nbsp;&nbsp; 3691992 |
| MF1 2024-FL15 LLC, "AS", FLR, 5.719% (SOFR - 1mo. + 2.04%), 8/18/2041 (n) | 4032000 | &nbsp;&nbsp;&nbsp; 4048267 |
| MF1 2024-FL16 LLC, "AS", FLR, 5.621% (SOFR - 1mo. + 1.942%), 11/18/2039 (n) | 4385479 | &nbsp;&nbsp;&nbsp; 4402296 |
| MF1 2025-FL17 LLC, "B", FLR, 5.471% (SOFR - 1mo. + 1.792%), 2/18/2040 (n) | 2388514 | &nbsp;&nbsp;&nbsp; 2389885 |
| MF1 2025-FL19 LLC, "A", FLR, 5.251% (SOFR - 1mo. + 1.572%), 2/18/2040 (n) | 3775488 | &nbsp;&nbsp;&nbsp; 3776647 |
| MF1 2025-FL19 LLC, "A", FLR, 5.167% (SOFR - 1mo. + 1.4881%), 5/18/2042 (n) | 3778621 | &nbsp;&nbsp;&nbsp; 3784094 |
| MF1 2025-FL20 LLC, "B", FLR, 5.629% (SOFR - 1mo. + 1.95%), 2/18/2043 (n) | 4207394 | &nbsp;&nbsp;&nbsp; 4221667 |
| MF1 2026-FL21 LLC, "B", FLR, 5.429% (SOFR - 1mo. + 1.75%), 2/18/2041 (n) | 802055 | &nbsp;&nbsp;&nbsp; 803321 |
| Morgan Stanley Residential Mortgage Loan Trust, 2026-NQM1, "A1", 4.809%, 12/25/2070 (n) | 943147 | &nbsp;&nbsp;&nbsp; 934281 |
| Morgan Stanley Residential Mortgage Loan Trust, 2024-NQM1, "A1", 6.152%, 12/25/2068 (n) | 1835863 | &nbsp;&nbsp;&nbsp; 1845127 |
| Morgan Stanley Residential Mortgage Loan Trust, 2026-NQM2, "A1", 4.734%, 1/26/2071 (n) | 2673671 | &nbsp;&nbsp;&nbsp; 2647943 |
| Morgan Stanley Residential Mortgage Loan Trust, 2026-NQM3, "A1", 5.209%, 3/25/2071 (n) | 3463752 | &nbsp;&nbsp;&nbsp; 3453560 |
| MSWF Commercial Mortgage Trust, 2023-2, "A5", 6.014%, 12/15/2056  | 3231641 | &nbsp;&nbsp;&nbsp; 3427926 |
| New Residential Mortgage Loan Trust, 2025-NQM4, "A1", 5.35%, 7/25/2065 (n) | 6395522 | &nbsp;&nbsp;&nbsp; 6400093 |
| New Residential Mortgage Loan Trust, 2026-NQM2, "A1", 4.743%, 12/25/2065 (n) | 2617071 | &nbsp;&nbsp;&nbsp; 2590600 |
| New Residential Mortgage Loan Trust, 2026-NQM3, "A1", 4.833%, 2/25/2066 (n) | 3714347 | &nbsp;&nbsp;&nbsp; 3679197 |
| New Residential Mortgage Loan Trust, 2026-NQM4, "A1", 5.003%, 2/25/2066 (n) | 2810982 | &nbsp;&nbsp;&nbsp; 2795697 |
| Northwoods Capital Ltd., 2018-14BA, "BR", FLR, 5.483% (SOFR - 3mo. + 1.85%), 11/13/2031 (n) | 3306562 | &nbsp;&nbsp;&nbsp; 3307022 |
| OBX Trust, 2024-NQM15, "A1", 5.316%, 10/25/2064 (n) | 1346136 | &nbsp;&nbsp;&nbsp; 1349679 |
| OBX Trust, 2024-NQM9, "A1", 6.03%, 1/25/2064 (n) | 1935732 | &nbsp;&nbsp;&nbsp; 1949798 |
| OBX Trust, 2025-NQM14, "A1", 5.162%, 7/25/2065 (n) | 1241485 | &nbsp;&nbsp;&nbsp; 1240064 |
| OBX Trust, 2025-NQM15, "A1", 5.143%, 7/27/2065 (n) | 1234912 | &nbsp;&nbsp;&nbsp; 1233119 |
| OBX Trust, 2025-NQM16, "A1", 4.905%, 8/25/2065 (n) | 1778399 | &nbsp;&nbsp;&nbsp; 1769495 |
| OBX Trust, 2025-NQM18, "A1", 5.057%, 9/25/2065 (n) | 1270258 | &nbsp;&nbsp;&nbsp; 1266165 |
| PFP III 2024-11 Ltd., "11A", FLR, 5.501% (SOFR - 1mo. + 1.83239%), 9/17/2039 (n) | 2748892 | &nbsp;&nbsp;&nbsp; 2753090 |
| PLYM Commercial Mortgage Trust, 2026-IND, "B", FLR, 5.123% (SOFR - 1mo. + 1.45%), 3/15/2043 (n) | 1322000 | &nbsp;&nbsp;&nbsp; 1312085 |
| PMT Loan Trust, 2025-CNF2, "A26", FLR, 5.061% (SOFR - 1mo. + 1.4%), 1/25/2057 (n) | 3751562 | &nbsp;&nbsp;&nbsp; 3762295 |
| PMT Loan Trust, 2025-INV12, "A35", FLR, 4.961% (SOFR - 1mo. + 1.3%), 12/25/2056 (n) | 2832448 | &nbsp;&nbsp;&nbsp; 2842110 |
| PMT Loan Trust, 2026-INV4, "A36", FLR, 5.108% (SOFR - 1mo. + 1.45%), 3/25/2057 (n)(w) | 1574234 | &nbsp;&nbsp;&nbsp; 1570646 |
| Preferred Term Securities XIX Ltd., CDO, FLR, 4.285% ((SOFR - 3mo. + 0.26161%) + 0.35%), 12/22/2035 (n) | 81418 | &nbsp;&nbsp;&nbsp; 80196 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Asset-Backed & Securitized – continued | Asset-Backed & Securitized – continued | Asset-Backed & Securitized – continued |
| Residential Funding Mortgage Securities, Inc., FGIC, 3.413%, 12/25/2035 (d)(q) | $2975 | &nbsp;&nbsp;&nbsp; $38 |
| Rockford Tower CLO 2020-1A Ltd., "BRR", FLR, 5.217% (SOFR - 3mo. + 1.55%), 1/20/2036 (n) | 3331195 | &nbsp;&nbsp;&nbsp; 3312354 |
| Sammons Financial Group, Inc., FLR, 5.469% (SOFR - 3mo. + 1.8%), 10/21/2034 (n) | 2673048 | &nbsp;&nbsp;&nbsp; 2652222 |
| Santander Drive Auto Receivables Trust, 2025-1, "A3", 4.74%, 1/16/2029  | 1938889 | &nbsp;&nbsp;&nbsp; 1942377 |
| Santander Drive Auto Receivables Trust, 2026-1, "A2", 4.04%, 3/15/2029  | 2478000 | &nbsp;&nbsp;&nbsp; 2476822 |
| Starwood Commercial Mortgage, 2021-FL2, "C", FLR, 5.894% ((SOFR - 1mo. + 0.11448%) + 2.1%), 4/18/2038 (n) | 2027000 | &nbsp;&nbsp;&nbsp; 2025680 |
| Starwood Commercial Mortgage, 2022-FL3, "B", FLR, 5.622% (SOFR - 30 day + 1.95%), 11/15/2038 (n) | 1391000 | &nbsp;&nbsp;&nbsp; 1381875 |
| Starwood Commercial Mortgage, 2022-FL3, "C", FLR, 5.872% (SOFR - 30 day + 2.2%), 11/15/2038 (n) | 2632000 | &nbsp;&nbsp;&nbsp; 2615999 |
| Starwood Commercial Mortgage, 2025-FL4, "AS", FLR, 5.376% (SOFR - 1mo. + 1.7%), 11/19/2042 (n) | 1896290 | &nbsp;&nbsp;&nbsp; 1896288 |
| Stellantis Finance US, Inc., 4.63%, 7/20/2027 (n) | 2057135 | &nbsp;&nbsp;&nbsp; 2060468 |
| STORE Master Funding LLC, 2014-1A, "A1", 5.69%, 5/20/2054 (n) | 431757 | &nbsp;&nbsp;&nbsp; 435064 |
| STORE Master Funding LLC, 2014-1A, "A2", 5.7%, 5/20/2054 (n) | 901934 | &nbsp;&nbsp;&nbsp; 916558 |
| TPG Real Estate Finance, 2025-FL7, "AS", FLR, 5.379% (SOFR - 1mo. + 1.7%), 6/18/2043 (n) | 2395296 | &nbsp;&nbsp;&nbsp; 2394770 |
| Trinitas CLO Ltd., 2021-15A, "B1R", FLR, 5.319% (SOFR - 3mo. + 1.65%), 4/22/2034 (n) | 7344370 | &nbsp;&nbsp;&nbsp; 7312371 |
| UBS Commercial Mortgage Trust, 2017-C8, "A4", 3.983%, 2/15/2051  | 5865766 | &nbsp;&nbsp;&nbsp; 5769766 |
| Venture CLO 43 Ltd., 2021-43A, "BRR", FLR, 5.168% (SOFR - 3mo. + 1.5%), 4/15/2034 (n) | 5537477 | &nbsp;&nbsp;&nbsp; 5527033 |
| Verus Securitization Trust, 2024-1, "A1", 5.712%, 1/25/2069 (n) | 946237 | &nbsp;&nbsp;&nbsp; 948233 |
| Verus Securitization Trust, 2024-8, "A1", 5.364%, 10/25/2069 (n) | 837167 | &nbsp;&nbsp;&nbsp; 838431 |
| Verus Securitization Trust, 2025-9, "A1", 4.935%, 10/27/2070 (n) | 837712 | &nbsp;&nbsp;&nbsp; 833609 |
| Voya CLO 2012-4A Ltd., "A2R3", FLR, 5.383% ((SOFR - 3mo. + 0.26161%) + 1.45%), 10/15/2030 (n) | 1878371 | &nbsp;&nbsp;&nbsp; 1878696 |
| Voya CLO 2012-4A Ltd., "BR3", FLR, 5.883% ((SOFR - 3mo. + 0.26161%) + 1.95%), 10/15/2030 (n) | 828265 | &nbsp;&nbsp;&nbsp; 826854 |
| Voya CLO 2012-4A Ltd., "C1R3", FLR, 7.233% ((SOFR - 3mo. + 0.26161%) + 3.3%), 10/15/2030 (n) | 1187823 | &nbsp;&nbsp;&nbsp; 1188601 |
| Wells Fargo Commercial Mortgage Trust, 2016-LC25, "A4", 3.64%, 12/15/2059  | 13071416 | &nbsp;&nbsp;&nbsp; 13007363 |
| Wells Fargo Commercial Mortgage Trust, 2017-C42, "A5", 3.589%, 12/15/2050  | 3970000 | &nbsp;&nbsp;&nbsp; 3902043 |
|  |  | &nbsp;&nbsp;&nbsp; $341785734 |
| Brokerage & Asset Managers – 1.3% | Brokerage & Asset Managers – 1.3% | Brokerage & Asset Managers – 1.3% |
| Charles Schwab Corp., 5.853% to 5/19/2033, FLR (SOFR - 1 day + 2.5%) to 5/19/2034  | $2300000 | &nbsp;&nbsp;&nbsp; $2415612 |
| Charles Schwab Corp., 6.136% to 8/24/2033, FLR (SOFR - 1 day + 2.01%) to 8/24/2034  | 2878000 | &nbsp;&nbsp;&nbsp; 3063306 |
| Charles Schwab Corp., 5% to 6/01/2027, FLR (CMT - 5yr. + 3.256%) to 6/01/2170  | 6058000 | &nbsp;&nbsp;&nbsp; 5991362 |
| LPL Holdings, Inc., 6.75%, 11/17/2028  | 1167000 | &nbsp;&nbsp;&nbsp; 1222665 |
| LPL Holdings, Inc., 4%, 3/15/2029 (n) | 4555000 | &nbsp;&nbsp;&nbsp; 4423271 |
| LPL Holdings, Inc., 6%, 5/20/2034  | 1917000 | &nbsp;&nbsp;&nbsp; 1955247 |
|  |  | &nbsp;&nbsp;&nbsp; $19071463 |
| Building – 0.6% | Building – 0.6% | Building – 0.6% |
| Quikrete Holdings, Inc., 6.375%, 3/01/2032 (n) | $5167000 | &nbsp;&nbsp;&nbsp; $5239353 |
| Vulcan Materials Co., 3.5%, 6/01/2030  | 3356000 | &nbsp;&nbsp;&nbsp; 3216990 |
|  |  | &nbsp;&nbsp;&nbsp; $8456343 |
| Business Services – 1.3% | Business Services – 1.3% | Business Services – 1.3% |
| Equinix, Inc., 2.15%, 7/15/2030  | $4789000 | &nbsp;&nbsp;&nbsp; $4303983 |
| Fiserv, Inc., 3.5%, 7/01/2029  | 2280000 | &nbsp;&nbsp;&nbsp; 2183792 |
| Fiserv, Inc., 5.6%, 3/02/2033  | 2183000 | &nbsp;&nbsp;&nbsp; 2205893 |
| Global Payments, Inc., 2.9%, 5/15/2030  | 5153000 | &nbsp;&nbsp;&nbsp; 4710048 |
| Global Payments, Inc., 2.9%, 11/15/2031  | 1508000 | &nbsp;&nbsp;&nbsp; 1321369 |
| Iron Mountain, Inc., 4.5%, 2/15/2031 (n) | 5315000 | &nbsp;&nbsp;&nbsp; 4991013 |
|  |  | &nbsp;&nbsp;&nbsp; $19716098 |
| Cable TV – 0.6% | Cable TV – 0.6% | Cable TV – 0.6% |
| CCO Holdings LLC/CCO Holdings Capital Corp., 4.5%, 8/15/2030 (n) | $6587000 | &nbsp;&nbsp;&nbsp; $6155411 |
| Time Warner Cable, Inc., 4.5%, 9/15/2042  | 3558000 | &nbsp;&nbsp;&nbsp; 2671873 |
| Time Warner Entertainment Co. LP, 8.375%, 7/15/2033  | 290000 | &nbsp;&nbsp;&nbsp; 328360 |
|  |  | &nbsp;&nbsp;&nbsp; $9155644 |
| Conglomerates – 1.0% | Conglomerates – 1.0% | Conglomerates – 1.0% |
| Regal Rexnord Corp., 6.05%, 4/15/2028  | $1521000 | &nbsp;&nbsp;&nbsp; $1560014 |
| Regal Rexnord Corp., 6.3%, 2/15/2030  | 4643000 | &nbsp;&nbsp;&nbsp; 4864805 |
| Regal Rexnord Corp., 6.4%, 4/15/2033  | 3600000 | &nbsp;&nbsp;&nbsp; 3805163 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Conglomerates – continued | Conglomerates – continued | Conglomerates – continued |
| Westinghouse Air Brake Technologies Corp., 4.7%, 9/15/2028  | $4993000 | &nbsp;&nbsp;&nbsp; $5007643 |
|  |  | &nbsp;&nbsp;&nbsp; $15237625 |
| Consumer Products – 0.2% | Consumer Products – 0.2% | Consumer Products – 0.2% |
| Haleon US Capital LLC, 3.625%, 3/24/2032  | $3229000 | &nbsp;&nbsp;&nbsp; $3034119 |
| Consumer Services – 0.2% | Consumer Services – 0.2% | Consumer Services – 0.2% |
| CBRE Group, Inc., 5.95%, 8/15/2034  | $2539000 | &nbsp;&nbsp;&nbsp; $2643117 |
| Diversified Financial Services – 0.6% | Diversified Financial Services – 0.6% | Diversified Financial Services – 0.6% |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3%, 10/29/2028  | $2329000 | &nbsp;&nbsp;&nbsp; $2241859 |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.3%, 1/30/2032  | 1334000 | &nbsp;&nbsp;&nbsp; 1211573 |
| Avolon Holdings Funding Ltd., 4.25%, 4/15/2026 (n) | 1779000 | &nbsp;&nbsp;&nbsp; 1778898 |
| Avolon Holdings Funding Ltd., 2.75%, 2/21/2028 (n) | 497000 | &nbsp;&nbsp;&nbsp; 479291 |
| Bridge Housing Corp., 5.321%, 7/15/2035  | 3075000 | &nbsp;&nbsp;&nbsp; 3078965 |
|  |  | &nbsp;&nbsp;&nbsp; $8790586 |
| Electrical Equipment – 0.3% | Electrical Equipment – 0.3% | Electrical Equipment – 0.3% |
| Arrow Electronics, Inc., 2.95%, 2/15/2032  | $4838000 | &nbsp;&nbsp;&nbsp; $4274644 |
| Energy - Independent – 0.5% | Energy - Independent – 0.5% | Energy - Independent – 0.5% |
| EQT Corp., 3.9%, 10/01/2027  | $670000 | &nbsp;&nbsp;&nbsp; $661833 |
| EQT Corp., 5%, 1/15/2029  | 1294000 | &nbsp;&nbsp;&nbsp; 1301697 |
| EQT Corp., 3.625%, 5/15/2031 (n) | 1506000 | &nbsp;&nbsp;&nbsp; 1404397 |
| Santos Finance Ltd., 6.875%, 9/19/2033 (n) | 3007000 | &nbsp;&nbsp;&nbsp; 3273823 |
| Santos Finance Ltd., 5.75%, 11/13/2035 (n) | 1150000 | &nbsp;&nbsp;&nbsp; 1152666 |
|  |  | &nbsp;&nbsp;&nbsp; $7794416 |
| Energy - Integrated – 0.1% | Energy - Integrated – 0.1% | Energy - Integrated – 0.1% |
| Eni S.p.A., 5.5%, 5/15/2034 (n)  | $1487000 | &nbsp;&nbsp;&nbsp; $1523198 |
| Food & Beverages – 0.3% | Food & Beverages – 0.3% | Food & Beverages – 0.3% |
| Performance Food Group Co., 6.125%, 9/15/2032 (n) | $3726000 | &nbsp;&nbsp;&nbsp; $3732882 |
| Post Holdings, Inc., 4.625%, 4/15/2030 (n) | 1225000 | &nbsp;&nbsp;&nbsp; 1176006 |
| Post Holdings, Inc., 4.5%, 9/15/2031 (n) | 216000 | &nbsp;&nbsp;&nbsp; 200839 |
|  |  | &nbsp;&nbsp;&nbsp; $5109727 |
| Global Systemically Important Banks – 5.2% | Global Systemically Important Banks – 5.2% | Global Systemically Important Banks – 5.2% |
| Bank of America Corp., 2.496% to 2/13/2030, FLR ((SOFR - 3mo. + 0.26161%) + 0.99%) to 2/13/2031  | $4007000 | &nbsp;&nbsp;&nbsp; $3703755 |
| Bank of America Corp., 2.572% to 10/20/2031, FLR (SOFR - 1 day + 1.21%) to 10/20/2032  | 10928000 | &nbsp;&nbsp;&nbsp; 9722849 |
| Bank of America Corp., 5.875% to 3/15/2028, FLR ((SOFR - 3mo. + 0.26161%) + 2.931%) to 9/15/2171  | 3924000 | &nbsp;&nbsp;&nbsp; 3927355 |
| Barclays PLC, 4.972% to 5/16/2028, FLR (LIBOR - 3mo. + 1.902%) to 5/16/2029  | 3191000 | &nbsp;&nbsp;&nbsp; 3210412 |
| Barclays PLC, 2.894% to 11/24/2031, FLR (CMT - 1yr. + 1.3%) to 11/24/2032  | 3776000 | &nbsp;&nbsp;&nbsp; 3373749 |
| Citigroup, Inc., 6.875% to 8/15/2030, FLR (CMT - 5yr. + 2.89%) to 11/15/2173  | 2392000 | &nbsp;&nbsp;&nbsp; 2408883 |
| Goldman Sachs Group, Inc., 2.6%, 2/07/2030  | 6000000 | &nbsp;&nbsp;&nbsp; 5581339 |
| HSBC Holdings PLC, 4.7% to 9/09/2031, FLR (CMT - 1yr. + 3.25%) to 9/09/2169  | 6176000 | &nbsp;&nbsp;&nbsp; 5625644 |
| JPMorgan Chase & Co., 3.509% to 1/23/2028, FLR ((SOFR - 3mo. + 0.26161%) + 0.945%) to 1/23/2029  | 2290000 | &nbsp;&nbsp;&nbsp; 2252994 |
| JPMorgan Chase & Co., 4.005% to 4/23/2028, FLR ((SOFR - 3mo. + 0.26161%) + 1.12%) to 4/23/2029  | 5871000 | &nbsp;&nbsp;&nbsp; 5824561 |
| JPMorgan Chase & Co., 4.203% to 7/23/2028, FLR ((SOFR - 3mo. + 0.26161%) + 1.26%) to 7/23/2029  | 2576000 | &nbsp;&nbsp;&nbsp; 2561191 |
| JPMorgan Chase & Co., 2.956% to 5/13/2030, FLR (SOFR - 1 day + 2.515%) to 5/13/2031  | 4435000 | &nbsp;&nbsp;&nbsp; 4132416 |
| JPMorgan Chase & Co., 2.545% to 11/08/2031, FLR (SOFR - 1 day + 1.18%) to 11/08/2032  | 3363000 | &nbsp;&nbsp;&nbsp; 2989415 |
| Morgan Stanley, 5.449% to 7/20/2028, FLR (SOFR - 1 day + 1.63%) to 7/20/2029  | 1239000 | &nbsp;&nbsp;&nbsp; 1261090 |
| Morgan Stanley, 2.511% to 10/20/2031, FLR (SOFR - 1 day + 1.2%) to 10/20/2032  | 6985000 | &nbsp;&nbsp;&nbsp; 6167351 |
| Morgan Stanley, 5.424% to 7/21/2033, FLR (SOFR - 1 day + 1.88%) to 7/21/2034  | 2940000 | &nbsp;&nbsp;&nbsp; 2983098 |
| UBS Group AG, 4.375% to 2/10/2031, FLR (CMT - 1yr. + 3.313%) to 8/10/2171 (n) | 7084000 | &nbsp;&nbsp;&nbsp; 6249498 |
| Wells Fargo & Co., 2.572% to 2/11/2030, FLR ((SOFR - 3mo. + 0.26161%) + 1%) to 2/11/2031  | 4514000 | &nbsp;&nbsp;&nbsp; 4175353 |
|  |  | &nbsp;&nbsp;&nbsp; $76150953 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Hardware, Peripherals, & Assembly – 0.3% | Hardware, Peripherals, & Assembly – 0.3% | Hardware, Peripherals, & Assembly – 0.3% |
| SS&C Technologies Holdings, Inc., 5.5%, 9/30/2027 (n)  | $4802000 | &nbsp;&nbsp;&nbsp; $4805232 |
| Insurance – 0.8% | Insurance – 0.8% | Insurance – 0.8% |
| Corebridge Financial, Inc., 3.9%, 4/05/2032  | $3293000 | &nbsp;&nbsp;&nbsp; $3088162 |
| Corebridge Financial, Inc., 5.75%, 1/15/2034  | 2801000 | &nbsp;&nbsp;&nbsp; 2872927 |
| Corebridge Financial, Inc., 4.35%, 4/05/2042  | 442000 | &nbsp;&nbsp;&nbsp; 363248 |
| Corebridge Financial, Inc., 4.4%, 4/05/2052  | 1291000 | &nbsp;&nbsp;&nbsp; 1005643 |
| Sammons Financial Group, Inc., 6.875%, 4/15/2034 (n) | 4897000 | &nbsp;&nbsp;&nbsp; 5184775 |
|  |  | &nbsp;&nbsp;&nbsp; $12514755 |
| Insurance - Health – 0.3% | Insurance - Health – 0.3% | Insurance - Health – 0.3% |
| Humana, Inc., 5.875%, 3/01/2033  | $4131000 | &nbsp;&nbsp;&nbsp; $4220986 |
| Insurance - Property & Casualty – 1.3% | Insurance - Property & Casualty – 1.3% | Insurance - Property & Casualty – 1.3% |
| Asurion LLC, 8%, 12/31/2032 (n) | $4245000 | &nbsp;&nbsp;&nbsp; $4403967 |
| Fairfax Financial Holdings Ltd., 4.85%, 4/17/2028  | 5692000 | &nbsp;&nbsp;&nbsp; 5713384 |
| Fairfax Financial Holdings Ltd., 3.375%, 3/03/2031  | 1060000 | &nbsp;&nbsp;&nbsp; 986966 |
| Fairfax Financial Holdings Ltd., 5.625%, 8/16/2032  | 2374000 | &nbsp;&nbsp;&nbsp; 2435419 |
| Hub International Ltd., 7.25%, 6/15/2030 (n) | 3479000 | &nbsp;&nbsp;&nbsp; 3563901 |
| Liberty Mutual Group, Inc., 3.951%, 10/15/2050 (n) | 2221000 | &nbsp;&nbsp;&nbsp; 1611987 |
|  |  | &nbsp;&nbsp;&nbsp; $18715624 |
| International Market Quasi-Sovereign – 0.1% | International Market Quasi-Sovereign – 0.1% | International Market Quasi-Sovereign – 0.1% |
| Electricite de France S.A., 6.9%, 5/23/2053 (n)  | $1704000 | &nbsp;&nbsp;&nbsp; $1822864 |
| Machinery & Tools – 0.5% | Machinery & Tools – 0.5% | Machinery & Tools – 0.5% |
| Ashtead Capital, Inc., 5.55%, 5/30/2033 (n) | $4843000 | &nbsp;&nbsp;&nbsp; $4890241 |
| Ashtead Capital, Inc., 5.8%, 4/15/2034 (n) | 1161000 | &nbsp;&nbsp;&nbsp; 1183629 |
| CNH Industrial N.V., 3.85%, 11/15/2027  | 1328000 | &nbsp;&nbsp;&nbsp; 1314456 |
|  |  | &nbsp;&nbsp;&nbsp; $7388326 |
| Media – 0.1% | Media – 0.1% | Media – 0.1% |
| WMG Acquisition Corp., 3%, 2/15/2031 (n)  | $1568000 | &nbsp;&nbsp;&nbsp; $1438107 |
| Medical & Health Technology & Services – 2.0% | Medical & Health Technology & Services – 2.0% | Medical & Health Technology & Services – 2.0% |
| Adventist Health System/West, 5.43%, 3/01/2032  | $4476000 | &nbsp;&nbsp;&nbsp; $4545416 |
| Alcon Finance Corp., 2.75%, 9/23/2026 (n) | 593000 | &nbsp;&nbsp;&nbsp; 588228 |
| Alcon Finance Corp., 2.6%, 5/27/2030 (n) | 1096000 | &nbsp;&nbsp;&nbsp; 1013719 |
| Alcon Finance Corp., 5.375%, 12/06/2032 (n) | 1318000 | &nbsp;&nbsp;&nbsp; 1349444 |
| HCA, Inc., 4.125%, 6/15/2029  | 3255000 | &nbsp;&nbsp;&nbsp; 3210001 |
| HCA, Inc., 4.375%, 3/15/2042  | 3251000 | &nbsp;&nbsp;&nbsp; 2727384 |
| ICON Investments Six DAC, 6%, 5/08/2034  | 2657000 | &nbsp;&nbsp;&nbsp; 2691540 |
| Marin General Hospital, 7.242%, 8/01/2045  | 2243000 | &nbsp;&nbsp;&nbsp; 2417909 |
| Northwell Healthcare, Inc., 3.979%, 11/01/2046  | 1503000 | &nbsp;&nbsp;&nbsp; 1167479 |
| ProMedica Toledo Hospital, "B", 5.325%, 11/15/2028  | 7120000 | &nbsp;&nbsp;&nbsp; 7182799 |
| ProMedica Toledo Hospital, "B", AGM, 5.75%, 11/15/2038  | 2562000 | &nbsp;&nbsp;&nbsp; 2564637 |
|  |  | &nbsp;&nbsp;&nbsp; $29458556 |
| Medical Equipment – 0.2% | Medical Equipment – 0.2% | Medical Equipment – 0.2% |
| Medline Borrower LP/Medline Co-Issuer, Inc., 6.25%, 4/01/2029 (n)  | $2656000 | &nbsp;&nbsp;&nbsp; $2706419 |
| Metals & Mining – 1.0% | Metals & Mining – 1.0% | Metals & Mining – 1.0% |
| Anglo American Capital PLC, 3.875%, 3/16/2029 (n) | $3434000 | &nbsp;&nbsp;&nbsp; $3364680 |
| Anglo American Capital PLC, 2.875%, 3/17/2031 (n) | 2927000 | &nbsp;&nbsp;&nbsp; 2677290 |
| Anglo American Capital PLC, 4.75%, 3/16/2052 (n) | 4511000 | &nbsp;&nbsp;&nbsp; 3690237 |
| FMG Resources (August 2006) Pty Ltd., 4.375%, 4/01/2031 (n) | 2195000 | &nbsp;&nbsp;&nbsp; 2073934 |
| Glencore Funding LLC, 2.85%, 4/27/2031 (n) | 4010000 | &nbsp;&nbsp;&nbsp; 3649800 |
|  |  | &nbsp;&nbsp;&nbsp; $15455941 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Midstream – 2.7% | Midstream – 2.7% | Midstream – 2.7% |
| Cheniere Corpus Christi Holdings LLC, 2.742%, 12/31/2039  | $1939000 | &nbsp;&nbsp;&nbsp; $1639619 |
| Cheniere Energy Partners, L.P., 5.55%, 10/30/2035  | 4963000 | &nbsp;&nbsp;&nbsp; 5054063 |
| Enbridge, Inc., 5.7%, 3/08/2033  | 1601000 | &nbsp;&nbsp;&nbsp; 1658454 |
| Energy Transfer LP, 5.55%, 2/15/2028  | 1261000 | &nbsp;&nbsp;&nbsp; 1285112 |
| Energy Transfer LP, 5.75%, 2/15/2033  | 3863000 | &nbsp;&nbsp;&nbsp; 4017529 |
| Energy Transfer LP, 5.35%, 1/15/2036  | 1068000 | &nbsp;&nbsp;&nbsp; 1060583 |
| Kinder Morgan (Delaware), Inc., 7.75%, 1/15/2032  | 3350000 | &nbsp;&nbsp;&nbsp; 3841111 |
| Kinder Morgan Energy Partners LP, 6.375%, 3/01/2041  | 2040000 | &nbsp;&nbsp;&nbsp; 2147179 |
| MPLX LP, 4.95%, 3/14/2052  | 5874000 | &nbsp;&nbsp;&nbsp; 4876356 |
| Plains All American Pipeline LP, 3.55%, 12/15/2029  | 2839000 | &nbsp;&nbsp;&nbsp; 2747276 |
| Targa Resources Corp., 4.2%, 2/01/2033  | 930000 | &nbsp;&nbsp;&nbsp; 880467 |
| Targa Resources Corp., 6.125%, 3/15/2033  | 4345000 | &nbsp;&nbsp;&nbsp; 4595186 |
| Targa Resources Corp., 4.95%, 4/15/2052  | 1533000 | &nbsp;&nbsp;&nbsp; 1281582 |
| Venture Global Calcasieu Pass LLC, 6.25%, 1/15/2030 (n) | 4349000 | &nbsp;&nbsp;&nbsp; 4448253 |
|  |  | &nbsp;&nbsp;&nbsp; $39532770 |
| Mortgage-Backed – 14.8% | Mortgage-Backed – 14.8% |  |
| Fannie Mae, 3.5%, 8/01/2026 - 7/01/2046  | $4709534 | &nbsp;&nbsp;&nbsp; $4440404 |
| Fannie Mae, 3.95%, 1/01/2027  | 286578 | &nbsp;&nbsp;&nbsp; 286171 |
| Fannie Mae, 3%, 11/01/2028 - 8/01/2047  | 3816111 | &nbsp;&nbsp;&nbsp; 3490045 |
| Fannie Mae, 2.5%, 11/01/2031 - 11/01/2046  | 609916 | &nbsp;&nbsp;&nbsp; 534255 |
| Fannie Mae, 6.5%, 7/01/2032 - 1/01/2033  | 1156 | &nbsp;&nbsp;&nbsp; 1198 |
| Fannie Mae, 3%, 2/25/2033 (i) | 186418 | &nbsp;&nbsp;&nbsp; 11641 |
| Fannie Mae, 5.5%, 5/01/2033 - 1/01/2055  | 2388112 | &nbsp;&nbsp;&nbsp; 2447892 |
| Fannie Mae, 5%, 11/01/2033 - 3/01/2042  | 1679410 | &nbsp;&nbsp;&nbsp; 1697098 |
| Fannie Mae, 4.5%, 3/01/2034 - 6/01/2044  | 5689286 | &nbsp;&nbsp;&nbsp; 5628236 |
| Fannie Mae, 6%, 10/01/2035 - 8/01/2054  | 808660 | &nbsp;&nbsp;&nbsp; 839529 |
| Fannie Mae, 4%, 12/01/2039 - 1/01/2047  | 9856805 | &nbsp;&nbsp;&nbsp; 9516259 |
| Fannie Mae, 3.25%, 5/25/2040  | 74748 | &nbsp;&nbsp;&nbsp; 71029 |
| Fannie Mae, 2%, 4/25/2046  | 154745 | &nbsp;&nbsp;&nbsp; 143939 |
| Fannie Mae, 4%, 7/25/2046 (i) | 279259 | &nbsp;&nbsp;&nbsp; 50196 |
| Fannie Mae, 3.5%, 12/01/2046 (f) | 1055158 | &nbsp;&nbsp;&nbsp; 977238 |
| Fannie Mae, UMBS, 3.5%, 1/01/2027  | 1874 | &nbsp;&nbsp;&nbsp; 1867 |
| Fannie Mae, UMBS, 2.5%, 4/01/2036 - 6/01/2052  | 30816543 | &nbsp;&nbsp;&nbsp; 26532453 |
| Fannie Mae, UMBS, 3%, 4/01/2037 - 8/01/2052  | 12490974 | &nbsp;&nbsp;&nbsp; 11103605 |
| Fannie Mae, UMBS, 1.5%, 2/01/2042  | 145275 | &nbsp;&nbsp;&nbsp; 123959 |
| Fannie Mae, UMBS, 2%, 2/01/2042 - 2/01/2052  | 13879315 | &nbsp;&nbsp;&nbsp; 11673301 |
| Fannie Mae, UMBS, 6.5%, 4/01/2043 - 10/01/2053  | 467291 | &nbsp;&nbsp;&nbsp; 483228 |
| Fannie Mae, UMBS, 4.5%, 9/01/2052  | 563567 | &nbsp;&nbsp;&nbsp; 548511 |
| Fannie Mae, UMBS, 5%, 12/01/2052 - 3/01/2053  | 4879820 | &nbsp;&nbsp;&nbsp; 4832389 |
| Fannie Mae, UMBS, 6%, 12/01/2052 - 12/01/2053  | 1108168 | &nbsp;&nbsp;&nbsp; 1136027 |
| Fannie Mae, UMBS, 5.5%, 4/01/2053 - 11/01/2053  | 3463555 | &nbsp;&nbsp;&nbsp; 3483596 |
| Federal Home Loan Bank, 5%, 7/01/2035  | 455781 | &nbsp;&nbsp;&nbsp; 461437 |
| Freddie Mac, 3.3%, 10/25/2026  | 2958000 | &nbsp;&nbsp;&nbsp; 2941902 |
| Freddie Mac, 1.081%, 7/25/2029 (i) | 3894852 | &nbsp;&nbsp;&nbsp; 121332 |
| Freddie Mac, 1.135%, 8/25/2029 (i) | 6776656 | &nbsp;&nbsp;&nbsp; 228200 |
| Freddie Mac, 1.839%, 4/25/2030 (i) | 1901414 | &nbsp;&nbsp;&nbsp; 126314 |
| Freddie Mac, 5.5%, 5/01/2034 - 1/01/2038  | 105093 | &nbsp;&nbsp;&nbsp; 107883 |
| Freddie Mac, 6%, 8/01/2034 - 7/01/2038  | 34049 | &nbsp;&nbsp;&nbsp; 35454 |
| Freddie Mac, 5%, 11/01/2035 - 7/01/2041  | 508224 | &nbsp;&nbsp;&nbsp; 514635 |
| Freddie Mac, 5.5%, 2/15/2036 (i) | 45327 | &nbsp;&nbsp;&nbsp; 6861 |
| Freddie Mac, 4%, 8/01/2037 - 4/01/2044  | 942055 | &nbsp;&nbsp;&nbsp; 911252 |
| Freddie Mac, 3.5%, 11/01/2037 - 10/25/2058  | 8141895 | &nbsp;&nbsp;&nbsp; 7671775 |
| Freddie Mac, 3%, 1/01/2038 - 2/25/2059  | 6921627 | &nbsp;&nbsp;&nbsp; 6306062 |
| Freddie Mac, 4.5%, 5/01/2040 - 5/01/2042  | 1416327 | &nbsp;&nbsp;&nbsp; 1402092 |
| Freddie Mac, 4.5%, 12/15/2040 (i) | 15696 | &nbsp;&nbsp;&nbsp; 1444 |
| Freddie Mac, 4%, 8/15/2044 (i) | 41910 | &nbsp;&nbsp;&nbsp; 3408 |
| Freddie Mac, UMBS, 3%, 10/01/2037 - 6/01/2052  | 2425796 | &nbsp;&nbsp;&nbsp; 2173602 |
| Freddie Mac, UMBS, 2%, 2/01/2042 - 5/01/2052  | 25316348 | &nbsp;&nbsp;&nbsp; 20602303 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Mortgage-Backed – continued | Mortgage-Backed – continued |  |
| Freddie Mac, UMBS, 3.5%, 12/01/2046 - 5/01/2052  | $663428 | &nbsp;&nbsp;&nbsp; $616133 |
| Freddie Mac, UMBS, 2.5%, 7/01/2051 - 9/01/2052  | 8189047 | &nbsp;&nbsp;&nbsp; 6957603 |
| Freddie Mac, UMBS, 5%, 8/01/2052 - 10/01/2052  | 674569 | &nbsp;&nbsp;&nbsp; 669713 |
| Freddie Mac, UMBS, 4.5%, 10/01/2052  | 1316753 | &nbsp;&nbsp;&nbsp; 1276271 |
| Freddie Mac, UMBS, 5.5%, 4/01/2053 - 7/01/2055  | 5232202 | &nbsp;&nbsp;&nbsp; 5268378 |
| Freddie Mac, UMBS, 6%, 6/01/2054 - 2/01/2055  | 4260647 | &nbsp;&nbsp;&nbsp; 4387609 |
| Ginnie Mae, 5.5%, 5/15/2033 - 1/20/2055  | 5158010 | &nbsp;&nbsp;&nbsp; 5228546 |
| Ginnie Mae, 6%, 1/20/2036 - 1/15/2039  | 60059 | &nbsp;&nbsp;&nbsp; 62734 |
| Ginnie Mae, 4.5%, 4/15/2039 - 12/20/2052  | 10090297 | &nbsp;&nbsp;&nbsp; 9876305 |
| Ginnie Mae, 4%, 10/20/2040 - 10/20/2052  | 6592563 | &nbsp;&nbsp;&nbsp; 6256749 |
| Ginnie Mae, 3.5%, 11/15/2040 - 9/20/2053  | 4539709 | &nbsp;&nbsp;&nbsp; 4264963 |
| Ginnie Mae, 3%, 11/20/2044 - 10/20/2052  | 11851420 | &nbsp;&nbsp;&nbsp; 10662593 |
| Ginnie Mae, 2.5%, 8/20/2051 - 6/20/2052  | 12888976 | &nbsp;&nbsp;&nbsp; 11096750 |
| Ginnie Mae, 2%, 1/20/2052 - 3/20/2052  | 10882802 | &nbsp;&nbsp;&nbsp; 8995409 |
| Ginnie Mae, 5%, 1/20/2053 - 5/20/2053  | 8241086 | &nbsp;&nbsp;&nbsp; 8204153 |
|  |  | &nbsp;&nbsp;&nbsp; $217493931 |
| Municipals – 1.8% | Municipals – 1.8% | Municipals – 1.8% |
| Berks County, PA, Municipal Authority Rev., Taxable (Tower Health Project), "A-4", 7%, 6/30/2039  | $4348000 | &nbsp;&nbsp;&nbsp; $3650040 |
| Berks County, PA, Municipal Authority Rev., Taxable (Tower Health Project), Convertible Capital Appreciation, "B-2", 0% to <br> 11/15/2029, 8% to 6/30/2044 <br>| 2286000 | &nbsp;&nbsp;&nbsp; 1270904 |
| Bridgeview, IL, Stadium & Redevelopment Projects, Taxable, AAC, 5.14%, 12/01/2036  | 8850000 | &nbsp;&nbsp;&nbsp; 8260337 |
| Escambia County, FL, Health Facilities Authority Rev., Taxable (Baptist Health Care Corp.), "B", AGM, 3.607%, 8/15/2040  | 1295000 | &nbsp;&nbsp;&nbsp; 1048742 |
| Oklahoma Development Finance Authority, Health System Rev., Taxable (OU Medicine Project), "C", 5.45%, 8/15/2028  | 3770000 | &nbsp;&nbsp;&nbsp; 3750375 |
| Philadelphia, PA, School District, Taxable, Capital Appreciation, "B", AGM, 0%, 6/01/2030  | 3250000 | &nbsp;&nbsp;&nbsp; 3379430 |
| State of Florida, Taxable, "A", 2.154%, 7/01/2030  | 5223000 | &nbsp;&nbsp;&nbsp; 4807175 |
|  |  | &nbsp;&nbsp;&nbsp; $26167003 |
| Natural Gas - Distribution – 0.8% | Natural Gas - Distribution – 0.8% | Natural Gas - Distribution – 0.8% |
| Boston Gas Co., 3.15%, 8/01/2027 (n) | $9122000 | &nbsp;&nbsp;&nbsp; $8975265 |
| NiSource, Inc., 3.6%, 5/01/2030  | 2622000 | &nbsp;&nbsp;&nbsp; 2526678 |
|  |  | &nbsp;&nbsp;&nbsp; $11501943 |
| Non-Global Systemically Important Banks – 3.4% | Non-Global Systemically Important Banks – 3.4% | Non-Global Systemically Important Banks – 3.4% |
| Capital One Financial Corp., 6.7%, 11/29/2032  | $7435000 | &nbsp;&nbsp;&nbsp; $8077746 |
| Capital One Financial Corp., 5.817% to 2/01/2033, FLR (SOFR - 1 day + 2.6%) to 2/01/2034  | 2325000 | &nbsp;&nbsp;&nbsp; 2378868 |
| Capital One Financial Corp., 6.377% to 6/08/2033, FLR (SOFR - 1 day + 2.86%) to 6/08/2034  | 3594000 | &nbsp;&nbsp;&nbsp; 3787580 |
| Capital One Financial Corp., 6.051% to 2/01/2034, FLR (SOFR - 1 day + 2.26%) to 2/01/2035  | 2981000 | &nbsp;&nbsp;&nbsp; 3080621 |
| Deutsche Bank AG, 2.311% to 11/16/2026, FLR (SOFR - 1 day + 1.219%) to 11/16/2027  | 5055000 | &nbsp;&nbsp;&nbsp; 4986073 |
| Deutsche Bank AG, 6.72% to 1/18/2028, FLR (SOFR - 1 day + 3.18%) to 1/18/2029  | 5453000 | &nbsp;&nbsp;&nbsp; 5649555 |
| Lloyds Bank PLC, 3.75%, 1/11/2027  | 2765000 | &nbsp;&nbsp;&nbsp; 2753550 |
| Macquarie Bank Ltd. of London, 6.125% to 3/08/2027, FLR (Swap Rate - 5yr. + 4.332%) to 12/31/2165 (n) | 4694000 | &nbsp;&nbsp;&nbsp; 4707660 |
| Macquarie Group Ltd., 4.442% to 6/21/2032, FLR (SOFR - 1 day + 2.405%) to 6/21/2033 (n) | 8978000 | &nbsp;&nbsp;&nbsp; 8706522 |
| NatWest Group PLC, 6.016% to 3/02/2033, FLR (CMT - 1yr. + 2.1%) to 3/02/2034  | 769000 | &nbsp;&nbsp;&nbsp; 809901 |
| Sumitomo Mitsui Financial Group, Inc., 2.13%, 7/08/2030  | 5402000 | &nbsp;&nbsp;&nbsp; 4857904 |
|  |  | &nbsp;&nbsp;&nbsp; $49795980 |
| Pharmaceuticals & Biotechnology – 0.3% | Pharmaceuticals & Biotechnology – 0.3% | Pharmaceuticals & Biotechnology – 0.3% |
| Genmab A.S., 6.25%, 12/15/2032 (n)  | $3666000 | &nbsp;&nbsp;&nbsp; $3758501 |
| Real Estate - Retail – 0.3% | Real Estate - Retail – 0.3% | Real Estate - Retail – 0.3% |
| Brixmor Operating Partnership LP, 5.75%, 2/15/2035  | $4895000 | &nbsp;&nbsp;&nbsp; $5027449 |
| Real Estate - Storage & Office – 0.7% | Real Estate - Storage & Office – 0.7% | Real Estate - Storage & Office – 0.7% |
| Boston Properties LP, REIT, 2.55%, 4/01/2032  | $7238000 | &nbsp;&nbsp;&nbsp; $6211074 |
| Boston Properties LP, REIT, 6.5%, 1/15/2034  | 1899000 | &nbsp;&nbsp;&nbsp; 1988033 |
| Boston Properties LP, REIT, 5.75%, 1/15/2035  | 2601000 | &nbsp;&nbsp;&nbsp; 2586721 |
|  |  | &nbsp;&nbsp;&nbsp; $10785828 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Refining – 0.2% | Refining – 0.2% | Refining – 0.2% |
| Marathon Petroleum Corp., 5.85%, 12/15/2045  | $2507000 | &nbsp;&nbsp;&nbsp; $2411635 |
| Restaurants – 0.2% | Restaurants – 0.2% | Restaurants – 0.2% |
| 1011778 B.C. ULC/New Red Finance, Inc., 6.125%, 6/15/2029 (n)  | $2656000 | &nbsp;&nbsp;&nbsp; $2698934 |
| Retail & E-commerce – 0.9% | Retail & E-commerce – 0.9% | Retail & E-commerce – 0.9% |
| Beach Acquisition Bidco LLC, 10% (10% Cash or 10.75% PIK), 7/15/2033 (n)(p) | $4245000 | &nbsp;&nbsp;&nbsp; $4520999 |
| DICK'S Sporting Goods, 3.15%, 1/15/2032  | 3801000 | &nbsp;&nbsp;&nbsp; 3454830 |
| Penske Automotive Group Co., 3.75%, 6/15/2029  | 5509000 | &nbsp;&nbsp;&nbsp; 5241523 |
|  |  | &nbsp;&nbsp;&nbsp; $13217352 |
| Semiconductor & Electronic Components – 0.2% | Semiconductor & Electronic Components – 0.2% | Semiconductor & Electronic Components – 0.2% |
| Broadcom, Inc., 3.137%, 11/15/2035 (n) | $1710000 | &nbsp;&nbsp;&nbsp; $1452792 |
| Broadcom, Inc., 4.926%, 5/15/2037 (n) | 1637000 | &nbsp;&nbsp;&nbsp; 1587764 |
|  |  | &nbsp;&nbsp;&nbsp; $3040556 |
| Software – 1.3% | Software – 1.3% | Software – 1.3% |
| Dell International LLC/EMC Corp., 5.3%, 10/01/2029  | $6901000 | &nbsp;&nbsp;&nbsp; $7042724 |
| Oracle Corp., 5.2%, 9/26/2035  | 1994000 | &nbsp;&nbsp;&nbsp; 1870362 |
| Oracle Corp., 5.7%, 2/04/2036  | 2027000 | &nbsp;&nbsp;&nbsp; 1948937 |
| Oracle Corp., 5.95%, 9/26/2055  | 1472000 | &nbsp;&nbsp;&nbsp; 1238350 |
| Salesforce, Inc., 5.2%, 3/15/2033  | 2988000 | &nbsp;&nbsp;&nbsp; 2982897 |
| Salesforce, Inc., 5.55%, 3/15/2036  | 2988000 | &nbsp;&nbsp;&nbsp; 2978706 |
| Salesforce, Inc., 6.4%, 3/15/2046  | 1494000 | &nbsp;&nbsp;&nbsp; 1504343 |
|  |  | &nbsp;&nbsp;&nbsp; $19566319 |
| Telecommunications - Wireless – 1.2% | Telecommunications - Wireless – 1.2% | Telecommunications - Wireless – 1.2% |
| Rogers Communications, Inc., 4.5%, 3/15/2042  | $6129000 | &nbsp;&nbsp;&nbsp; $5168501 |
| Rogers Communications, Inc., 4.55%, 3/15/2052  | 6129000 | &nbsp;&nbsp;&nbsp; 4840929 |
| SBA Communications Corp., 3.125%, 2/01/2029  | 4025000 | &nbsp;&nbsp;&nbsp; 3813973 |
| T-Mobile USA, Inc., 2.55%, 2/15/2031  | 1939000 | &nbsp;&nbsp;&nbsp; 1761994 |
| T-Mobile USA, Inc., 4.375%, 4/15/2040  | 635000 | &nbsp;&nbsp;&nbsp; 558172 |
| Vodafone Group PLC, 5.625%, 2/10/2053  | 1337000 | &nbsp;&nbsp;&nbsp; 1248530 |
|  |  | &nbsp;&nbsp;&nbsp; $17392099 |
| Tobacco – 1.2% | Tobacco – 1.2% | Tobacco – 1.2% |
| B.A.T. Capital Corp., 4.742%, 3/16/2032  | $5611000 | &nbsp;&nbsp;&nbsp; $5591929 |
| B.A.T. International Finance PLC, 4.448%, 3/16/2028  | 4936000 | &nbsp;&nbsp;&nbsp; 4937971 |
| Philip Morris International, Inc., 5.125%, 11/17/2027  | 2140000 | &nbsp;&nbsp;&nbsp; 2168695 |
| Philip Morris International, Inc., 5.625%, 11/17/2029  | 922000 | &nbsp;&nbsp;&nbsp; 958304 |
| Philip Morris International, Inc., 5.125%, 2/15/2030  | 3757000 | &nbsp;&nbsp;&nbsp; 3833422 |
|  |  | &nbsp;&nbsp;&nbsp; $17490321 |
| Transportation & Logistics – 0.7% | Transportation & Logistics – 0.7% | Transportation & Logistics – 0.7% |
| ERAC USA Finance LLC, 7%, 10/15/2037 (n) | $1983000 | &nbsp;&nbsp;&nbsp; $2254517 |
| Toll Road Investors Partnership II LP, Capital Appreciation, "B", NPFG, 0%, 2/15/2043 (n) | 2612079 | &nbsp;&nbsp;&nbsp; 897902 |
| Toll Road Investors Partnership II LP, Capital Appreciation, NPFG, 0%, 2/15/2029 (n) | 6221000 | &nbsp;&nbsp;&nbsp; 5199800 |
| Toll Road Investors Partnership II LP, Capital Appreciation, NPFG, 0%, 2/15/2031 (n) | 2145000 | &nbsp;&nbsp;&nbsp; 1520451 |
|  |  | &nbsp;&nbsp;&nbsp; $9872670 |
| Travel, Gaming, & Lodging – 0.5% | Travel, Gaming, & Lodging – 0.5% | Travel, Gaming, & Lodging – 0.5% |
| Hilton Domestic Operating Co., Inc., 5.875%, 3/15/2033 (n) | $3765000 | &nbsp;&nbsp;&nbsp; $3787985 |
| Marriott International, Inc., 3.5%, 10/15/2032  | 3330000 | &nbsp;&nbsp;&nbsp; 3062420 |
|  |  | &nbsp;&nbsp;&nbsp; $6850405 |
| U.S. Government Agencies and Equivalents – 0.5% | U.S. Government Agencies and Equivalents – 0.5% | U.S. Government Agencies and Equivalents – 0.5% |
| Small Business Administration, 4.43%, 5/01/2029  | $34757 | &nbsp;&nbsp;&nbsp; $34560 |
| Small Business Administration, 3.21%, 9/01/2030  | 628992 | &nbsp;&nbsp;&nbsp; 608998 |
| Small Business Administration, 3.25%, 11/01/2030  | 71772 | &nbsp;&nbsp;&nbsp; 70051 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| U.S. Government Agencies and Equivalents – continued | U.S. Government Agencies and Equivalents – continued | U.S. Government Agencies and Equivalents – continued |
| Small Business Administration, 2.85%, 9/01/2031  | $152232 | &nbsp;&nbsp;&nbsp; $144791 |
| Small Business Administration, 2.37%, 8/01/2032  | 116191 | &nbsp;&nbsp;&nbsp; 109863 |
| Small Business Administration, 2.13%, 1/01/2033  | 565357 | &nbsp;&nbsp;&nbsp; 531072 |
| Small Business Administration, 2.21%, 2/01/2033  | 136977 | &nbsp;&nbsp;&nbsp; 128374 |
| Small Business Administration, 2.22%, 3/01/2033  | 473992 | &nbsp;&nbsp;&nbsp; 442890 |
| Small Business Administration, 2.08%, 4/01/2033  | 967329 | &nbsp;&nbsp;&nbsp; 908432 |
| Small Business Administration, 2.45%, 6/01/2033  | 941237 | &nbsp;&nbsp;&nbsp; 889497 |
| Small Business Administration, 3.15%, 7/01/2033  | 1182631 | &nbsp;&nbsp;&nbsp; 1135522 |
| Small Business Administration, 3.16%, 8/01/2033  | 1308771 | &nbsp;&nbsp;&nbsp; 1255631 |
| Small Business Administration, 3.62%, 9/01/2033  | 971250 | &nbsp;&nbsp;&nbsp; 948816 |
|  |  | &nbsp;&nbsp;&nbsp; $7208497 |
| U.S. Treasury Obligations – 22.4% | U.S. Treasury Obligations – 22.4% | U.S. Treasury Obligations – 22.4% |
| U.S. Treasury Bonds, 1.375%, 11/15/2040 (f) | $30300000 | &nbsp;&nbsp;&nbsp; $19517461 |
| U.S. Treasury Bonds, 1.75%, 8/15/2041  | 9700000 | &nbsp;&nbsp;&nbsp; 6484980 |
| U.S. Treasury Bonds, 2.375%, 2/15/2042  | 12900000 | &nbsp;&nbsp;&nbsp; 9400371 |
| U.S. Treasury Bonds, 4%, 11/15/2042  | 17580000 | &nbsp;&nbsp;&nbsp; 15907840 |
| U.S. Treasury Bonds, 4.375%, 8/15/2043  | 9600000 | &nbsp;&nbsp;&nbsp; 9061125 |
| U.S. Treasury Bonds, 4.75%, 11/15/2043  | 30400000 | &nbsp;&nbsp;&nbsp; 30034250 |
| U.S. Treasury Bonds, 4.5%, 2/15/2044  | 35900000 | &nbsp;&nbsp;&nbsp; 34330777 |
| U.S. Treasury Bonds, 4.875%, 8/15/2045  | 5600000 | &nbsp;&nbsp;&nbsp; 5581625 |
| U.S. Treasury Bonds, 4.25%, 2/15/2054  | 14500000 | &nbsp;&nbsp;&nbsp; 12988828 |
| U.S. Treasury Bonds, 4.5%, 11/15/2054  | 13900000 | &nbsp;&nbsp;&nbsp; 12985641 |
| U.S. Treasury Notes, 2.5%, 3/31/2027  | 17600000 | &nbsp;&nbsp;&nbsp; 17393200 |
| U.S. Treasury Notes, 3.375%, 12/31/2027  | 9600000 | &nbsp;&nbsp;&nbsp; 9526125 |
| U.S. Treasury Notes, 3.875%, 12/31/2027  | 11000000 | &nbsp;&nbsp;&nbsp; 11007734 |
| U.S. Treasury Notes, 4.125%, 7/31/2028  | 70400000 | &nbsp;&nbsp;&nbsp; 70884000 |
| U.S. Treasury Notes, 4.25%, 6/30/2029  | 11500000 | &nbsp;&nbsp;&nbsp; 11639258 |
| U.S. Treasury Notes, 4%, 3/31/2030  | 20000000 | &nbsp;&nbsp;&nbsp; 20071875 |
| U.S. Treasury Notes, 3.625%, 8/31/2030  | 4500000 | &nbsp;&nbsp;&nbsp; 4444805 |
| U.S. Treasury Notes, 4.25%, 11/15/2034  | 12750000 | &nbsp;&nbsp;&nbsp; 12746514 |
| U.S. Treasury Notes, 4%, 11/15/2035  | 15000000 | &nbsp;&nbsp;&nbsp; 14632031 |
|  |  | &nbsp;&nbsp;&nbsp; $328638440 |
| Utilities – 1.5% | Utilities – 1.5% | Utilities – 1.5% |
| American Electric Power Co., Inc., 5.95%, 11/01/2032  | $2985000 | &nbsp;&nbsp;&nbsp; $3151105 |
| Constellation Energy Generation LLC, 3.75%, 3/01/2031 (n) | 3680000 | &nbsp;&nbsp;&nbsp; 3511215 |
| Enel Finance International N.V., 7.5%, 10/14/2032 (n) | 746000 | &nbsp;&nbsp;&nbsp; 839979 |
| Jersey Central Power & Light Co., 2.75%, 3/01/2032 (n) | 5303000 | &nbsp;&nbsp;&nbsp; 4763847 |
| Pacific Gas & Electric Co., 3%, 6/15/2028  | 2630000 | &nbsp;&nbsp;&nbsp; 2544492 |
| Pacific Gas & Electric Co., 3.3%, 8/01/2040  | 8840000 | &nbsp;&nbsp;&nbsp; 6611103 |
|  |  | &nbsp;&nbsp;&nbsp; $21421741 |
| Utilities - Gas – 0.0% | Utilities - Gas – 0.0% | Utilities - Gas – 0.0% |
| APA Infrastructure Ltd., 5.125%, 9/16/2034 (n)  | $391000 | &nbsp;&nbsp;&nbsp; $387636 |
| **Total Bonds**  |  | &nbsp;&nbsp; **$1448358735** |
| Mutual Funds (h) – 0.2%  | Mutual Funds (h) – 0.2%  | Mutual Funds (h) – 0.2%  |
| Money Market Funds – 0.2% | Money Market Funds – 0.2% |  |
| MFS Institutional Money Market Portfolio, 3.71% (v)  | 2650732 | &nbsp;&nbsp;&nbsp; $2650732 |
| Other Assets, Less Liabilities – 1.2% |  | &nbsp;&nbsp;&nbsp; 17646587 |
| **Net Assets – 100.0%** | **Net Assets – 100.0%** | &nbsp;&nbsp; **$1468656054** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(d) In default.

&nbsp;&nbsp;&nbsp;&nbsp;(f) All or a portion of the security has been segregated as collateral for open futures
 contracts.

------

*Portfolio of Investments (unaudited) – continued*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(h) An affiliated issuer, which may be considered one in which the fund owns 5% or more
 of the outstanding voting securities, or a company which is under common control. At period end, the aggregate values of the fund's investments in affiliated
 issuers and in unaffiliated issuers were $2,650,732 and $1,448,358,735, respectively.

&nbsp;&nbsp;&nbsp;&nbsp;(i) Interest only security for which the fund receives interest on notional principal
 (Par amount). Par amount shown is the notional principal and does not reflect the cost of the security.

&nbsp;&nbsp;&nbsp;&nbsp;(n) Securities exempt from registration under Rule 144A of the Securities Act of 1933.
 These securities may be sold in the ordinary course of business in transactions exempt from registration, normally to qualified institutional buyers.
 At period end, the aggregate value of these securities was $437,324,738, representing 29.8% of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;(p) Payment-in-kind (PIK) security for which interest income may be received in additional
 securities and/or cash.

&nbsp;&nbsp;&nbsp;&nbsp;(q) Interest received was less than stated coupon rate.

&nbsp;&nbsp;&nbsp;&nbsp;(v) Affiliated issuer that is available only to investment companies managed by MFS. The
 rate quoted for the MFS Institutional Money Market Portfolio is the annualized seven-day yield of the fund at period end.

&nbsp;&nbsp;&nbsp;&nbsp;(w) When-issued security.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| The following abbreviations are used in this report and are defined: | The following abbreviations are used in this report and are defined: |
| AAC | Ambac Assurance Corp. |
| AGM | Assured Guaranty Municipal |
| CDO | Collateralized Debt Obligation |
| CLO | Collateralized Loan Obligation |
| CMT | Constant Maturity Treasury  |
| FGIC | Financial Guaranty Insurance Co. |
| FLR | Floating Rate. Interest rate resets periodically based on the parenthetically disclosed reference rate plus a spread (if any). The period-end rate <br> reported may not be the current rate. All reference rates are USD unless otherwise noted.<br>|
| LIBOR | London Interbank Offered Rate |
| NPFG | National Public Finance Guarantee Corp. |
| REIT | Real Estate Investment Trust |
| SOFR | Secured Overnight Financing Rate |
| UMBS | Uniform Mortgage-Backed Security |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Derivative Contracts at 3/31/26** | **Derivative Contracts at 3/31/26** | **Derivative Contracts at 3/31/26** | **Derivative Contracts at 3/31/26** | **Derivative Contracts at 3/31/26** | **Derivative Contracts at 3/31/26** | **Derivative Contracts at 3/31/26** |
| **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  |
| **Description** | **Long/** <br>**Short**<br>| **Currency** | **Contracts** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| &nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Value/Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  |  |  |
| U.S. Treasury Note 2 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 247 | $51238992 | June – 2026 | &nbsp;&nbsp; $(390678)<br>|
| U.S. Treasury Note 5 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 739 | 79944789 | June – 2026 | &nbsp;&nbsp; (989866)<br>|
| U.S. Treasury Ultra Bond 30 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 655 | 76348438 | June – 2026 | &nbsp;&nbsp; (2167079)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(3547623)<br>|

---

At March 31, 2026, the fund had liquid securities collateral with an aggregate value of $5,108,104 to cover any collateral or margin obligations for certain derivative contracts.

See attached supplemental information. For more information see notes to financial statements as disclosed in the most recent semiannual or annual report.

------

**Supplemental Information**

3/31/26 (unaudited)

The fund is an investment company and accordingly follows the investment company accounting and reporting guidance of the Financial

Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 Financial Services - Investment Companies.

**(1) Investment Valuations**

Subject to its oversight, the fund's Board of Trustees has delegated primary responsibility for determining or causing to be determined the value of the fund's investments to MFS as the fund's adviser, pursuant to the fund's valuation policy and procedures which have been adopted by the adviser and approved by the Board. In accordance with Rule 2a-5 under the Investment Company Act of 1940, the Board of Trustees designated the adviser as the "valuation designee" of the fund. If the adviser, as valuation designee, determines that reliable market quotations are not readily available for an investment, the investment is valued at fair value as determined in good faith by the adviser in accordance with the adviser's fair valuation policy and procedures.

Under the fund's valuation policy and procedures, debt instruments and floating rate loans, including restricted debt instruments, are

generally valued at an evaluated or composite bid as provided by a third-party pricing service. Short-term instruments with a maturity at

issuance of 60 days or less may be valued at amortized cost, which approximates market value. Futures contracts are generally valued at last posted settlement price on their primary exchange as provided by a third-party pricing service. Futures contracts for which there were no trades that day for a particular position are generally valued at the closing bid quotation on their primary exchange as provided by a

third-party pricing service. Open-end investment companies are generally valued at net asset value per share. The values of foreign securities and other assets and liabilities expressed in foreign currencies are converted to U.S. dollars using the mean of bid and asked prices for rates provided by a third-party pricing service.

Under the fund's valuation policy and procedures, market quotations are not considered to be readily available for debt instruments, floating rate loans, and many types of derivatives. These investments are generally valued at fair value based on information from third-party pricing services or otherwise determined by the adviser in accordance with the adviser's fair valuation policy and procedures. Securities and other assets generally valued on the basis of information from a third-party pricing service may also be valued at a broker/dealer bid quotation. In determining values, third-party pricing services can utilize both transaction data and market information such as yield, quality, coupon rate, maturity, type of issue, trading characteristics, spreads and other market data. Pricing services generally value debt instruments assuming orderly transactions of institutional round lot sizes, but a fund may hold or transact in such securities in smaller, odd lot sizes. In instances where a fund holds an odd lot size position in a debt instrument, such position will typically be valued using the pricing agent's institutional round lot price for the debt instrument. Odd lots may trade at lower prices than institutional round lots, and the fund may receive different prices when it sells odd lot positions than it would receive for sales of institutional round lot positions. An investment may also be valued at fair value if the adviser determines that the investment's value has been materially affected by events occurring after the close of the exchange or market on which the investment is principally traded (such as foreign exchange or market) and prior to the determination of the fund's net asset value, or after the halt of trading of a specific security where trading does not resume prior to the close of the exchange or market on which the security is principally traded. The adviser generally relies on third-party pricing services or other information (such as the correlation with price movements of similar securities in the same or other markets; the type, cost and investment characteristics of the security; the business and financial condition of the issuer; and trading and other market data) to assist in determining whether to fair value and at what value to fair value an investment. The value of an investment for purposes of calculating the fund's net asset value can differ depending on the source and method used to determine value. When fair valuation is used, the value of an investment used to determine the fund's net asset value may differ from quoted or published prices for the same investment. There can be no assurance that the fund could obtain the fair value assigned to an investment if it were to sell the investment at the same time at which the fund determines its net

asset value per share.

Various inputs are used in determining the value of the fund's assets or liabilities. These inputs are categorized into three broad levels. In certain cases, the inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, an investment's level within the fair value hierarchy is based on the lowest level of input that is significant to the fair value measurement. The fund's assessment of the significance of a particular input to the fair value measurement in its entirety requires judgment, and considers factors specific to the investment. Level 1 includes unadjusted quoted prices in active markets for identical assets or liabilities. Level 2 includes other significant observable market-based inputs (including quoted prices for similar securities, interest rates, prepayment speed, and credit risk).

------

*Supplemental Information (unaudited) – continued*

Level 3 includes significant unobservable inputs, which may include the adviser's own assumptions in determining the fair value of investments. Other financial instruments are derivative instruments, such as futures contracts. The following is a summary of the levels used as of March 31, 2026 in valuing the fund's assets and liabilities:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Financial Instruments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| U.S. Treasury Bonds & U.S. Government Agencies & Equivalents | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $335846937 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $335846937 |
| Non - U.S. Sovereign Debt | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1822864 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1822864 |
| Municipal Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 26167003 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 26167003 |
| U.S. Corporate Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 400853546 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 400853546 |
| Residential Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 279998194 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 279998194 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 81817213 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 81817213 |
| Asset-Backed Securities (including CDOs) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 197464258 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 197464258 |
| Foreign Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 124388720 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 124388720 |
| Investment Companies | &nbsp;&nbsp;&nbsp; 2650732 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2650732 |
| Total | &nbsp;&nbsp;&nbsp; $2650732 | &nbsp;&nbsp;&nbsp; $1448358735 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $1451009467 |
| **Other Financial Instruments** |  |  |  |  |
| Futures Contracts – Liabilities | &nbsp;&nbsp;&nbsp; $(3547623)<br>| &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $(3547623)<br>|

---

For further information regarding security characteristics, see the Portfolio of Investments.

**(2) Investments in Affiliated Issuers**

An affiliated issuer may be considered one in which the fund owns 5% or more of the outstanding voting securities, or a company which is under common control. The following were affiliated issuers for the period ended March 31, 2026:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Affiliated Issuers** | **Beginning** <br>**Value**<br>| **Purchases** | **Sales** <br>**Proceeds**<br>| **Realized** <br>**Gain** <br>**(Loss)**<br>| **Change in** <br>**Unrealized** <br>**Appreciation or** <br>**Depreciation**<br>| **Ending** <br>**Value**<br>|
| MFS Institutional Money Market Portfolio  | &nbsp;&nbsp; $23170090 | &nbsp;&nbsp; $82537060 | &nbsp;&nbsp; $103053432 | &nbsp;&nbsp; $109 | &nbsp;&nbsp; $(3095)<br>| &nbsp;&nbsp; $2650732<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Affiliated Issuers** | **Dividend** <br>**Income**<br>| **Capital Gain** <br>**Distributions**<br>|
| MFS Institutional Money Market Portfolio  | &nbsp;&nbsp; $153249 | &nbsp;&nbsp; $— |

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MFS VARIABLE INSURANCE TRUST

- **b. Investment Company Act file number:** 811-08326

- **c. CIK number of Registrant:** 0000918571

- **d. LEI of Registrant:** 4GB90YGNINHU70MFQX13

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

  - **Street Address 1:** 111 HUNTINGTON AVENUE

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

  - **Telephone number:** 617-954-5000

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

- **a. Name of Series:** MFS Total Return Bond Series

- **b. EDGAR series identifier (if any):** S000002666

- **c. LEI of Series:** OBXD0C7FWK5N6XF1PG71

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

- **a. Date of fiscal year-end:** 2026-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1483307022.79

**Total Liabilities:** $14607552.46

**Net Assets:** $1468699470.33

**Delayed Delivery Securities:** $9687129.30

**Cash Not Reported:** $3808348.44

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2405.40000000 | **1-Year:** -41990.16000000 | **5-Year:** -125084.37000000 | **10-Year:** -97367.65000000 | **30-Year:** -32281.57000000

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

- **3-Month:** -478.80000000 | **1-Year:** -14914.46000000 | **5-Year:** -24459.44000000 | **10-Year:** -7578.07000000 | **30-Year:** -1188.45000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007302 | 0.34%                | 1.61%                | -1.83%               |
| Class ID C000007303 | 0.26%                | 1.64%                | -1.87%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1438474.23             | $1305102.69                                |
| Month 2  | $-811681.94              | $16019720.62                               |
| Month 3  | $-588987.80              | $-26777971.42                              |

**Designated Index Information**

- **Index Name:** BBG Barc US Aggregate Index

- **Index Identifier:** LBSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACREC LLC                                              | Acrec 2025 Fl 3 LLC                                                 | CUSIP: 00112HAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3857000 | PA      | $3846643.96   | 0.26%             | 2042-08-18      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                 | APA Infrastructure Ltd                                              | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    391000 | PA      | $387635.56    | 0.03%             | 2034-09-16      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| AREIT CRE Trust                                        | AREIT 2025-CRE10 Ltd                                                | CUSIP: 00193DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4001064 | PA      | $3991066.94   | 0.27%             | 2030-01-17      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| ACORE Issuer, LLC                                      | Acore 2026-FL1 Issuer LLC                                           | CUSIP: 00485EAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2632000 | PA      | $2635345.80   | 0.18%             | 2043-08-20      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ACORE Issuer, LLC                                      | Acore 2026-FL1 Issuer LLC                                           | CUSIP: 00485EAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2275000 | PA      | $2273448.68   | 0.15%             | 2043-08-20      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd.                                    | ACREC 2021-FL1 Ltd                                                  | CUSIP: 00500RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2546000 | PA      | $2547482.03   | 0.17%             | 2036-10-16      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd.                                    | ACREC 2021-FL1 Ltd                                                  | CUSIP: 00500RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3070500 | PA      | $3066009.39   | 0.21%             | 2036-10-16      | Floating      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Acres PLC                                              | ACRES Commercial Realty 2026-FL4 Issuer LLC                         | CUSIP: 00501XAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3752500 | PA      | $3762449.38   | 0.26%             | 2044-08-18      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2329000 | PA      | $2241859.23   | 0.15%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1334000 | PA      | $1211573.16   | 0.08%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                                 | Adventist Health System/West                                        | CUSIP: 007944AH4<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |   4476000 | PA      | $4545416.14   | 0.31%             | 2032-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                             | Affirm Asset Securitization Trust 2025-X1                           | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107328 | PA      | $107391.24    | 0.01%             | 2030-04-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                     | Alcon Finance Corp                                                  | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    593000 | PA      | $588227.92    | 0.04%             | 2026-09-23      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                     | Alcon Finance Corp                                                  | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   1096000 | PA      | $1013718.97   | 0.07%             | 2030-05-27      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                     | Alcon Finance Corp                                                  | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1349443.95   | 0.09%             | 2032-12-06      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust 2025-4                 | CUSIP: 024948AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4790407 | PA      | $4794420.92   | 0.33%             | 2029-05-14      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                | American Electric Power Co Inc                                      | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $3151104.56   | 0.21%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust 2024-9                                     | CUSIP: 03466JAA7<br>LEI: 254900O3R79X1AD55F36 | Long             | ABS-MBS          | CORP              | US        |   2092338 | PA      | $2089881.35   | 0.14%             | 2069-09-25      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                 | Anglo American Capital PLC                                          | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   2927000 | PA      | $2677290.17   | 0.18%             | 2031-03-17      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                 | Anglo American Capital PLC                                          | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   3434000 | PA      | $3364680.21   | 0.23%             | 2029-03-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                 | Anglo American Capital PLC                                          | CUSIP: 034863BC3<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   4511000 | PA      | $3690236.63   | 0.25%             | 2052-03-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust 2024-12                                    | CUSIP: 034932AA1<br>LEI: 254900S8TF74AZOT0548 | Long             | ABS-MBS          | CORP              | US        |   3426627 | PA      | $3441858.88   | 0.23%             | 2069-10-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust 2024-10                                    | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |   3940320 | PA      | $3943041.67   | 0.27%             | 2069-10-25      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust 2025-10                                    | CUSIP: 034940AA4<br>LEI: 254900CFOEUA52TRVZ51 | Long             | ABS-MBS          | CORP              | US        |   1253836 | PA      | $1247330.90   | 0.08%             | 2070-09-25      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd        | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd              | CUSIP: 03880RAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3443500 | PA      | $3444575.75   | 0.23%             | 2036-11-15      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd        | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd              | CUSIP: 03880XAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9290000 | PA      | $9289928.37   | 0.63%             | 2037-01-15      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes              | Arbor Realty Commercial Real Estate Notes 2026-FL1 LLC              | CUSIP: 03881XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    438533 | PA      | $438802.52    | 0.03%             | 2043-09-20      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes              | Arbor Realty Commercial Real Estate Notes 2026-FL1 LLC              | CUSIP: 03881XAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2259339 | PA      | $2259338.32   | 0.15%             | 2043-09-20      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                          | ARDN 2025-ARCP Mortgage Trust                                       | CUSIP: 039961AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5153000 | PA      | $5132065.94   | 0.35%             | 2035-06-15      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| AREIT CRE Trust                                        | AREIT 2022-CRE6 Trust                                               | CUSIP: 04002VAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1126000 | PA      | $1121417.39   | 0.08%             | 2037-01-20      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| AREIT CRE Trust                                        | AREIT 2022-CRE6 Trust                                               | CUSIP: 04002VAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2322000 | PA      | $2302612.00   | 0.16%             | 2037-01-20      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| AREIT CRE Trust                                        | AREIT 2022-CRE6 Trust                                               | CUSIP: 04002VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    987000 | PA      | $971343.22    | 0.07%             | 2037-01-20      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                  | ARI Fleet Lease Trust 2023-B                                        | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    188937 | PA      | $189906.02    | 0.01%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                  | Arrow Electronics Inc                                               | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   4838000 | PA      | $4274644.22   | 0.29%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                    | Ashtead Capital Inc                                                 | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   4843000 | PA      | $4890241.29   | 0.33%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                    | Ashtead Capital Inc                                                 | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1161000 | PA      | $1183629.09   | 0.08%             | 2034-04-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                 | Asurion LLC/ Asurion Co-Issuer Inc                                  | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |   4245000 | PA      | $4403966.72   | 0.30%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                         | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1779000 | PA      | $1778898.31   | 0.12%             | 2026-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                         | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    497000 | PA      | $479290.77    | 0.03%             | 2028-02-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | Barclays Commercial Mortgage Trust 2019-C5                          | CUSIP: 05492JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2755000 | PA      | $2612722.43   | 0.18%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                       | BAT Capital Corp                                                    | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   5611000 | PA      | $5591928.94   | 0.38%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                   | BAT International Finance PLC                                       | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   4936000 | PA      | $4937971.19   | 0.34%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                | BDS 2024-FL13 LLC                                                   | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1224500 | PA      | $1225197.97   | 0.08%             | 2039-09-19      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BDS Ltd                                                | BDS 2025-FL16 LLC                                                   | CUSIP: 05556XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1629528 | PA      | $1630020.12   | 0.11%             | 2043-06-19      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| BXMT Ltd                                               | BXMT 2021-FL4 Ltd                                                   | CUSIP: 05609GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4573375 | PA      | $4570987.62   | 0.31%             | 2038-05-15      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                       | Bain Capital Credit CLO 2021-6 Ltd                                  | CUSIP: 05684PAS5<br>LEI: 254900YXN9JEMKU5DF45 | Long             | ABS-CBDO         | CORP              | KY        |   2673048 | PA      | $2652222.28   | 0.18%             | 2034-10-21      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                                | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3924000 | PA      | $3927355.02   | 0.27%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                                | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4007000 | PA      | $3703754.53   | 0.25%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                                | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10928000 | PA      | $9722849.23   | 0.66%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Bank5                                                  | BANK5 2025-5YR17                                                    | CUSIP: 06211GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3352568 | PA      | $3419105.08   | 0.23%             | 2058-11-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Bank                                                   | BANK 2023-BNK46                                                     | CUSIP: 06541DBH6<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   4656029 | PA      | $4843489.57   | 0.33%             | 2056-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank                                                   | BANK 2023-BNK46                                                     | CUSIP: 06541DBN3<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   2699147 | PA      | $2837370.59   | 0.19%             | 2056-08-15      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Bank5                                                  | BANK5 2026-5YR20                                                    | CUSIP: 06650JAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    792264 | PA      | $803726.71    | 0.05%             | 2059-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                        | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3191000 | PA      | $3210412.19   | 0.22%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                        | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3776000 | PA      | $3373749.10   | 0.23%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                | BDS 2025-FL14 LLC                                                   | CUSIP: 072921AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2443148 | PA      | $2442674.03   | 0.17%             | 2042-10-17      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Bayview Financial Revolving Mortgage Loan Trust        | Bayview Financial Revolving Asset Trust 2005-E                      | CUSIP: 073250BW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10318 | PA      | $25403.37     | 0.00%             | 2040-12-28      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                         | Bayview Commercial Asset Trust 2006-4                               | CUSIP: 07325BAA6<br>LEI: 5493003DOWFR7J1QCW02 | Long             | ABS-MBS          | CORP              | US        |     39944 | PA      | $3.99         | 0.00%             | 2036-12-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                | Beach Acquisition Bidco LLC                                         | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |   4245000 | PA      | $4520998.48   | 0.31%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2023-V3 Mortgage Trust                                    | CUSIP: 08163VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    991415 | PA      | $1025433.32   | 0.07%             | 2056-07-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2025-V18 Mortgage Trust                                   | CUSIP: 08164EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2317597 | PA      | $2359984.23   | 0.16%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Berks County Municipal Authority/The                   | BERKS CNTY PA MUNI AUTH                                             | CUSIP: 084538JJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4348000 | PA      | $3650040.34   | 0.25%             | 2039-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Berks County Municipal Authority/The                   | BERKS CNTY PA MUNI AUTH                                             | CUSIP: 084538JL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2286000 | PA      | $1270903.99   | 0.09%             | 2044-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                                  | Black Diamond Clo 2019-2 Ltd                                        | CUSIP: 09204GAK5<br>LEI: 254900MIPS4I29O2I690 | Long             | ABS-CBDO         | CORP              | KY        |   4661659 | PA      | $4665113.29   | 0.32%             | 2032-07-23      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                                  | Black Diamond CLO 2021-1 Ltd                                        | CUSIP: 09204WAH7<br>LEI: 549300IEWA7GZ3ECTT90 | Long             | ABS-CBDO         | CORP              | KY        |   5375000 | PA      | $5376359.88   | 0.37%             | 2034-11-22      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                       | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1597507.55   | 0.11%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                       | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1704000 | PA      | $1732524.96   | 0.12%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                          | Boeing Co/The                                                       | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4067000 | PA      | $4430356.35   | 0.30%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                     | Boston Gas Co                                                       | CUSIP: 100743AK9<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |   9122000 | PA      | $8975265.06   | 0.61%             | 2027-08-01      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                   | Boston Properties LP                                                | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   7238000 | PA      | $6211074.66   | 0.42%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                   | Boston Properties LP                                                | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1899000 | PA      | $1988032.96   | 0.14%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                   | Boston Properties LP                                                | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   2601000 | PA      | $2586720.80   | 0.18%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRAZOS SECURITIZATN LLC                                | Brazos Securitization LLC                                           | CUSIP: 106230AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3427000 | PA      | $3229329.20   | 0.22%             | 2050-09-01      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| BRIDGE HOUSING CORP                                    | Bridge Housing Corp                                                 | CUSIP: 10806CAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3075000 | PA      | $3078964.63   | 0.21%             | 2035-07-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Village of Bridgeview IL                               | BRIDGEVIEW IL                                                       | CUSIP: 108555GG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8850000 | PA      | $8260336.89   | 0.56%             | 2036-12-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                 | Brixmor Operating Partnership LP                                    | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   4895000 | PA      | $5027448.76   | 0.34%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                        | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1452791.82   | 0.10%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                        | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1637000 | PA      | $1587764.21   | 0.11%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                               | Brsp 2026-Fl3 Ltd                                                   | CUSIP: 116686AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4989500 | PA      | $4993687.69   | 0.34%             | 2043-08-19      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities, LLC                           | Business Jet Securities 2024-1 LLC                                  | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    589084 | PA      | $596832.09    | 0.04%             | 2039-05-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities, LLC                           | Business Jet Securities 2024-1 LLC                                  | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83025 | PA      | $84940.77     | 0.01%             | 2039-05-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2025-BCAT                              | CUSIP: 12433HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1503549 | PA      | $1499792.14   | 0.10%             | 2042-08-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| BXMT Ltd                                               | BXMT 2020-FL2 LTD                                                   | CUSIP: 12434LAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1731000 | PA      | $1725684.10   | 0.12%             | 2038-02-15      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                 | CCO Holdings LLC / CCO Holdings Capital Corp                        | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6587000 | PA      | $6155410.54   | 0.42%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CBRE SERVICES INC                                      | CBRE Services Inc                                                   | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   2539000 | PA      | $2643117.03   | 0.18%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                  | Cantor Commercial Real Estate Lending 2019-CF2                      | CUSIP: 12528YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6645635 | PA      | $6264755.05   | 0.43%             | 2052-11-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| CIP Commercial Mortgage Trust 2025-SBAY                | CIP Commercial Mortgage Trust 2025-SBAY                             | CUSIP: 12576AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1779000 | PA      | $1777888.13   | 0.12%             | 2037-10-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                      | CNH Industrial NV                                                   | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |   1328000 | PA      | $1314455.53   | 0.09%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                               | Capital One Financial Corp                                          | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2378867.69   | 0.16%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                               | Capital One Financial Corp                                          | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3594000 | PA      | $3787580.46   | 0.26%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                               | Capital One Financial Corp                                          | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2981000 | PA      | $3080620.64   | 0.21%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                        | Carmax Select Receivables Trust 2025-B                              | CUSIP: 14320BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1798000 | PA      | $1797831.89   | 0.12%             | 2029-03-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                               | Cheniere Energy Partners LP                                         | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   4963000 | PA      | $5054062.96   | 0.34%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                               | Cheniere Corpus Christi Holdings LLC                                | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   1939000 | PA      | $1639619.52   | 0.11%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                              | Chesapeake Funding II LLC                                           | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    260452 | PA      | $260826.51    | 0.02%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2016-P6                         | CUSIP: 17291EAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1754000 | PA      | $1737424.17   | 0.12%             | 2049-12-10      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                       | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2392000 | PA      | $2408882.74   | 0.16%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2024-5 Mortgage Loan Trust                                     | CUSIP: 19685AAA7<br>LEI: 213800AWBXHFGYDU9Q16 | Long             | ABS-MBS          | CORP              | US        |   2410255 | PA      | $2406486.83   | 0.16%             | 2069-08-25      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Cent CLO LP                                            | Columbia Cent CLO 30 Ltd                                            | CUSIP: 19736WBL3<br>LEI: 549300EPPYTG18BLNK44 | Long             | ABS-CBDO         | CORP              | KY        |   2968411 | PA      | $2954337.76   | 0.20%             | 2034-01-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Cent CLO LP                                            | Columbia Cent CLO 31 Ltd                                            | CUSIP: 19737LAW3<br>LEI: 5493007YZPNOMQEILE23 | Long             | ABS-CBDO         | CORP              | KY        |   2457213 | PA      | $2438813.39   | 0.17%             | 2034-04-20      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                               | Constellation Energy Generation LLC                                 | CUSIP: 210385AL4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   3680000 | PA      | $3511215.51   | 0.24%             | 2031-03-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CONSUMERS 23 SECURE FUND                               | Consumers 2023 Securitization Funding LLC                           | CUSIP: 21071BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    632786 | PA      | $637749.00    | 0.04%             | 2028-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                               | Corebridge Financial Inc                                            | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   3293000 | PA      | $3088161.54   | 0.21%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                               | Corebridge Financial Inc                                            | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    442000 | PA      | $363248.43    | 0.02%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                               | Corebridge Financial Inc                                            | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1005643.08   | 0.07%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                               | Corebridge Financial Inc                                            | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2801000 | PA      | $2872927.44   | 0.20%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust 2023-3                            | CUSIP: 224936AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    287232 | PA      | $287864.27    | 0.02%             | 2033-08-15      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                   | Deephaven Residential Mortgage Trust 2024-1                         | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4704178 | PA      | $4740045.45   | 0.32%             | 2069-07-25      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                | Dell International LLC / EMC Corp                                   | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   6901000 | PA      | $7042724.04   | 0.48%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                       | Deutsche Bank AG/New York NY                                        | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   5055000 | PA      | $4986073.36   | 0.34%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                       | Deutsche Bank AG/New York NY                                        | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   5453000 | PA      | $5649555.29   | 0.38%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                  | Dick's Sporting Goods Inc                                           | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   3801000 | PA      | $3454830.42   | 0.24%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                               | Capital One Financial Corp                                          | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   7435000 | PA      | $8077745.86   | 0.55%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                | Dryden 86 CLO Ltd                                                   | CUSIP: 26245XBE6<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |   7408185 | PA      | $7360994.86   | 0.50%             | 2034-07-17      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Elm CLO Ltd                                            | ELM Trust 2024-ELM                                                  | CUSIP: 26860XAJ0<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |   1011934 | PA      | $1014108.04   | 0.07%             | 2039-06-10      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Elm CLO Ltd                                            | ELM Trust 2024-ELM                                                  | CUSIP: 26860XBC4<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    742347 | PA      | $743336.77    | 0.05%             | 2039-06-10      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| ENI SPA                                                | Eni SpA                                                             | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1487000 | PA      | $1523198.17   | 0.10%             | 2034-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                   | ERAC USA Finance LLC                                                | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1983000 | PA      | $2254517.26   | 0.15%             | 2037-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| EQT CORP                                               | EQT Corp                                                            | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    670000 | PA      | $661833.40    | 0.05%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                               | EQT Corp                                                            | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1294000 | PA      | $1301697.07   | 0.09%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                               | EQT Corp                                                            | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1506000 | PA      | $1404396.79   | 0.10%             | 2031-05-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| KINDER MORGAN INC                                      | Kinder Morgan Inc                                                   | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3841110.57   | 0.26%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                               | Electricite de France SA                                            | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1704000 | PA      | $1822864.50   | 0.12%             | 2053-05-23      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| EMPIRE DISTRICT BONDCO                                 | Empire District Bondco LLC                                          | CUSIP: 291918AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1329527 | PA      | $1347154.76   | 0.09%             | 2033-01-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                           | Enbridge Inc                                                        | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1601000 | PA      | $1658454.19   | 0.11%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                  | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $1285112.45   | 0.09%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                  | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3863000 | PA      | $4017529.19   | 0.27%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                  | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $1060582.65   | 0.07%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                   | ENEL Finance International NV                                       | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    746000 | PA      | $839979.44    | 0.06%             | 2032-10-14      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2025-4 LLC                               | CUSIP: 29373NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1769000 | PA      | $1766885.34   | 0.12%             | 2028-08-20      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2023-3 LLC                               | CUSIP: 29374LAB6<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    769127 | PA      | $776043.19    | 0.05%             | 2030-03-20      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2024-4 LLC                               | CUSIP: 29374MAB4<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    651233 | PA      | $652651.83    | 0.04%             | 2027-07-20      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2026-1 LLC                               | CUSIP: 29376JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3383000 | PA      | $3374331.74   | 0.23%             | 2028-10-20      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX INC                                            | Equinix Inc                                                         | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   4789000 | PA      | $4303983.25   | 0.29%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Escambia County Health Facilities Authority            | ESCAMBIA CNTY FL HLTH FACS AUTH                                     | CUSIP: 296110GG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1295000 | PA      | $1048741.51   | 0.07%             | 2040-08-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                               | Fortescue Treasury Pty Ltd                                          | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   2195000 | PA      | $2073933.68   | 0.14%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                 | Fairfax Financial Holdings Ltd                                      | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   5692000 | PA      | $5713384.16   | 0.39%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                 | Fairfax Financial Holdings Ltd                                      | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   1060000 | PA      | $986965.99    | 0.07%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                 | Fairfax Financial Holdings Ltd                                      | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   2374000 | PA      | $2435419.30   | 0.17%             | 2032-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3128KQ6Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13730 | PA      | $14252.28     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3128KYA33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7531 | PA      | $7887.93      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3128LXBH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    455781 | PA      | $461436.62    | 0.03%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3128LXJN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4242 | PA      | $4382.81      | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3128LXMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6636 | PA      | $6856.17      | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3128M4GZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11978 | PA      | $12124.52     | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3128M4V42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4021 | PA      | $4155.00      | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3128M4W66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7302 | PA      | $7515.04      | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3128M4XV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9979 | PA      | $10311.03     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3128M5M56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17217 | PA      | $17788.30     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3128M6JU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16715 | PA      | $16893.04     | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3128M6K49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6461 | PA      | $6707.35      | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3128M72C9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25180 | PA      | $26015.29     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3128M73V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35463 | PA      | $35847.16     | 0.00%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3128M7U38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6018 | PA      | $6076.67      | 0.00%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3128M7XB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30986 | PA      | $31354.54     | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3128M8RP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83681 | PA      | $84802.33     | 0.01%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3128M9BH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    257887 | PA      | $261394.54    | 0.02%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3128M9T51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    128269 | PA      | $124038.47    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3128MJBX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5012 | PA      | $5264.10      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1169366 | PA      | $1098481.64   | 0.07%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3128P8E23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119855 | PA      | $117657.92    | 0.01%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3128P8FJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    628426 | PA      | $592419.70    | 0.04%             | 2038-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 31292K2A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59547 | PA      | $58934.80     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 31292LLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    211736 | PA      | $200325.14    | 0.01%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 31292SBD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2342235 | PA      | $2207996.65   | 0.15%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 312934RV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36423 | PA      | $36856.52     | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 312940BC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19089 | PA      | $19187.35     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 312941LZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    257438 | PA      | $253856.84    | 0.02%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 312943ZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100005 | PA      | $96707.48     | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 31297C5V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       282 | PA      | $288.08       | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 31297CWY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8219 | PA      | $8295.39      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 31297HN70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1033 | PA      | $1054.57      | 0.00%             | 2035-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 31297TE33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2503 | PA      | $2532.73      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 31297UKW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7816 | PA      | $7906.88      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 31297VPS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21962 | PA      | $22222.19     | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3131XVRK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    173691 | PA      | $162378.51    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 31329NY69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    224143 | PA      | $201352.67    | 0.01%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 31329QWH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    143207 | PA      | $132834.44    | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3132A5GP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150639 | PA      | $135676.62    | 0.01%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3132A5H32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    167817 | PA      | $150555.99    | 0.01%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3132ACYL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144687 | PA      | $129070.90    | 0.01%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3132D6CT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99141 | PA      | $94715.08     | 0.01%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3132DM4D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20349 | PA      | $17919.25     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3132DNBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20572 | PA      | $17802.95     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3132DNXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    247019 | PA      | $209269.33    | 0.01%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3132DQDZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    589452 | PA      | $601876.49    | 0.04%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    810496 | PA      | $655997.29    | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5511022 | PA      | $4464153.12   | 0.30%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3132DWDE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31925 | PA      | $28109.24     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15016934 | PA      | $12146524.26  | 0.83%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76581 | PA      | $64699.20     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3132DWDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1002708 | PA      | $811045.96    | 0.06%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4336369 | PA      | $3668272.74   | 0.25%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58930 | PA      | $51878.41     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    780977 | PA      | $660658.73    | 0.04%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    293038 | PA      | $257971.13    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1316753 | PA      | $1276270.83   | 0.09%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2246857 | PA      | $2258534.57   | 0.15%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3132GETS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43309 | PA      | $42882.93     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3132GRL58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    252374 | PA      | $238694.36    | 0.02%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3132GVCM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    866158 | PA      | $818671.54    | 0.06%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3132HNK57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84039 | PA      | $76963.99     | 0.01%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3132J4MM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    441936 | PA      | $426225.74    | 0.03%             | 2037-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3132J7RK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52173 | PA      | $47863.59     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3132J93Z9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    261991 | PA      | $239744.77    | 0.02%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3132J9KC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    603407 | PA      | $552518.74    | 0.04%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3132L5AD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    548765 | PA      | $503086.45    | 0.03%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3132L6HF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    593926 | PA      | $572849.14    | 0.04%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3132WHJY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4260105 | PA      | $3860445.83   | 0.26%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3132WJEF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1673257 | PA      | $1566573.92   | 0.11%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 3132WJUV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    808643 | PA      | $756748.21    | 0.05%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                               | CUSIP: 31335ALX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1056033 | PA      | $1046417.24   | 0.07%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3133A2EK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    800537 | PA      | $717377.47    | 0.05%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3133A67D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    434590 | PA      | $388976.23    | 0.03%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3133B4H99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    790905 | PA      | $646251.96    | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3133BB3C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    346530 | PA      | $320919.67    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3133BHDT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    633238 | PA      | $628747.93    | 0.04%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3133BNAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41331 | PA      | $40965.30     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3133KME84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43034 | PA      | $36219.56     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3133KMSR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    282958 | PA      | $228903.80    | 0.02%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3133KMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119628 | PA      | $101365.52    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3133KMZB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1116091 | PA      | $957881.40    | 0.07%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3133KNEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1448776 | PA      | $1241433.45   | 0.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1901325 | PA      | $1649427.16   | 0.11%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 3133WDVC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1700893 | PA      | $1735966.08   | 0.12%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31368HMH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12707 | PA      | $12810.37     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31368HNR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307996 | PA      | $304812.67    | 0.02%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                   | CUSIP: 3136ABC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153956 | PA      | $9959.33      | 0.00%             | 2033-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                   | CUSIP: 3136AEXM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32462 | PA      | $1682.49      | 0.00%             | 2033-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                   | CUSIP: 3136AJEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151802 | PA      | $148187.85    | 0.01%             | 2043-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                   | CUSIP: 3136ARB31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154745 | PA      | $143939.35    | 0.01%             | 2046-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                   | CUSIP: 3136ASG67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279259 | PA      | $50196.43     | 0.00%             | 2046-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31371L6G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3280 | PA      | $3381.71      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31371LDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3213 | PA      | $3280.07      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31371M7K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13503 | PA      | $14165.32     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31371MBH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1246 | PA      | $1286.00      | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31371MCF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2077 | PA      | $2143.07      | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31371MEQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3219 | PA      | $3321.78      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31371MMG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11994 | PA      | $12377.42     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31371NP41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9161 | PA      | $9610.74      | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                  | CUSIP: 3137A9RJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45327 | PA      | $6861.06      | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                  | CUSIP: 3137BJF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104474 | PA      | $100189.89    | 0.01%             | 2039-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                  | CUSIP: 3137BJGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15696 | PA      | $1443.53      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                  | CUSIP: 3137BSLS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41910 | PA      | $3407.56      | 0.00%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137BTAC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2958000 | PA      | $2941901.97   | 0.20%             | 2026-10-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FNX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3894852 | PA      | $121332.03    | 0.01%             | 2029-07-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FPHM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6776656 | PA      | $228199.81    | 0.02%             | 2029-08-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FTZU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1901414 | PA      | $126314.35    | 0.01%             | 2030-04-25      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31381TQQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286578 | PA      | $286171.05    | 0.02%             | 2027-01-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31385JJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       462 | PA      | $480.07       | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31385W2A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       694 | PA      | $717.52       | 0.00%             | 2033-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31385XAZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    513628 | PA      | $522788.18    | 0.04%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3138A2AX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    333424 | PA      | $318604.27    | 0.02%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3138A7FR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312909 | PA      | $302214.21    | 0.02%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3138ABYR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    793663 | PA      | $785455.97    | 0.05%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3138ACAL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19052 | PA      | $18400.94     | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3138AEEF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213341 | PA      | $215581.21    | 0.01%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3138AM6S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26591 | PA      | $25203.68     | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3138APBB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       933 | PA      | $929.77       | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3138E2LH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349120 | PA      | $330439.70    | 0.02%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3138EGK60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13902 | PA      | $14542.09     | 0.00%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3138EH3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    719484 | PA      | $694893.58    | 0.05%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3138EHGM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347496 | PA      | $335617.33    | 0.02%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3138EKBW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47467 | PA      | $47972.20     | 0.00%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3138ENAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    805270 | PA      | $796943.29    | 0.05%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3138ENEK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    569478 | PA      | $563589.62    | 0.04%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3138EPPA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161315 | PA      | $164515.07    | 0.01%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3138EQ5E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    892565 | PA      | $883337.07    | 0.06%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3138EQ7L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107028 | PA      | $103369.56    | 0.01%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3138EQTZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    796772 | PA      | $787196.82    | 0.05%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3138ER5E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91432 | PA      | $88258.60     | 0.01%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3138ERCZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62582 | PA      | $60409.78     | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3138ETDS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1040456 | PA      | $1002591.70   | 0.07%             | 2043-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3138MBH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    591184 | PA      | $570814.10    | 0.04%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3138W9A75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249750 | PA      | $241090.63    | 0.02%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3138WAFE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66544 | PA      | $65685.57     | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3138WGSS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70740 | PA      | $66190.30     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3138WHNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1108175 | PA      | $1038004.33   | 0.07%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3138WJFL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    549668 | PA      | $476498.36    | 0.03%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3138X13A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    462537 | PA      | $435778.34    | 0.03%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3138X6UA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    900452 | PA      | $846676.32    | 0.06%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                   | CUSIP: 31398RDA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74748 | PA      | $71029.06     | 0.00%             | 2040-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                   | CUSIP: 31398T7G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95828 | PA      | $94782.66     | 0.01%             | 2040-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31402QYZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2988 | PA      | $3053.17      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31402RCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57538 | PA      | $58006.95     | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31403C6S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18202 | PA      | $19084.31     | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31403CXQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2127 | PA      | $2195.08      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31403DBX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2609 | PA      | $2692.25      | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31403DBY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    371280 | PA      | $375978.41    | 0.03%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31403DD97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197969 | PA      | $204288.93    | 0.01%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31404JT88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19819 | PA      | $20037.61     | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31406J2E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12663 | PA      | $13067.34     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31406NYG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2131 | PA      | $2178.20      | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31406PQ85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8226 | PA      | $8477.54      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31406XKB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1554 | PA      | $1562.10      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31407FJ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5332 | PA      | $5487.85      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31407KRH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53790 | PA      | $54317.02     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31408DV50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3311 | PA      | $3453.49      | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31408H3H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2502 | PA      | $2624.32      | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31409CA70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15646 | PA      | $16221.59     | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31409GKK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10175 | PA      | $10517.83     | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31409VYW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2070 | PA      | $2152.08      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140A4F97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40975 | PA      | $42485.52     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140A4XM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    394323 | PA      | $396874.51    | 0.03%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140A5EB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73531 | PA      | $75091.15     | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140A5RZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121450 | PA      | $124082.52    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140AHUS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214270 | PA      | $218651.12    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140E0X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    695363 | PA      | $671598.81    | 0.05%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140EWZG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11052 | PA      | $10614.03     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140F5A45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1560842 | PA      | $1412669.84   | 0.10%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140F5BK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43437 | PA      | $41834.61     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140F5DA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1055158 | PA      | $977238.16    | 0.07%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140FDVW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1096754 | PA      | $992641.00    | 0.07%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140HF7H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124313 | PA      | $107196.02    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140K4M64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288781 | PA      | $248286.82    | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140K4M72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175170 | PA      | $150190.76    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140K5AX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222920 | PA      | $191038.51    | 0.01%             | 2050-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140KDB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262839 | PA      | $225350.78    | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140KE2N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118385 | PA      | $102150.52    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140KFYV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125598 | PA      | $108445.67    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140KGJG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224037 | PA      | $192598.38    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140KLC59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    681322 | PA      | $573423.84    | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140L1Y41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276156 | PA      | $227153.98    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140M5KY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16811 | PA      | $15922.12     | 0.00%             | 2036-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140MGCW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    985557 | PA      | $833745.83    | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140MHS34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1734343 | PA      | $1481141.57   | 0.10%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140MHS42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    788126 | PA      | $672590.06    | 0.05%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140MKFU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1629279 | PA      | $1434531.37   | 0.10%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140MPVA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    884156 | PA      | $836327.14    | 0.06%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140N24Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    563567 | PA      | $548511.13    | 0.04%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140NG3L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3069232 | PA      | $3086720.53   | 0.21%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140QDT38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    636847 | PA      | $546225.79    | 0.04%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140QEAV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    507283 | PA      | $435259.08    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140QEWL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270343 | PA      | $232499.44    | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140QFA66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1388912 | PA      | $1194119.25   | 0.08%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140QKLX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397917 | PA      | $376893.48    | 0.03%             | 2036-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140QKNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4156302 | PA      | $3498112.42   | 0.24%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140QKQL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    575341 | PA      | $488768.18    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140QKY77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450844 | PA      | $405483.59    | 0.03%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1737239 | PA      | $1485661.12   | 0.10%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140QN6Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21581 | PA      | $19001.30     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140QNLM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150119 | PA      | $127084.43    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140QNWK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22911 | PA      | $19380.86     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140QNWX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157935 | PA      | $139997.02    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140QRM42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    387884 | PA      | $397775.86    | 0.03%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140QRQH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    622327 | PA      | $617423.04    | 0.04%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140X54P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    842701 | PA      | $721608.03    | 0.05%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140X5XN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    723830 | PA      | $620197.93    | 0.04%             | 2050-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140XCAE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    525390 | PA      | $462679.01    | 0.03%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140XCAK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    464688 | PA      | $398724.36    | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140XDY67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1464721 | PA      | $1255102.27   | 0.09%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140XDYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1193149 | PA      | $1026204.20   | 0.07%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140XEAU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1508905 | PA      | $1341527.61   | 0.09%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140XFGA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1423298 | PA      | $1222324.95   | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140XFLN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1236886 | PA      | $1105458.17   | 0.08%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140XGQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1012326 | PA      | $898630.98    | 0.06%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140XGR35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37009 | PA      | $32575.59     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1423013 | PA      | $1155592.17   | 0.08%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140XJXH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    525303 | PA      | $539076.90    | 0.04%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140XLCZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    426316 | PA      | $440741.73    | 0.03%             | 2043-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140XTCU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    761755 | PA      | $669660.62    | 0.05%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 3140Y65R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218339 | PA      | $219439.44    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31410F2Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10253 | PA      | $10756.39     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31410GFF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9607 | PA      | $9913.85      | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31410KA79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153321 | PA      | $158216.35    | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31410KE42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19996 | PA      | $20974.14     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31410KGB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121590 | PA      | $125471.06    | 0.01%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31410KQ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27038 | PA      | $27900.89     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31410KXK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71782 | PA      | $73899.12     | 0.01%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31410LDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215002 | PA      | $212779.28    | 0.01%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31410LK35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312159 | PA      | $301387.23    | 0.02%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31410RCJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9510 | PA      | $9745.15      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31410SNU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22808 | PA      | $23607.29     | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31411CKK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2687 | PA      | $2781.93      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31411LSY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2336 | PA      | $2443.42      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31412LGN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11810 | PA      | $12389.74     | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31412LKF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1769 | PA      | $1804.71      | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31412LNY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17285 | PA      | $18131.30     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31412NJQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12724 | PA      | $13306.39     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31412QSX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13689 | PA      | $13834.76     | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31412QXG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31586 | PA      | $31921.73     | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31412V6B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1882 | PA      | $1930.98      | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31412XFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44874 | PA      | $47076.86     | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31412XZL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1444 | PA      | $1497.39      | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31413B3D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7297 | PA      | $7557.15      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31413D3E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3365 | PA      | $3519.63      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31413DFE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10779 | PA      | $11308.06     | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31413ECR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9696 | PA      | $10172.77     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31413ECY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14132 | PA      | $14824.12     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31413ETV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4318 | PA      | $4490.00      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31413HHT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15576 | PA      | $16252.59     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31413NUX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59551 | PA      | $62472.28     | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31413RFX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32091 | PA      | $33274.49     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31414AQP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17555 | PA      | $18079.24     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31414AVN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30383 | PA      | $31235.59     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31414CLB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18414 | PA      | $18952.49     | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31414GEH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10843 | PA      | $11370.66     | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31414GG60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7639 | PA      | $7912.28      | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31414GJE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8581 | PA      | $8977.17      | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31414JRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29692 | PA      | $30535.78     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31414QTQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3257 | PA      | $3332.41      | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31414ST29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22305 | PA      | $22938.62     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31415MM51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65236 | PA      | $68441.45     | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31415PNH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44024 | PA      | $45126.57     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31415QB88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38183 | PA      | $39662.94     | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31415VKQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11484 | PA      | $11996.69     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31415VYC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10795 | PA      | $11003.99     | 0.00%             | 2035-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31415WZ55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20055 | PA      | $21040.52     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    681583 | PA      | $703019.68    | 0.05%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31416BW87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90930 | PA      | $90170.81     | 0.01%             | 2034-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31416RPD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255006 | PA      | $252371.35    | 0.02%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31416WEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30697 | PA      | $30379.58     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31416WH39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41578 | PA      | $42021.04     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31417AVY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55547 | PA      | $52454.45     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31417AYE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1318152 | PA      | $1272880.47   | 0.09%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31417AYG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    496187 | PA      | $479119.42    | 0.03%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31417AYK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    735546 | PA      | $710168.13    | 0.05%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31417F3J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    666227 | PA      | $627407.94    | 0.04%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31417G5A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    611328 | PA      | $574948.27    | 0.04%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31417MLN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23428 | PA      | $23581.19     | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31417SBP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30893 | PA      | $31221.86     | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31417TNK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    573677 | PA      | $566672.08    | 0.04%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31417YFL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329388 | PA      | $332893.89    | 0.02%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418CF58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1874 | PA      | $1867.23      | 0.00%             | 2027-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418CFV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6234 | PA      | $5975.76      | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418CM43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183786 | PA      | $173562.13    | 0.01%             | 2037-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418CNY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    352413 | PA      | $316857.18    | 0.02%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418CRF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329195 | PA      | $308963.85    | 0.02%             | 2037-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418CV68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306082 | PA      | $294183.97    | 0.02%             | 2038-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418CZB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226577 | PA      | $219665.27    | 0.01%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374447 | PA      | $303460.81    | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    505804 | PA      | $409784.65    | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308298 | PA      | $249691.57    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1589368 | PA      | $1352972.31   | 0.09%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    785225 | PA      | $638005.14    | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    650694 | PA      | $551254.86    | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    333134 | PA      | $281913.26    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418EBH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145275 | PA      | $123958.76    | 0.01%             | 2042-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2746506 | PA      | $2382316.45   | 0.16%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2771693 | PA      | $2243348.53   | 0.15%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1727337 | PA      | $1497020.43   | 0.10%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418ECH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1355505 | PA      | $1217883.97   | 0.08%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1828039 | PA      | $1544128.71   | 0.11%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418ECW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    829861 | PA      | $792810.06    | 0.05%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2960836 | PA      | $2566926.84   | 0.17%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2083390 | PA      | $1870696.72   | 0.13%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36147 | PA      | $30589.84     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    369115 | PA      | $312361.87    | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418EGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4319203 | PA      | $3801248.83   | 0.26%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418EP20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4257493 | PA      | $4214965.78   | 0.29%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418MUR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23157 | PA      | $23232.52     | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418NX21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48979 | PA      | $49500.18     | 0.00%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418TC54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31335 | PA      | $31668.42     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31418U4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252765 | PA      | $255456.66    | 0.02%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31419AAH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20570 | PA      | $21521.71     | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31419AGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101830 | PA      | $98644.85     | 0.01%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31419ANB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193394 | PA      | $186904.41    | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31419AT49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76670 | PA      | $77062.03     | 0.01%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31419B5X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    502581 | PA      | $485613.10    | 0.03%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31419BBY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316277 | PA      | $313006.98    | 0.02%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31419FG83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429538 | PA      | $415213.22    | 0.03%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31419GP24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41953 | PA      | $41519.59     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                     | CUSIP: 31419JSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1084144 | PA      | $1047092.48   | 0.07%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 31427MHC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2559754 | PA      | $2651642.91   | 0.18%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                    | CUSIP: 31427N6D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2395893 | PA      | $2407966.26   | 0.16%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                             | Fiserv Inc                                                          | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2183792.37   | 0.15%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                             | Fiserv Inc                                                          | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2183000 | PA      | $2205893.40   | 0.15%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp             | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                            | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   5223000 | PA      | $4807175.03   | 0.33%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                     | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3       | CUSIP: 35563PLK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    376189 | PA      | $358056.78    | 0.02%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                     | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4       | CUSIP: 35563PMN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    378247 | PA      | $332828.32    | 0.02%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 36177MPD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106260 | PA      | $99879.88     | 0.01%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 36177PCJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    120823 | PA      | $113869.12    | 0.01%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 36177T4M6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61428 | PA      | $57720.77     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179MQQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    296766 | PA      | $285344.98    | 0.02%             | 2042-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179QT35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    263611 | PA      | $240147.76    | 0.02%             | 2044-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74349 | PA      | $67245.71     | 0.00%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    289006 | PA      | $262561.23    | 0.02%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    403507 | PA      | $377909.30    | 0.03%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    140010 | PA      | $126924.73    | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    354757 | PA      | $321602.48    | 0.02%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    512861 | PA      | $463534.75    | 0.03%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1640875 | PA      | $1483054.52   | 0.10%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2937370 | PA      | $2760328.47   | 0.19%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179TQN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2832975 | PA      | $2562195.23   | 0.17%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179TUB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43304 | PA      | $41338.76     | 0.00%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179UCA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    336054 | PA      | $314676.42    | 0.02%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4321371 | PA      | $3720237.31   | 0.25%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    839846 | PA      | $750317.57    | 0.05%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179W7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    275734 | PA      | $237376.67    | 0.02%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2142862 | PA      | $1914464.46   | 0.13%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    957778 | PA      | $824501.21    | 0.06%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2397683 | PA      | $2064912.39   | 0.14%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    361339 | PA      | $322819.96    | 0.02%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3208984 | PA      | $2652453.23   | 0.18%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5478226 | PA      | $4528143.35   | 0.31%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2195592 | PA      | $1814813.16   | 0.12%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4936410 | PA      | $4249723.46   | 0.29%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5572748 | PA      | $5550331.30   | 0.38%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1209385 | PA      | $1143804.84   | 0.08%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1773547 | PA      | $1678146.02   | 0.11%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5508844 | PA      | $5364538.36   | 0.37%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179XHV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2398929 | PA      | $2147723.73   | 0.15%             | 2052-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2704702 | PA      | $2562203.65   | 0.17%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1217146 | PA      | $1184888.11   | 0.08%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    523177 | PA      | $509310.82    | 0.03%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    181494 | PA      | $180987.04    | 0.01%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1980866 | PA      | $2012538.83   | 0.14%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1653110 | PA      | $1673423.95   | 0.11%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2486844 | PA      | $2472834.71   | 0.17%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179YFG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20955 | PA      | $19767.60     | 0.00%             | 2053-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36179YHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    101526 | PA      | $103157.94    | 0.01%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 3618N5EV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    929601 | PA      | $936770.41    | 0.06%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 36200J6N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8832 | PA      | $8933.90      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36202EGR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6577 | PA      | $6890.11      | 0.00%             | 2036-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36202ESB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22321 | PA      | $23033.78     | 0.00%             | 2038-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36202F2V7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    139851 | PA      | $144316.28    | 0.01%             | 2042-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    212383 | PA      | $204454.65    | 0.01%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36202FP67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    203590 | PA      | $195926.67    | 0.01%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36202FPG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    182804 | PA      | $181242.90    | 0.01%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36202FUF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    147941 | PA      | $145823.14    | 0.01%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36202FV94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    175095 | PA      | $173536.91    | 0.01%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36202FXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1582289 | PA      | $1568206.43   | 0.11%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 3620A2UH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37190 | PA      | $36721.64     | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 3620A8GZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22948 | PA      | $22845.20     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 3620A9SS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67526 | PA      | $67224.06     | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 3620AFPN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15054 | PA      | $14963.83     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 3620AKNL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13791 | PA      | $13638.77     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 3620ALND2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33544 | PA      | $33234.64     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 3620ALQ49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55118 | PA      | $54489.17     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 3620AMD58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47709 | PA      | $47025.08     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 3620AMF80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77919 | PA      | $77250.79     | 0.01%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 36213FTG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    245114 | PA      | $247490.33    | 0.02%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 36230RVV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158073 | PA      | $149124.11    | 0.01%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 36241KNW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18525 | PA      | $19516.06     | 0.00%             | 2037-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 36241L4N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71134 | PA      | $69925.27     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                  | CUSIP: 36241LLT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20338 | PA      | $20926.22     | 0.00%             | 2040-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                  | Haleon US Capital LLC                                               | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   3229000 | PA      | $3034118.94   | 0.21%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust 2023-2                            | CUSIP: 36269EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89517 | PA      | $89667.60     | 0.01%             | 2028-06-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 36290V3K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18317 | PA      | $18830.69     | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 36290WG55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15486 | PA      | $15651.77     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 36294UUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42838 | PA      | $40227.23     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 36295KJV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21122 | PA      | $21898.93     | 0.00%             | 2038-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 36295NG27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1525 | PA      | $1572.99      | 0.00%             | 2038-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 36295PW99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15006 | PA      | $15512.64     | 0.00%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 36296JD51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13228 | PA      | $13878.04     | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 36296RV61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6723 | PA      | $6936.64      | 0.00%             | 2038-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 36296V7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    130056 | PA      | $131075.85    | 0.01%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 36296YCL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33138 | PA      | $32962.44     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 36296YGA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26496 | PA      | $26112.64     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 36297GSD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    352401 | PA      | $331461.39    | 0.02%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                   | CUSIP: 36297H6K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21365 | PA      | $21085.56     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                  | GENMAB A/S/GENMAB FINANCE LLC                                       | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |   3666000 | PA      | $3758500.51   | 0.26%             | 2032-12-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                   | Glencore Funding LLC                                                | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4010000 | PA      | $3649800.39   | 0.25%             | 2031-04-27      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                    | Global Payments Inc                                                 | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   5153000 | PA      | $4710047.81   | 0.32%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                    | Global Payments Inc                                                 | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1321368.64   | 0.09%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2025-2                            | CUSIP: 37989BAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    216069 | PA      | $216340.10    | 0.01%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5581338.48   | 0.38%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38377YEC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    148886 | PA      | $145528.14    | 0.01%             | 2041-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38378CP92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100013 | PA      | $100203.14    | 0.01%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                | HCA Inc                                                             | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3255000 | PA      | $3210000.86   | 0.22%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                | HCA Inc                                                             | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3251000 | PA      | $2727384.09   | 0.19%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                   | CUSIP: 404280CQ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6176000 | PA      | $5625643.67   | 0.38%             | 2031-03-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                               | Hilton Domestic Operating Co Inc                                    | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   3765000 | PA      | $3787985.33   | 0.26%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                  | HUB International Ltd                                               | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   3479000 | PA      | $3563901.52   | 0.24%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                             | Humana Inc                                                          | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   4131000 | PA      | $4220986.19   | 0.29%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                | Hyundai Auto Lease Securitization Trust 2025-B                      | CUSIP: 44935DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1436303 | PA      | $1439199.04   | 0.10%             | 2027-09-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                               | Icon Investments Six DAC                                            | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   2657000 | PA      | $2691540.50   | 0.18%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Pass-through Certificates          | ILPT Commercial Mortgage Trust 2025-LPF2                            | CUSIP: 451955AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3609000 | PA      | $3656492.27   | 0.25%             | 2042-07-13      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                      | Iron Mountain Inc                                                   | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   5315000 | PA      | $4991013.01   | 0.34%             | 2031-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust 2003-A1                                    | CUSIP: 466247AA1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     17978 | PA      | $17306.32     | 0.00%             | 2033-10-25      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                 | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2252994.24   | 0.15%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                 | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5871000 | PA      | $5824561.27   | 0.40%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                 | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2576000 | PA      | $2561190.68   | 0.17%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                 | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4435000 | PA      | $4132416.05   | 0.28%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                 | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3363000 | PA      | $2989415.06   | 0.20%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust 2026-NQM1                                  | CUSIP: 46660DAE5<br>LEI: 529900PEVYDPZXGGUW77 | Long             | ABS-MBS          | CORP              | US        |    599485 | PA      | $593099.00    | 0.04%             | 2066-06-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                | Jersey Central Power & Light Co                                     | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   5303000 | PA      | $4763846.91   | 0.32%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| KKR Static CLO Ltd, KKR Static CLO I                   | KKR Static CLO I LTD                                                | CUSIP: 48255QAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3690506 | PA      | $3679951.15   | 0.25%             | 2031-07-20      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                | Kinder Morgan Energy Partners LP                                    | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2147179.19   | 0.15%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                       | LPL Holdings Inc                                                    | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   4555000 | PA      | $4423270.81   | 0.30%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                       | LPL Holdings Inc                                                    | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1167000 | PA      | $1222664.70   | 0.08%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                       | LPL Holdings Inc                                                    | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1917000 | PA      | $1955247.50   | 0.13%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                               | Liberty Mutual Group Inc                                            | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   2221000 | PA      | $1611986.76   | 0.11%             | 2050-10-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | Lloyds Banking Group PLC                                            | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2765000 | PA      | $2753550.11   | 0.19%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                        | LoanCore 2025 2025-CRE8 Issuer LLC                                  | CUSIP: 53947FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7367000 | PA      | $7369632.23   | 0.50%             | 2042-08-17      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                         | LoanCore 2021-CRE5 Issuer Ltd                                       | CUSIP: 53947XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1450854 | PA      | $1449187.96   | 0.10%             | 2036-07-15      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                         | LoanCore 2021-CRE5 Issuer Ltd                                       | CUSIP: 53947XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5318000 | PA      | $5312655.41   | 0.36%             | 2036-07-15      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| LoanCore 2021-CRE6 Issuer, Ltd.                        | LoanCore 2021-CRE6 Issuer Ltd                                       | CUSIP: 53948HAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9970000 | PA      | $9980039.79   | 0.68%             | 2038-11-15      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust            | MF1 2022-FL8 Ltd                                                    | CUSIP: 55284JAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2433741 | PA      | $2422387.60   | 0.16%             | 2037-02-19      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust            | MF1 2022-FL8 Ltd                                                    | CUSIP: 55284JAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1407473 | PA      | $1406852.30   | 0.10%             | 2037-02-19      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust            | MF1 2024-FL16                                                       | CUSIP: 55287EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4385479 | PA      | $4402296.43   | 0.30%             | 2039-11-18      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust            | MF1 2025-FL17 LLC                                                   | CUSIP: 55287HAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3775488 | PA      | $3776647.07   | 0.26%             | 2040-02-18      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust            | MF1 2025-FL17 LLC                                                   | CUSIP: 55287HAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2388514 | PA      | $2389885.01   | 0.16%             | 2040-02-18      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust            | MF1 2025-FL19 LLC                                                   | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3778621 | PA      | $3784094.33   | 0.26%             | 2042-05-18      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust            | MF1 2026-FL21 LLC                                                   | CUSIP: 55287NAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    802055 | PA      | $803320.64    | 0.05%             | 2041-02-18      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio               | MFS Institutional Money Market Portfolio                            | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | EC               | RF                | US        |   2610140 | NS      | $2610139.67   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                | MPLX LP                                                             | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   5874000 | PA      | $4876356.02   | 0.33%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                         | MSWF Commercial Mortgage Trust 2023-2                               | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3231641 | PA      | $3427925.70   | 0.23%             | 2056-12-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust            | MF1 2024-FL14 LLC                                                   | CUSIP: 55416AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3688167 | PA      | $3691991.63   | 0.25%             | 2039-03-19      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE BANK LONDON                                  | Macquarie Bank Ltd/London                                           | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | DBT              | CORP              | AU        |   4694000 | PA      | $4707659.54   | 0.32%             | 2027-03-08      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                    | Macquarie Group Ltd                                                 | CUSIP: 55608JBE7<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   8978000 | PA      | $8706521.89   | 0.59%             | 2033-06-21      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Man Glg Us Clo 2018-2 Ltd                              | MAN US CLO 2023-1 LTD                                               | CUSIP: 56166RAC6<br>LEI: 254900N9T03W7ZI61W42 | Long             | ABS-CBDO         | CORP              | JE        |   3420864 | PA      | $3427674.94   | 0.23%             | 2035-07-20      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                | Marathon Petroleum Corp                                             | CUSIP: 56585AAM4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   2507000 | PA      | $2411635.30   | 0.16%             | 2045-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MARIN GENERAL HOSPITAL                                 | Marin General Hospital                                              | CUSIP: 568039AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2243000 | PA      | $2417908.74   | 0.16%             | 2045-08-01      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                 | Marriott International Inc/MD                                       | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   3330000 | PA      | $3062419.68   | 0.21%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust            | MF1 2024-FL15                                                       | CUSIP: 58003MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4032000 | PA      | $4048267.10   | 0.28%             | 2041-08-18      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                               | Medline Borrower LP/Medline Co-Issuer Inc                           | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2656000 | PA      | $2706418.53   | 0.18%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                            | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-1           | CUSIP: 59020UVM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |     43111 | PA      | $39410.74     | 0.00%             | 2035-04-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                            | Merrill Lynch Mortgage Investors Trust Series MLCC 2006-2           | CUSIP: 590219AE1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |     10280 | PA      | $10218.74     | 0.00%             | 2036-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust            | MF1 2025-FL20 LLC                                                   | CUSIP: 59319CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4207394 | PA      | $4221666.74   | 0.29%             | 2043-02-18      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                      | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6985000 | PA      | $6167350.71   | 0.42%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                      | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1239000 | PA      | $1261090.18   | 0.09%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                      | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2983098.28   | 0.20%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust         | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM1            | CUSIP: 61775UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1835863 | PA      | $1845126.59   | 0.13%             | 2068-12-25      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust         | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1            | CUSIP: 61780XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    943147 | PA      | $934280.64    | 0.06%             | 2070-12-25      | Variable      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust         | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM2            | CUSIP: 617949AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2673670 | PA      | $2647942.83   | 0.18%             | 2071-01-26      | Variable      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust         | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM3            | CUSIP: 617960AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3463752 | PA      | $3453560.26   | 0.24%             | 2071-03-25      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                      | NatWest Group PLC                                                   | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    769000 | PA      | $809901.20    | 0.06%             | 2034-03-02      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                    | New Residential Mortgage Loan Trust 2026-NQM4                       | CUSIP: 64790AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2810982 | PA      | $2795697.29   | 0.19%             | 2066-02-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                    | New Residential Mortgage Loan Trust 2025-NQM4                       | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   6395522 | PA      | $6400092.60   | 0.44%             | 2065-07-25      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                    | New Residential Mortgage Loan Trust 2026-NQM2                       | CUSIP: 64832MAE1<br>LEI: 213800ZF5DPBUAR45104 | Long             | ABS-MBS          | CORP              | US        |   2617071 | PA      | $2590599.88   | 0.18%             | 2065-12-25      | Variable      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                    | New Residential Mortgage Loan Trust 2026-NQM3                       | CUSIP: 64832PAE4<br>LEI: 213800BXPAJOYIE7S264 | Long             | ABS-MBS          | CORP              | US        |   3714347 | PA      | $3679196.51   | 0.25%             | 2066-02-25      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| NISOURCE INC                                           | NiSource Inc                                                        | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2622000 | PA      | $2526677.74   | 0.17%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                               | Northwell Healthcare Inc                                            | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |   1503000 | PA      | $1167479.00   | 0.08%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                                 | Northwoods Capital XIV-B Ltd                                        | CUSIP: 66860CAN3<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |   3306562 | PA      | $3307021.61   | 0.23%             | 2031-11-13      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2024-NQM9 Trust                                                 | CUSIP: 67119DAA6<br>LEI: 2549004KB8X0K1PPTU08 | Long             | ABS-MBS          | CORP              | US        |   1935732 | PA      | $1949797.94   | 0.13%             | 2064-01-25      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2025-NQM15 Trust                                                | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |   1234912 | PA      | $1233119.18   | 0.08%             | 2065-07-27      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2025-NQM16 Trust                                                | CUSIP: 67122DAC7<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-MBS          | CORP              | US        |   1778399 | PA      | $1769495.07   | 0.12%             | 2065-08-25      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2025-NQM18 Trust                                                | CUSIP: 673918AC2<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-MBS          | CORP              | US        |   1270258 | PA      | $1266164.82   | 0.09%             | 2065-09-25      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2025-NQM14 Trust                                                | CUSIP: 673924AC0<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-MBS          | CORP              | US        |   1241485 | PA      | $1240063.85   | 0.08%             | 2065-07-25      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2024-NQM15 Trust                                                | CUSIP: 67449DAA7<br>LEI: 254900YXEB756F6RCA13 | Long             | ABS-MBS          | CORP              | US        |   1346136 | PA      | $1349679.49   | 0.09%             | 2064-10-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                 | OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE                            | CUSIP: 67884XCP0<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   3770000 | PA      | $3750375.27   | 0.26%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                               | 1011778 BC ULC / New Red Finance Inc                                | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2656000 | PA      | $2698934.24   | 0.18%             | 2029-06-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                         | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1994000 | PA      | $1870361.95   | 0.13%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                         | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1472000 | PA      | $1238350.47   | 0.08%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                         | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2027000 | PA      | $1948936.78   | 0.13%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PFP III                                                | PFP 2024-11 Ltd                                                     | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2748892 | PA      | $2753089.85   | 0.19%             | 2039-09-17      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PLYM Commercial Mortgage Trust                         | PLYM Commercial Mortgage Trust 2026-IND                             | CUSIP: 69292BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1322000 | PA      | $1312085.00   | 0.09%             | 2043-03-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                         | PMT Loan Trust 2026-INV4                                            | CUSIP: 69383UBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1574234 | PA      | $1570645.53   | 0.11%             | 2057-03-25      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                         | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   8840000 | PA      | $6611102.64   | 0.45%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                         | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2544491.81   | 0.17%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                                | Penske Automotive Group Inc                                         | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |   5509000 | PA      | $5241523.18   | 0.36%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                               | Performance Food Group Inc                                          | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   3726000 | PA      | $3732881.92   | 0.25%             | 2032-09-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| School District of Philadelphia/The                    | PHILADELPHIA PA SCH DIST                                            | CUSIP: 717883NM0<br>LEI: 254900HSKDHZKBZCUL90 | Long             | DBT              | MUN               | US        |   3250000 | PA      | $3379429.95   | 0.23%             | 2030-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International Inc                                     | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2168694.70   | 0.15%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International Inc                                     | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    922000 | PA      | $958304.43    | 0.07%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International Inc                                     | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3757000 | PA      | $3833421.70   | 0.26%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                               | Plains All American Pipeline LP / PAA Finance Corp                  | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2839000 | PA      | $2747276.31   | 0.19%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                         | PMT Loan Trust 2025-CNF2                                            | CUSIP: 729911BE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3751562 | PA      | $3762295.25   | 0.26%             | 2057-01-25      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                         | PMT Loan Trust 2025-INV12                                           | CUSIP: 73015KBM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2832448 | PA      | $2842110.10   | 0.19%             | 2056-12-25      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                      | Post Holdings Inc                                                   | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1176005.76   | 0.08%             | 2030-04-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                      | Post Holdings Inc                                                   | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    216000 | PA      | $200839.26    | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PREFERRED TERM SECS XIX                                | Preferred Term Securities XIX Ltd/Preferred Term Securities XIX Inc | CUSIP: 74042HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     81418 | PA      | $80196.36     | 0.01%             | 2035-12-22      | Floating      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                  | Quikrete Holdings Inc                                               | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   5167000 | PA      | $5239353.50   | 0.36%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                     | Regal Rexnord Corp                                                  | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1521000 | PA      | $1560014.44   | 0.11%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                     | Regal Rexnord Corp                                                  | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   4643000 | PA      | $4864805.16   | 0.33%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                     | Regal Rexnord Corp                                                  | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3805162.67   | 0.26%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mortgage Securities II             | Home Equity Loan Trust 2005-HS2                                     | CUSIP: 76110VSS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2975 | PA      | $38.05        | 0.00%             | 2035-12-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                 | Rockford Tower CLO 2020-1 Ltd                                       | CUSIP: 77341EBE4<br>LEI: 5493009YDNBJVFWX7747 | Long             | ABS-CBDO         | CORP              | KY        |   3331195 | PA      | $3312353.76   | 0.23%             | 2036-01-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                               | Rogers Communications Inc                                           | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   6129000 | PA      | $5168501.00   | 0.35%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                               | Rogers Communications Inc                                           | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   6129000 | PA      | $4840929.05   | 0.33%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                | SBA Communications Corp                                             | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   4025000 | PA      | $3813972.47   | 0.26%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                  | SS&C Technologies Inc                                               | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   4802000 | PA      | $4805231.75   | 0.33%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                     | STWD 2022-FL3 Ltd                                                   | CUSIP: 78485KAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1391000 | PA      | $1381874.62   | 0.09%             | 2038-11-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                     | STWD 2022-FL3 Ltd                                                   | CUSIP: 78485KAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2632000 | PA      | $2615998.49   | 0.18%             | 2038-11-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                     | STWD 2021-FL2 Ltd                                                   | CUSIP: 78486BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2027000 | PA      | $2025679.81   | 0.14%             | 2038-04-18      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| SALESFORCE INC                                         | Salesforce Inc                                                      | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2988000 | PA      | $2982897.27   | 0.20%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                         | Salesforce Inc                                                      | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2988000 | PA      | $2978705.47   | 0.20%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                         | Salesforce Inc                                                      | CUSIP: 79466LAV6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1494000 | PA      | $1504342.78   | 0.10%             | 2046-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                | Sammons Financial Group Inc                                         | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |   4897000 | PA      | $5184774.65   | 0.35%             | 2034-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2025-1                       | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1938889 | PA      | $1942377.11   | 0.13%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2026-1                       | CUSIP: 80288FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2478000 | PA      | $2476822.45   | 0.17%             | 2029-03-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                     | Santos Finance Ltd                                                  | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |   3007000 | PA      | $3273823.14   | 0.22%             | 2033-09-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                     | Santos Finance Ltd                                                  | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |   1150000 | PA      | $1152666.07   | 0.08%             | 2035-11-13      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                    | Charles Schwab Corp/The                                             | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   6058000 | PA      | $5991362.00   | 0.41%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                    | Charles Schwab Corp/The                                             | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2415611.71   | 0.16%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                    | Charles Schwab Corp/The                                             | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2878000 | PA      | $3063306.48   | 0.21%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs      | United States Small Business Administration                         | CUSIP: 83162CSN4<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     34758 | PA      | $34559.62     | 0.00%             | 2029-05-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs      | United States Small Business Administration                         | CUSIP: 83162CTN3<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    628992 | PA      | $608998.57    | 0.04%             | 2030-09-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs      | United States Small Business Administration                         | CUSIP: 83162CTR4<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     71772 | PA      | $70050.80     | 0.00%             | 2030-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs      | United States Small Business Administration                         | CUSIP: 83162CUG6<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    152232 | PA      | $144790.92    | 0.01%             | 2031-09-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs      | United States Small Business Administration                         | CUSIP: 83162CUY7<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    116191 | PA      | $109862.89    | 0.01%             | 2032-08-01      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs      | United States Small Business Administration                         | CUSIP: 83162CVG5<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    565357 | PA      | $531072.30    | 0.04%             | 2033-01-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs      | United States Small Business Administration                         | CUSIP: 83162CVH3<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    136977 | PA      | $128373.82    | 0.01%             | 2033-02-01      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs      | United States Small Business Administration                         | CUSIP: 83162CVK6<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    473992 | PA      | $442890.52    | 0.03%             | 2033-03-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs      | United States Small Business Administration                         | CUSIP: 83162CVL4<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    967329 | PA      | $908431.86    | 0.06%             | 2033-04-01      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs      | United States Small Business Administration                         | CUSIP: 83162CVP5<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    941237 | PA      | $889496.92    | 0.06%             | 2033-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs      | United States Small Business Administration                         | CUSIP: 83162CVR1<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1182631 | PA      | $1135521.59   | 0.08%             | 2033-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs      | United States Small Business Administration                         | CUSIP: 83162CVS9<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1308771 | PA      | $1255631.23   | 0.09%             | 2033-08-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs      | United States Small Business Administration                         | CUSIP: 83162CVU4<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    971250 | PA      | $948816.07    | 0.06%             | 2033-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust | Stellantis Financial Underwritten Enhanced Lease Trust 2025-A       | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2057135 | PA      | $2060467.92   | 0.14%             | 2027-07-20      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| STORE Master Funding LLC                               | Store Master Funding I-VII XIV XIX XX XXIV XXII                     | CUSIP: 86212XAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    431757 | PA      | $435064.00    | 0.03%             | 2054-05-20      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| STORE Master Funding LLC                               | Store Master Funding I-VII XIV XIX XX XXIV XXII                     | CUSIP: 86212XAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    901934 | PA      | $916558.49    | 0.06%             | 2054-05-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                     | STWD 2025-FL4 LLC                                                   | CUSIP: 863922AC4<br>LEI: 2549003WQA28FWJYLM96 | Long             | ABS-CBDO         | CORP              | US        |   1896290 | PA      | $1896287.91   | 0.13%             | 2042-11-19      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                               | Sumitomo Mitsui Financial Group Inc                                 | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   5402000 | PA      | $4857903.97   | 0.33%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                       | T-Mobile USA Inc                                                    | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    635000 | PA      | $558172.40    | 0.04%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                       | T-Mobile USA Inc                                                    | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1939000 | PA      | $1761993.83   | 0.12%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                | TRTX 2025-FL7 Issuer Ltd                                            | CUSIP: 87277LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2395296 | PA      | $2394769.99   | 0.16%             | 2043-06-18      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                   | Targa Resources Corp                                                | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    930000 | PA      | $880466.52    | 0.06%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                   | Targa Resources Corp                                                | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1533000 | PA      | $1281581.53   | 0.09%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                   | Targa Resources Corp                                                | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   4345000 | PA      | $4595186.19   | 0.31%             | 2033-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                               | Time Warner Cable Enterprises LLC                                   | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $328360.41    | 0.02%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                  | Time Warner Cable LLC                                               | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   3558000 | PA      | $2671873.41   | 0.18%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                    | Toledo Hospital/The                                                 | CUSIP: 889184AC1<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |   7120000 | PA      | $7182798.83   | 0.49%             | 2028-11-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                    | Toledo Hospital/The                                                 | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |   2562000 | PA      | $2564636.78   | 0.17%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II                                  | Toll Road Investors Partnership II LP                               | CUSIP: 88948ABE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6221000 | PA      | $5199799.27   | 0.35%             | 2029-02-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TOLL ROAD INV PART II                                  | Toll Road Investors Partnership II LP                               | CUSIP: 88948ABG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2145000 | PA      | $1520450.84   | 0.10%             | 2031-02-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TOLL ROAD INV PART II                                  | Toll Road Investors Partnership II LP                               | CUSIP: 88948ABM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2612079 | PA      | $897902.20    | 0.06%             | 2043-02-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                          | TransDigm Inc                                                       | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   5158000 | PA      | $5067858.95   | 0.35%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas CLO XV Ltd                                                 | CUSIP: 89641XAQ8<br>LEI: 254900ZVDNHQAUJNHH42 | Long             | ABS-CBDO         | CORP              | KY        |   7344370 | PA      | $7312370.58   | 0.50%             | 2034-04-22      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                        | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   7084000 | PA      | $6249498.42   | 0.43%             | 2031-02-10      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                          | UBS Commercial Mortgage Trust 2018-C8                               | CUSIP: 90276VAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5865766 | PA      | $5769766.29   | 0.39%             | 2051-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                 | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30300000 | PA      | $19517460.79  | 1.33%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9700000 | PA      | $6484980.49   | 0.44%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                 | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12900000 | PA      | $9400371.13   | 0.64%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                 | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17580000 | PA      | $15907839.80  | 1.08%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                 | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9600000 | PA      | $9061125.02   | 0.62%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                 | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30400000 | PA      | $30034250.00  | 2.04%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                 | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14500000 | PA      | $12988828.13  | 0.88%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                 | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35900000 | PA      | $34330777.25  | 2.34%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                 | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13900000 | PA      | $12985640.63  | 0.88%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                 | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5600000 | PA      | $5581625.00   | 0.38%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                 | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17600000 | PA      | $17393200.00  | 1.18%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                 | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $11007734.32  | 0.75%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                 | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70400000 | PA      | $70884000.00  | 4.83%             | 2028-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                 | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8900000 | PA      | $8927673.39   | 0.61%             | 2027-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                 | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11500000 | PA      | $11639257.87  | 0.79%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                 | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12750000 | PA      | $12746513.64  | 0.87%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                 | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20071875.00  | 1.37%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                 | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4444804.71   | 0.30%             | 2030-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                 | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14632031.25  | 1.00%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                 | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9600000 | PA      | $9526125.02   | 0.65%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Venture CLO 43 Limited                                 | Venture 43 CLO Ltd                                                  | CUSIP: 92290CBD0<br>LEI: 549300OLN5VHTMLSN650 | Long             | ABS-CBDO         | CORP              | KY        |   5537477 | PA      | $5527033.32   | 0.38%             | 2034-04-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                               | Venture Global Calcasieu Pass LLC                                   | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   4349000 | PA      | $4448252.88   | 0.30%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2025-9                                   | CUSIP: 92490EAA1<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |    837712 | PA      | $833608.78    | 0.06%             | 2070-10-27      | Variable      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2024-1                                   | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |    946237 | PA      | $948233.48    | 0.06%             | 2069-01-25      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2024-8                                   | CUSIP: 92540PAA6<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-MBS          | CORP              | US        |    837167 | PA      | $838430.71    | 0.06%             | 2069-10-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                     | Vodafone Group PLC                                                  | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1337000 | PA      | $1248529.95   | 0.09%             | 2053-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                    | Vulcan Materials Co                                                 | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   3356000 | PA      | $3216989.71   | 0.22%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                           | Voya 2012-4 Ltd                                                     | CUSIP: 92916GBF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1878371 | PA      | $1878695.92   | 0.13%             | 2030-10-15      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                           | Voya 2012-4 Ltd                                                     | CUSIP: 92916GBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    828265 | PA      | $826853.64    | 0.06%             | 2030-10-15      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                           | Voya 2012-4 Ltd                                                     | CUSIP: 92916GBH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1187823 | PA      | $1188601.02   | 0.08%             | 2030-10-15      | Floating      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                   | WMG Acquisition Corp                                                | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   1568000 | PA      | $1438106.57   | 0.10%             | 2031-02-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2016-LC25                     | CUSIP: 95000JAV0<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |  13071416 | PA      | $13007363.45  | 0.89%             | 2059-12-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                    | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4514000 | PA      | $4175353.31   | 0.28%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2017-C42                      | CUSIP: 95001GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3970000 | PA      | $3902043.13   | 0.27%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                 | Westinghouse Air Brake Technologies Corp                            | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   4993000 | PA      | $5007643.02   | 0.34%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US ULTRA BOND CBT JUN26                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       655 | NC      | $-2167078.64  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                 | US 5YR NOTE (CBT) JUN26                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       739 | NC      | $-989866.12   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                 | US 2YR NOTE (CBT) JUN26                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       247 | NC      | $-390678.42   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-29

**Name of Applicant:** MFS VARIABLE INSURANCE TRUST

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer