# EDGAR Filing Document

**Accession Number:** 0000836906
**File Stem:** 0001752724-23-050259
**Filing Date:** 2023-3
**Character Count:** 1423071
**Document Hash:** d44535956fecb635e175f4f0d68740c6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-050259.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-050259

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD MALVERN FUNDS
- **CENTRAL INDEX KEY:** 0000836906
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05628
- **FILM NUMBER:** 23693841

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

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

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

## Series and Classes Contracts Data

### Vanguard Institutional Intermediate-Term Bond Fund (Series ID: S000049658)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000157008 | Institutional Plus Shares | VIITX           |

## Nport-Ex

Vanguard<sup>®</sup> Institutional Intermediate-Term Bond Fund

Schedule of Investments (unaudited)

As of December 31, 2022

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **U.S. Government and Agency Obligations (54.6%)** | **U.S. Government and Agency Obligations (54.6%)** | **U.S. Government and Agency Obligations (54.6%)** | **U.S. Government and Agency Obligations (54.6%)** | **U.S. Government and Agency Obligations (54.6%)** | **U.S. Government and Agency Obligations (54.6%)** |
| **U.S. Government Securities (27.3%)** | **U.S. Government Securities (27.3%)** | **U.S. Government Securities (27.3%)** | **U.S. Government Securities (27.3%)** | **U.S. Government Securities (27.3%)** | **U.S. Government Securities (27.3%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 11/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;105120 | &nbsp;&nbsp;&nbsp; 101080 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 4/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;773000 | &nbsp;&nbsp;&nbsp; 751018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp; 94125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;98000 | &nbsp;&nbsp;&nbsp; 91982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 6/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;173000 | &nbsp;&nbsp;&nbsp; 168837 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 7/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;485000 | &nbsp;&nbsp;&nbsp; 472951 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp; 373688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.750% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;49500 | &nbsp;&nbsp;&nbsp; 46205 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.250% | 12/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;393000 | &nbsp;&nbsp;&nbsp; 391649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.375% | 1/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;62500 | &nbsp;&nbsp;&nbsp; 58701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.500% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;250500 | &nbsp;&nbsp;&nbsp; 235705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.750% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;212300 | &nbsp;&nbsp;&nbsp; 200524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.625% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;330000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;262240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 5/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;123000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118887 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;355000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 8/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.500% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;518540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.250% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;347750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347478 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 10/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;278200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263247 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.500% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;591690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.000% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.500% | 2/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.750% | 5/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.875% | 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.625% | 7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.875% | 9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;184800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 10/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;381400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 12/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.125% | 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;367500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.125% | 10/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155533 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.875% | 12/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48143 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**8605416** |
| **Agency Bonds and Notes (0.1%)** | **Agency Bonds and Notes (0.1%)** | **Agency Bonds and Notes (0.1%)** | **Agency Bonds and Notes (0.1%)** | **Agency Bonds and Notes (0.1%)** | **Agency Bonds and Notes (0.1%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 3.125% | 6/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 3.125% | 9/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 2.500% | 12/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7856 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 3.250% | 6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp; 2014 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 2.875% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280 | &nbsp;&nbsp;&nbsp; 1217 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**24031** |
| **Conventional Mortgage-Backed Securities (27.2%)** | **Conventional Mortgage-Backed Securities (27.2%)** | **Conventional Mortgage-Backed Securities (27.2%)** | **Conventional Mortgage-Backed Securities (27.2%)** | **Conventional Mortgage-Backed Securities (27.2%)** |  |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae Pool | 3.000% | 3/1/43–3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;14172 | &nbsp;&nbsp;&nbsp; 12519 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae Pool | 3.500% | 4/1/44–2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;83589 | &nbsp;&nbsp;&nbsp; 76839 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae Pool | 5.000% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561 | &nbsp;&nbsp;&nbsp; 544 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 2.000% | 9/1/28–1/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2268 | &nbsp;&nbsp;&nbsp; 2069 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 2.500% | 1/1/43–3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1715 | &nbsp;&nbsp;&nbsp; 1506 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 3.000% | 8/1/32–8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;134700 | &nbsp;&nbsp;&nbsp; 120402 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 3.500% | 8/1/32–2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;94606 | &nbsp;&nbsp;&nbsp; 87430 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 4.000% | 7/1/29–12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;57209 | &nbsp;&nbsp;&nbsp; 54682 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 4.500% | 5/1/39–2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;27333 | &nbsp;&nbsp;&nbsp; 27028 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 5.000% | 7/1/39–2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3737 | &nbsp;&nbsp;&nbsp; 3861 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 5.500% | 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1596 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 6.000% | 6/1/37–3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 6.500% | 5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 7.000% | 5/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 2.500% | 1/15/43–6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 3.000% | 9/15/42–8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11235 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 3.500% | 1/15/42–6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16545 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 4.000% | 4/15/39–12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2399 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 4.500% | 2/15/39–12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12417 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 5.000% | 2/15/40–9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 5.500% | 3/15/40–2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 6.000% | 5/15/36–3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 2.000% | 11/20/50–8/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;373461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313396 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 2.500% | 3/20/43–1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;321143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270028 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 3.000% | 3/20/27–1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;393142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348902 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 3.500% | 6/20/42–1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;270092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252586 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 4.000% | 2/20/34–2/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;186464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178419 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 4.500% | 12/20/45–1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;162358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158984 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 5.000% | 4/20/40–1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81847 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 5.500% | 4/20/40–1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;229061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230279 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 6.000% | 2/20/41–10/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>3,5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 1.500% | 12/1/36–4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;270220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211756 |
| <sup>3,5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 2.000% | 5/1/28–1/25/53 | 1814368 | &nbsp;&nbsp;&nbsp;&nbsp;1501368 |
| <sup>3,5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 2.500% | 2/1/36–1/25/53 | 1323883 | &nbsp;&nbsp;&nbsp;&nbsp;1147417 |
| <sup>3,5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 3.000% | 7/1/32–2/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;112246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108056 |
| <sup>3,5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 3.500% | 11/1/31–1/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;286018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269154 |
| <sup>3,5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 4.000% | 5/1/32–1/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;497468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480644 |
| <sup>3,5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 4.500% | 1/25/38–1/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;442599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437532 |
| <sup>3,5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 5.000% | 6/1/39–1/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;426192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422979 |
| <sup>3,5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 5.500% | 12/1/38–2/25/53 | 1116630 | &nbsp;&nbsp;&nbsp;&nbsp;1124810 |
| <sup>3,5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 6.000% | 8/1/26–2/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;597360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607543 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 6.500% | 9/1/36–4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 7.000% | 10/1/37–9/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**8579596** |
| **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** |  |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac REMICS | 2.000% | 1/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5870 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae REMICS | 2.000% | 2/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7346 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**13216** |
| **Total U.S. Government and Agency Obligations (Cost $18,430,541)** | **Total U.S. Government and Agency Obligations (Cost $18,430,541)** | **Total U.S. Government and Agency Obligations (Cost $18,430,541)** | **Total U.S. Government and Agency Obligations (Cost $18,430,541)** | **Total U.S. Government and Agency Obligations (Cost $18,430,541)** | **17222259** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (11.8%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (11.8%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (11.8%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (11.8%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (11.8%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (11.8%)** |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Series 2019-3 | 1.930% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Series 2022-1 | 3.310% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;16420 | &nbsp;&nbsp;&nbsp; 15966 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Series 2022-1 | 3.450% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8070 | &nbsp;&nbsp;&nbsp; 7756 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Series 2022-3 | 5.070% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9890 | &nbsp;&nbsp;&nbsp; 9924 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Series 2022-3 | 5.070% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2970 | &nbsp;&nbsp;&nbsp; 2991 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Series 2022-2 | 3.390% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;34970 | &nbsp;&nbsp;&nbsp; 33947 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Series 2022-3 | 3.750% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;54080 | &nbsp;&nbsp;&nbsp; 52816 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Series 2022-4 | 4.950% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;13890 | &nbsp;&nbsp;&nbsp; 13986 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Series 2020-2 | 0.660% | 12/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493 | &nbsp;&nbsp;&nbsp; 491 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Series 2021-1 | 0.370% | 8/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9254 | &nbsp;&nbsp;&nbsp; 9052 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Series 2021-3 | 0.760% | 8/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;11490 | &nbsp;&nbsp;&nbsp; 10929 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Series 2022-1 | 2.450% | 11/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7680 | &nbsp;&nbsp;&nbsp; 7385 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust Series 2022-A | 3.120% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5960 | &nbsp;&nbsp;&nbsp; 5854 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust Series 2022-A | 3.430% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp; 3155 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Aventura Mall Trust Series 2018-AVM | 4.112% | 7/5/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp; 143 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BA Credit Card Trust Series 2021-A1 | 0.440% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7640 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BA Credit Card Trust Series 2022-A1 | 3.530% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16625 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BA Credit Card Trust Series 2022-A2 | 5.000% | 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14492 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BANK Series 2017-BNK4 | 3.625% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BANK Series 2017-BNK6 | 3.254% | 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4227 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BANK Series 2017-BNK6 | 3.518% | 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BANK Series 2017-BNK6 | 3.741% | 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BANK Series 2017-BNK7 | 3.175% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10526 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BANK Series 2017-BNK9 | 3.538% | 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3421 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BANK Series 2018-BNK10 | 3.641% | 2/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BANK Series 2018-BNK12 | 4.255% | 5/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BANK Series 2018-BNK14 | 4.185% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BANK Series 2018-BNK14 | 4.231% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BANK Series 2019-BNK17 | 3.623% | 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BANK Series 2019-BNK17 | 3.714% | 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4095 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BANK Series 2019-BNK19 | 3.183% | 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3445 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BANK Series 2019-BNK20 | 3.011% | 9/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6265 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BANK Series 2019-BNK23 | 2.846% | 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1722 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BANK Series 2019-BNK23 | 2.920% | 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10198 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BANK Series 2019-BNK24 | 2.960% | 11/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15281 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BANK Series 2020-BNK30 | 1.673% | 12/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4233 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BANK Series 2022-BNK40 | 3.394% | 3/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BANK Series 2022-BNK43 | 4.399% | 8/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9266 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 | 3.574% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Series 2019-C5 | 3.063% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11429 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2020-C6 | 2.639% | 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2138 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2022-C16 | 4.600% | 6/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5519 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2022-C17 | 4.441% | 9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5450 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BBCMS Trust Series 2021-C10 | 2.492% | 7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4732 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B1 | 3.666% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4070 | &nbsp;&nbsp;&nbsp; 3800 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B1 | 3.878% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp; 1224 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B2 | 3.882% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4440 | &nbsp;&nbsp;&nbsp; 4183 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B8 | 3.963% | 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp; 1027 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2019-B10 | 3.615% | 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp; 286 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2019-B15 | 2.859% | 12/15/72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp; 4759 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2019-B15 | 2.928% | 12/15/72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp; 5229 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-B19 | 1.745% | 9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7163 | &nbsp;&nbsp;&nbsp; 6057 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-B21 | 1.798% | 12/17/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp; 3721 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2022-B36 | 4.470% | 7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp; 10908 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust Series 2020-A | 0.620% | 4/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp; 2589 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust Series 2022-A | 3.440% | 12/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp; 11311 |
| <sup>5,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Brazos Higher Education Authority Inc. Series 2011-1, 3M USD LIBOR + 0.800% | 5.499% | 2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp; 115 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BX Trust Series 2019-OC11 | 3.202% | 12/9/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp; 4638 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Pacer Auto Receivables Trust Series 2019-1A | 2.960% | 6/19/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Pacer Auto Receivables Trust Series 2020-1A | 1.830% | 7/19/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Pacer Auto Receivables Trust Series 2020-1A | 1.890% | 3/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1787 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Pacer Auto Receivables Trust Series 2021-1A | 0.500% | 10/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14848 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Cantor Commercial Real Estate Lending Series 2019-CF3 | 3.006% | 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5090 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Series 2019-A3 | 2.060% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24664 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Series 2021-A3 | 1.040% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37087 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Series 2022-A1 | 2.800% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20695 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Series 2022-A2 | 3.490% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51652 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Series 2022-A3 | 4.950% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15249 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Series 2019-1 | 2.560% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2736 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Series 2021-1 | 0.770% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14374 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Series 2021-1 | 1.040% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9962 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Series 2022-2 | 3.660% | 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3322 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Series 2022-2 | 3.690% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1913 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CARDS II Trust Series 2021-1A | 0.602% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27302 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2019-3 | 2.300% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4907 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2019-4 | 2.130% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4668 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2020-3 | 0.770% | 3/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940 | &nbsp;&nbsp;&nbsp; 2786 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2021-2 | 0.520% | 2/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;13370 | &nbsp;&nbsp;&nbsp; 12869 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2021-2 | 0.810% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5340 | &nbsp;&nbsp;&nbsp; 4886 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2021-4 | 0.560% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;20680 | &nbsp;&nbsp;&nbsp; 19560 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2022-1 | 1.470% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;12840 | &nbsp;&nbsp;&nbsp; 12195 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2022-1 | 1.700% | 8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;10070 | &nbsp;&nbsp;&nbsp; 9154 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2022-2 | 3.490% | 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9660 | &nbsp;&nbsp;&nbsp; 9394 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2022-2 | 3.620% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp; 9234 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust Series 2020-P1 | 0.610% | 10/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp; 2457 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust Series 2021-P3 | 0.700% | 11/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;17410 | &nbsp;&nbsp;&nbsp; 16207 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust Series 2021-P3 | 1.030% | 6/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8360 | &nbsp;&nbsp;&nbsp; 7262 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust Series 2022-P1 | 3.350% | 2/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp; 6244 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CCUBS Commercial Mortgage Trust Series 2017-C1 | 3.283% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp; 4560 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2016-CD1 | 2.459% | 8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;15263 | &nbsp;&nbsp;&nbsp; 14107 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2016-CD1 | 2.926% | 8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1204 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2017-CD4 | 3.514% | 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2017-CD5 | 3.684% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2017-CD6 | 3.456% | 11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2017-CD6 | 3.709% | 11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2987 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2018-CD7 | 4.013% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2525 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2018-CD7 | 4.279% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5014 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Series 2016-C4 | 3.283% | 5/10/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3128 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Chesapeake Funding II LLC Series 2019-2A | 1.950% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Chesapeake Funding II LLC Series 2020-1A | 0.870% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3857 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2014-GC19 | 3.753% | 3/11/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2014-GC21 | 3.855% | 5/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14593 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2014-GC23 | 3.863% | 7/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2014-GC25 | 3.635% | 10/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14435 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2015-GC31 | 3.762% | 6/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2015-GC35 | 3.549% | 11/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10810 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2016-GC37 | 3.314% | 4/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3738 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2017-P8 | 3.203% | 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4142 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2017-P8 | 3.789% | 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2018-C5 | 4.228% | 6/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2019-C7 | 2.860% | 12/15/72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp; 5110 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2019-C7 | 3.042% | 12/15/72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8630 | &nbsp;&nbsp;&nbsp; 7725 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2019-C7 | 3.102% | 12/15/72 | &nbsp;&nbsp;&nbsp;&nbsp;15500 | &nbsp;&nbsp;&nbsp; 13326 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CNH Equipment Trust Series 2020-A | 1.510% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp;&nbsp; 1948 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CNH Equipment Trust Series 2022-A | 2.940% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3040 | &nbsp;&nbsp;&nbsp; 2910 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CNH Equipment Trust Series 2022-A | 3.030% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2610 | &nbsp;&nbsp;&nbsp; 2437 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CNH Equipment Trust Series 2022-B | 3.890% | 8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6870 | &nbsp;&nbsp;&nbsp; 6619 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CNH Equipment Trust Series 2022-B | 3.910% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp; 2106 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2013-CR9 | 4.266% | 7/10/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1428 | &nbsp;&nbsp;&nbsp; 1419 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2013-CR9 | 4.289% | 7/10/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2331 | &nbsp;&nbsp;&nbsp; 2300 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2013-CR12 | 3.765% | 10/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp; 336 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2013-CR13 | 4.194% | 11/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp; 4143 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR14 | 3.955% | 2/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp; 3937 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR17 | 3.977% | 5/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp; 14604 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR17 | 4.174% | 5/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR18 | 3.828% | 7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3953 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-CR24 | 3.432% | 8/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1564 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-CR24 | 3.696% | 8/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2770 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-CR25 | 3.759% | 8/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1756 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-CR27 | 3.612% | 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3229 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2019-GC44 | 2.873% | 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1859 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2019-GC44 | 2.950% | 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8507 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2015-C4 | 3.808% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2016-C7 | 3.210% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3042 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2016-C7 | 3.502% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2515 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2017-C8 | 3.392% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7807 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2019-C18 | 2.968% | 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14715 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2020-C19 | 2.561% | 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3721 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Series 2016-C3 | 2.632% | 8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8346 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Series 2020-2 | 0.570% | 10/23/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4898 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust Series 2021-A2 | 1.030% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8528 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust Series 2022-A2 | 3.320% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49255 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust Series 2022-A3 | 3.560% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61187 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust Series 2022-A4 | 5.030% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;15970 | &nbsp;&nbsp;&nbsp; 16124 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DLLAA LLC Series 2021-1A | 0.670% | 4/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp; 11463 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DLLAD LLC Series 2021-1A | 0.640% | 9/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp; 9598 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DLLMT LLC Series 2021-1A | 1.000% | 7/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;10410 | &nbsp;&nbsp;&nbsp; 9920 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DLLMT LLC Series 2021-1A | 1.240% | 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6940 | &nbsp;&nbsp;&nbsp; 6386 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DLLST LLC Series 2022-1A | 3.690% | 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1470 | &nbsp;&nbsp;&nbsp; 1408 |
| <sup>5,7,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Edsouth Indenture No. 9 LLC Series 2015-1, 1M USD LIBOR + 0.800% | 5.189% | 10/25/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 | &nbsp;&nbsp;&nbsp; 141 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Series 2019-3 | 2.060% | 5/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357 | &nbsp;&nbsp;&nbsp; 356 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Series 2020-2 | 0.610% | 7/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4191 | &nbsp;&nbsp;&nbsp; 4087 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Series 2021-2 | 0.480% | 5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5880 | &nbsp;&nbsp;&nbsp; 5628 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Series 2021-3 | 0.770% | 8/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;11494 | &nbsp;&nbsp;&nbsp; 10988 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Series 2022-1 | 3.030% | 1/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;11803 | &nbsp;&nbsp;&nbsp; 11499 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Evergreen Credit Card Trust Series 2021-1 | 0.900% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;20590 | &nbsp;&nbsp;&nbsp; 19112 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Series 2022-A | 3.370% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6290 | &nbsp;&nbsp;&nbsp; 6105 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2019-1 | 3.520% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12952 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2019-A | 2.850% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8020 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2020-1 | 2.040% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8727 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2020-A | 1.350% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2174 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2020-C | 0.510% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9654 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2022-1 | 3.880% | 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19560 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2022-A | 1.290% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8029 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2022-A | 1.560% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8927 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2022-B | 3.740% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29610 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2022-B | 3.930% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11557 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2022-D | 5.300% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7406 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust A Series 2018-4 | 4.060% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2794 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust A Series 2020-1 | 0.700% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9213 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust A Series 2020-2 | 1.060% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11839 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GCAT Trust Series 2022-INV1 | 3.000% | 12/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;152145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125710 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GCAT Trust Series 2022-INV3 | 4.000% | 8/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34762 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GCAT Trust Series 2022-INV3 | 4.500% | 8/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23761 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2020-3 | 0.510% | 10/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1445 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2021-2 | 0.410% | 5/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3688 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2022-2 | 3.540% | 5/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6168 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2019-2 | 2.710% | 8/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4338 | &nbsp;&nbsp;&nbsp; 4330 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2019-4 | 1.760% | 1/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3710 | &nbsp;&nbsp;&nbsp; 3663 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2020-3 | 0.580% | 1/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp; 4255 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2021-1 | 0.540% | 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5840 | &nbsp;&nbsp;&nbsp; 5390 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2021-2 | 0.820% | 10/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6480 | &nbsp;&nbsp;&nbsp; 5980 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2021-3 | 0.730% | 8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;10650 | &nbsp;&nbsp;&nbsp; 9640 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2021-4 | 0.680% | 9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;12410 | &nbsp;&nbsp;&nbsp; 11685 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2021-4 | 0.990% | 10/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp; 9100 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2022-1 | 1.510% | 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6980 | &nbsp;&nbsp;&nbsp; 6332 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2022-2 | 3.100% | 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9690 | &nbsp;&nbsp;&nbsp; 9397 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2022-2 | 3.250% | 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9090 | &nbsp;&nbsp;&nbsp; 8668 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2022-4 | 4.880% | 8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;15780 | &nbsp;&nbsp;&nbsp; 15717 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Series 2019-2 | 2.900% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;12600 | &nbsp;&nbsp;&nbsp; 12186 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Series 2020-1 | 0.680% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5520 | &nbsp;&nbsp;&nbsp; 5361 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Series 2020-2 | 0.690% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5447 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Golden Credit Card Trust Series 2021-1A | 1.140% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20421 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GreatAmerica Leasing Receivables Funding LLC Series 2020-1 | 1.760% | 8/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1674 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Corp. II Series 2018-GS10 | 4.155% | 7/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2013-GC12 | 3.135% | 6/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1046 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2014-GC24 | 3.931% | 9/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2014-GC24 | 4.162% | 9/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2015-GC30 | 3.382% | 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2015-GC34 | 3.244% | 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7114 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2015-GC34 | 3.506% | 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1619 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2015-GS1 | 3.470% | 11/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5011 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2016-GS3 | 2.850% | 10/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2019-GC38 | 3.968% | 2/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2390 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2019-GC40 | 3.160% | 7/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2020-GC45 | 2.843% | 2/13/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5030 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2020-GSA2 | 2.012% | 12/12/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7487 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Trust Series 2021-PJ7 | 2.500% | 1/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;21458 | &nbsp;&nbsp;&nbsp; 17093 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Trust Series 2022-PJ3 | 3.000% | 8/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4979 | &nbsp;&nbsp;&nbsp; 4114 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Trust Series 2022-PJ6 | 3.000% | 1/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;150664 | &nbsp;&nbsp;&nbsp; 124486 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Series 2019-A | 2.390% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1468 | &nbsp;&nbsp;&nbsp; 1467 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Series 2020-A | 1.870% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp; 469 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Series 2020-A | 1.930% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp; 1971 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Series 2021-A | 0.370% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5201 | &nbsp;&nbsp;&nbsp; 5083 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Series 2021-B | 0.560% | 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;16125 | &nbsp;&nbsp;&nbsp; 15558 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Series 2022-A | 3.060% | 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;15220 | &nbsp;&nbsp;&nbsp; 14795 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Series 2022-A | 3.260% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5340 | &nbsp;&nbsp;&nbsp; 5060 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hertz Vehicle Financing III LLC Series 2022-1A | 1.990% | 6/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp; 7186 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hertz Vehicle Financing III LLC Series 2022-3A | 3.370% | 3/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp; 4630 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hertz Vehicle Financing III LP Series 2021-2A | 1.680% | 12/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;11710 | &nbsp;&nbsp;&nbsp; 10157 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2020-2 | 1.090% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp; 4163 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2020-3 | 0.460% | 4/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5053 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2021-2 | 0.550% | 8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7105 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2021-3 | 0.600% | 12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8923 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2021-4 | 0.880% | 1/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12214 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2021-4 | 1.140% | 6/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6896 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2022-2 | 3.730% | 7/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5133 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2022-2 | 3.760% | 12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1178 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Series 2022-2A | 3.760% | 9/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12712 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hudson Yards Mortgage Trust Series 2019-30HY | 3.228% | 7/10/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4449 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Series 2020-B | 0.580% | 6/17/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2483 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Series 2021-A | 0.420% | 12/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3434 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Series 2021-B | 0.330% | 6/17/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3999 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Series 2022-A | 1.320% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13985 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Series 2022-B | 3.500% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20109 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2019-A | 2.710% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2019-B | 2.000% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5091 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2020-A | 1.720% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9054 |

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------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2020-B | 0.620% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp; 4837 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2021-A | 0.620% | 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;12470 | &nbsp;&nbsp;&nbsp; 11443 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2021-B | 0.600% | 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;16090 | &nbsp;&nbsp;&nbsp; 14587 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2021-C | 0.740% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7170 | &nbsp;&nbsp;&nbsp; 6756 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2021-C | 1.030% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7710 | &nbsp;&nbsp;&nbsp; 6974 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2022-A | 2.350% | 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp; 3480 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;John Deere Owner Trust Series 2020-B | 0.510% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3478 | &nbsp;&nbsp;&nbsp; 3424 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;John Deere Owner Trust Series 2020-B | 0.720% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2410 | &nbsp;&nbsp;&nbsp; 2291 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;John Deere Owner Trust Series 2022-A | 2.490% | 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp; 6378 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C13 | 3.994% | 1/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1852 | &nbsp;&nbsp;&nbsp; 1842 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 3.881% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp; 87 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 | 2.960% | 4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2265 | &nbsp;&nbsp;&nbsp; 2252 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | 2.870% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp; 1389 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust Series 2021-6 | 2.500% | 10/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;13922 | &nbsp;&nbsp;&nbsp; 11107 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust Series 2021-15 | 3.000% | 6/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;131930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109997 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust Series 2021-INV4 | 3.000% | 1/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6007 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust Series 2021-INV6 | 3.000% | 4/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5865 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust Series 2022-1 | 3.000% | 7/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30273 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust Series 2022-4 | 3.000% | 10/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8252 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust Series 2022-INV1 | 3.000% | 3/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;127747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106509 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2013-C12 | 3.363% | 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2013-C12 | 3.664% | 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3111 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2013-C12 | 4.052% | 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1451 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.199% | 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4170 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.079% | 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3841 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.439% | 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.493% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 3.639% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1099 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.494% | 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14364 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C27 | 3.179% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C31 | 3.801% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 | &nbsp;&nbsp;&nbsp; 207 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | 3.329% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6856 | &nbsp;&nbsp;&nbsp; 6610 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | 3.598% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3489 | &nbsp;&nbsp;&nbsp; 3291 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2016-C4 | 3.141% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp; 365 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | 3.409% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp; 331 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | 3.713% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3720 | &nbsp;&nbsp;&nbsp; 3324 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | 4.211% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp; 56 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Kubota Credit Owner Trust Series 2020-1A | 1.960% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2024 | &nbsp;&nbsp;&nbsp; 2011 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Kubota Credit Owner Trust Series 2020-2A | 0.590% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6713 | &nbsp;&nbsp;&nbsp; 6568 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Kubota Credit Owner Trust Series 2020-2A | 0.730% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp; 2836 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Kubota Credit Owner Trust Series 2022-1A | 2.670% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;16940 | &nbsp;&nbsp;&nbsp; 16055 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Kubota Credit Owner Trust Series 2022-1A | 2.780% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9680 | &nbsp;&nbsp;&nbsp; 9029 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Master Credit Card Trust Series 2021-1A | 0.530% | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;27400 | &nbsp;&nbsp;&nbsp; 25736 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Master Credit Card Trust II Series 2022-1A | 1.660% | 7/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;22370 | &nbsp;&nbsp;&nbsp; 20909 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mello Mortgage Capital Acceptance Series 2021-INV1 | 2.500% | 6/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13611 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mello Mortgage Capital Acceptance Series 2021-MTG2 | 2.500% | 6/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5815 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Series 2020-B | 0.500% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2697 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust Series 2021-1 | 0.460% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14513 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust Series 2022-1 | 5.250% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22194 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;MMAF Equipment Finance LLC Series 2017-AA | 2.680% | 7/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;MMAF Equipment Finance LLC Series 2018-A | 3.390% | 1/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1243 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;MMAF Equipment Finance LLC Series 2018-A | 3.610% | 3/10/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;MMAF Equipment Finance LLC Series 2019-A | 3.080% | 11/12/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4247 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;MMAF Equipment Finance LLC Series 2020-BA | 0.850% | 4/14/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4351 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C13 | 4.039% | 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C14 | 4.384% | 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C15 | 3.773% | 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C15 | 4.051% | 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2745 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 4.094% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C20 | 3.249% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 | 3.451% | 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8939 | &nbsp;&nbsp;&nbsp; 8473 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 | 3.719% | 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7440 | &nbsp;&nbsp;&nbsp; 7051 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C24 | 3.479% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9392 | &nbsp;&nbsp;&nbsp; 8918 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 | 3.372% | 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp; 2373 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 | 3.635% | 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1648 | &nbsp;&nbsp;&nbsp; 1564 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 | 3.473% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9793 | &nbsp;&nbsp;&nbsp; 9409 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C29 | 3.325% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2055 | &nbsp;&nbsp;&nbsp; 1909 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | 3.459% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5311 | &nbsp;&nbsp;&nbsp; 4966 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | 3.720% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2663 | &nbsp;&nbsp;&nbsp; 2467 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Series 2017-HR2 | 3.509% | 12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1255 | &nbsp;&nbsp;&nbsp; 1200 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2015-MS1 | 3.510% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9460 | &nbsp;&nbsp;&nbsp; 9071 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2015-UBS8 | 3.809% | 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7386 | &nbsp;&nbsp;&nbsp; 6944 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2016-UB11 | 2.782% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487 | &nbsp;&nbsp;&nbsp; 440 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2016-UBS9 | 3.594% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5373 | &nbsp;&nbsp;&nbsp; 5058 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2019-L3 | 3.127% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11831 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2021-L6 | 2.444% | 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2078 |
| <sup>5,7,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Navient Student Loan Trust Series 2016-6A, 1M USD LIBOR + 0.750% | 5.139% | 3/25/66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust Series 2021-INV2 | 3.000% | 9/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32748 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Series 2020-B | 0.490% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3406 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Series 2019-B | 2.540% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Series 2020-A | 1.700% | 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6631 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Series 2020-B | 0.710% | 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3124 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;OBX Trust Series 2022-INV5 | 4.000% | 10/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25901 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;OBX Trust Series 2022-J2 | 3.000% | 8/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69360 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;OBX Trust Series 2022-J2 | 3.500% | 8/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;125610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108005 |
| <sup>5,7,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Pepper Residential Securities Trust Series 21A, 1M USD LIBOR + 0.880% | 5.206% | 1/16/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>5,7,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Pepper Residential Securities Trust No. 22 Series 22A, 1M USD LIBOR + 1.000% | 5.353% | 6/20/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951 |
| <sup>5,7,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Pepper Residential Securities Trust No. 23 Series 23A, 1M USD LIBOR + 0.950% | 5.289% | 8/18/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 |
| <sup>5,7,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;PHEAA Student Loan Trust Series 2016-2A, 1M USD LIBOR + 0.950% | 5.339% | 11/25/65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1638 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Progress Residential Trust Series 2022-SFR3 | 3.200% | 4/17/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3980 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Progress Residential Trust Series 2022-SFR5 | 4.451% | 6/17/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5086 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;RCKT Mortgage Trust Series 2021-3 | 2.500% | 7/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;20364 | &nbsp;&nbsp;&nbsp; 16222 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;RCKT Mortgage Trust Series 2022-4 | 3.500% | 6/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;71993 | &nbsp;&nbsp;&nbsp; 61903 |
| <sup>5,7,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;RESIMAC Bastille Trust Series 2018-1NCA, 1M USD LIBOR + 0.850% | 5.022% | 12/5/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp; 73 |
| <sup>5,7,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;RESIMAC MBS Trust Series 2018-2A, 1M USD LIBOR + 0.850% | 5.124% | 4/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367 | &nbsp;&nbsp;&nbsp; 366 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;RESIMAC Premier Series 2020-1A | 1.274% | 2/7/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp; 909 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2022-2 | 2.980% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;13960 | &nbsp;&nbsp;&nbsp; 13684 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2022-3 | 3.400% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;11990 | &nbsp;&nbsp;&nbsp; 11783 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2022-5 | 4.110% | 8/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;17450 | &nbsp;&nbsp;&nbsp; 17086 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2022-6 | 4.490% | 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;11890 | &nbsp;&nbsp;&nbsp; 11654 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Santander Retail Auto Lease Trust Series 2020-B | 0.650% | 12/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp; 4437 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Santander Retail Auto Lease Trust Series 2021-B | 0.510% | 8/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;10810 | &nbsp;&nbsp;&nbsp; 10460 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Santander Retail Auto Lease Trust Series 2021-B | 0.540% | 6/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5540 | &nbsp;&nbsp;&nbsp; 5237 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Santander Retail Auto Lease Trust Series 2021-C | 0.590% | 3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;10220 | &nbsp;&nbsp;&nbsp; 9656 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Santander Retail Auto Lease Trust Series 2022-B | 3.280% | 11/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;22080 | &nbsp;&nbsp;&nbsp; 21455 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Santander Retail Auto Lease Trust Series 2022-B | 3.330% | 10/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11101 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust Series 2021-3 | 2.500% | 5/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10120 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust Series 2016-A | 2.700% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust Series 2017-B | 2.820% | 10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust Series 2018-B | 3.600% | 1/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust Series 2018-C | 3.630% | 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SoFi Professional Loan Program LLC Series 2017-A | 2.400% | 3/26/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SoFi Professional Loan Program LLC Series 2017-B | 2.740% | 5/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SoFi Professional Loan Program LLC Series 2017-D | 2.650% | 9/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SoFi Professional Loan Program LLC Series 2017-E | 2.720% | 11/26/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SoFi Professional Loan Program LLC Series 2017-F | 2.840% | 1/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC Series 2022-A1 | 3.370% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22560 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC Series 2022-A2 | 3.860% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25398 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Tesla Auto Lease Trust Series 2020-A | 0.680% | 12/20/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Tesla Auto Lease Trust Series 2020-A | 0.780% | 12/20/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Tesla Auto Lease Trust Series 2021-B | 0.600% | 9/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12533 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Tesla Auto Lease Trust Series 2021-B | 0.630% | 9/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6401 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;T-Mobile US Trust Series 2022-1A | 4.910% | 5/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17355 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Auto Loan Extended Note Trust Series 2019-1A | 2.560% | 11/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Auto Loan Extended Note Trust Series 2020-1A | 1.350% | 5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7853 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Auto Loan Extended Note Trust Series 2021-1A | 1.070% | 2/27/34 | &nbsp;&nbsp;&nbsp;&nbsp;23810 | &nbsp;&nbsp;&nbsp; 21116 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Auto Loan Extended Note Trust Series 2022-1A | 3.820% | 4/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;24670 | &nbsp;&nbsp;&nbsp; 23171 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2019-A | 3.000% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1948 | &nbsp;&nbsp;&nbsp; 1945 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2020-A | 1.680% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp; 6418 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2020-B | 1.660% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4570 | &nbsp;&nbsp;&nbsp; 4415 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2020-C | 0.570% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp; 4452 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2021-C | 0.430% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;25380 | &nbsp;&nbsp;&nbsp; 24070 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2021-C | 0.720% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;19620 | &nbsp;&nbsp;&nbsp; 17677 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2021-D | 1.020% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7930 | &nbsp;&nbsp;&nbsp; 7125 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2022-A | 1.540% | 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9540 | &nbsp;&nbsp;&nbsp; 8727 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2022-B | 2.930% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;17970 | &nbsp;&nbsp;&nbsp; 17385 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2022-B | 3.110% | 8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7990 | &nbsp;&nbsp;&nbsp; 7554 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2022-C | 3.760% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp; 5245 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2022-C | 3.770% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2630 | &nbsp;&nbsp;&nbsp; 2544 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2022-D | 5.430% | 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9600 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Trafigura Securitisation Finance plc Series 2021-1A | 1.080% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10575 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2017-C7 | 3.418% | 12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3155 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2019-C16 | 3.460% | 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UBS-BAMLL Trust Series 2012-WRM | 3.663% | 6/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UBS-Barclays Commercial Mortgage Trust Series 2013-C6 | 3.469% | 4/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UWM Mortgage Trust Series 2021-INV3 | 2.500% | 11/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16800 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Master Trust Series 2021-1 | 0.500% | 5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28301 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Master Trust Series 2021-2 | 0.990% | 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14902 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Master Trust Series 2022-2 | 1.530% | 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Master Trust Series 2022-6 | 3.670% | 1/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3227 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Master Trust Series 2022-7 | 5.230% | 11/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12706 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Series 2020-1 | 1.260% | 8/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3280 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Series 2021-1 | 1.020% | 6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18782 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Series 2021-1 | 1.260% | 10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11676 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Volvo Financial Equipment LLC Series 2020-1A | 0.510% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6589 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Volvo Financial Equipment LLC Series 2020-1A | 0.600% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2165 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-C29 | 3.637% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3039 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-C30 | 3.664% | 9/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2260 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-C32 | 3.560% | 1/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2005 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-C37 | 3.525% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1310 | &nbsp;&nbsp;&nbsp; 1226 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2017-C38 | 3.453% | 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp; 1185 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.317% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp; 2916 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.581% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3040 | &nbsp;&nbsp;&nbsp; 2812 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2017-C41 | 3.472% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3160 | &nbsp;&nbsp;&nbsp; 2905 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2017-C42 | 3.589% | 12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4890 | &nbsp;&nbsp;&nbsp; 4493 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2017-RC1 | 3.631% | 1/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 | &nbsp;&nbsp;&nbsp; 369 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2018-C44 | 4.212% | 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp; 4211 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2018-C46 | 4.152% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp; 1031 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2018-C47 | 4.442% | 9/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp; 831 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2018-C48 | 4.245% | 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp; 947 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2019-C49 | 3.933% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp; 295 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2020-C58 | 1.849% | 7/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp; 2397 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C15 | 4.153% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp; 251 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C21 | 3.410% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C21 | 3.678% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14472 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C24 | 3.607% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2105 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-LC14 | 3.766% | 3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1676 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-LC14 | 4.045% | 3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2543 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wheels Fleet Lease Funding LLC Series 2022-1A | 2.470% | 10/18/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4302 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wheels SPV 2 LLC Series 2020-1A | 0.510% | 8/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wheels SPV 2 LLC Series 2020-1A | 0.620% | 8/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1634 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2019-A | 3.220% | 6/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4341 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2020-B | 0.820% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7153 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2020-C | 0.610% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5019 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2021-C | 0.440% | 8/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13367 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2021-D | 0.810% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15060 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2021-D | 1.100% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10397 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2022-A | 1.900% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8662 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2022-B | 3.440% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7226 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2022-C | 3.660% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2322 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2022-C | 3.680% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670 | &nbsp;&nbsp;&nbsp; 1600 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2022-D | 5.700% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6940 | &nbsp;&nbsp;&nbsp; 7141 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust Series 2021-A | 0.420% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6960 | &nbsp;&nbsp;&nbsp; 6768 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust Series 2021-A | 0.500% | 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8340 | &nbsp;&nbsp;&nbsp; 7932 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust Series 2022-A | 3.210% | 2/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3080 | &nbsp;&nbsp;&nbsp; 2999 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust Series 2022-A | 3.340% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp; 1769 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $4,024,132)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $4,024,132)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $4,024,132)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $4,024,132)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $4,024,132)** | &nbsp;&nbsp;**3726155** |
| **Corporate Bonds (23.5%)** | **Corporate Bonds (23.5%)** | **Corporate Bonds (23.5%)** | **Corporate Bonds (23.5%)** | **Corporate Bonds (23.5%)** | **Corporate Bonds (23.5%)** |
| **Communications (0.8%)** | **Communications (0.8%)** | **Communications (0.8%)** | **Communications (0.8%)** | **Communications (0.8%)** | **Communications (0.8%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 3.375% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp; 14550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 3.375% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp; 14469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 3.950% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;12400 | &nbsp;&nbsp;&nbsp; 12139 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 0.000% | 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;13316 | &nbsp;&nbsp;&nbsp; 12438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 3.150% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;28825 | &nbsp;&nbsp;&nbsp; 26638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 4.150% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 2.650% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 3.400% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 1.950% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meta Platforms Inc. | 3.500% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meta Platforms Inc. | 3.850% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18787 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;NTT Finance Corp. | 1.162% | 4/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30653 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;NTT Finance Corp. | 2.065% | 4/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3466 |
| <sup>5,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Sky Ltd. | 2.500% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 3.000% | 2/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.375% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2080 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**248667** |
| **Consumer Discretionary (1.1%)** | **Consumer Discretionary (1.1%)** | **Consumer Discretionary (1.1%)** | **Consumer Discretionary (1.1%)** | **Consumer Discretionary (1.1%)** | **Consumer Discretionary (1.1%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.150% | 8/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazon.com Inc. | 1.650% | 5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.650% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazon.com Inc. | 1.500% | 6/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.600% | 4/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.700% | 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36218 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 0.550% | 7/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8186 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 2.150% | 9/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8352 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 2.350% | 1/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22719 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 1.800% | 1/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 1.500% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.900% | 12/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.950% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.700% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 1.875% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.250% | 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TJX Cos. Inc. | 2.250% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TJX Cos. Inc. | 3.875% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9322 |
| <sup>5,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Finance Australia Ltd. | 0.064% | 1/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7594 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.000% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13455 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 1.125% | 6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35392 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 1.150% | 8/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12788 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 4.550% | 9/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31192 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.650% | 1/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp; 18800 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Yale University | 1.482% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp; 4794 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**352977** |
| **Consumer Staples (1.1%)** | **Consumer Staples (1.1%)** | **Consumer Staples (1.1%)** | **Consumer Staples (1.1%)** | **Consumer Staples (1.1%)** | **Consumer Staples (1.1%)** |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CK Hutchison Europe Finance 18 Ltd. | 1.250% | 4/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9760 | &nbsp;&nbsp;&nbsp; 9788 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Co. | 1.875% | 9/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp; 5390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Co. | 3.375% | 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp; 11513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Co. | 1.000% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6717 | &nbsp;&nbsp;&nbsp; 5627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Co. | 1.375% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp; 3913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 3.100% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;15640 | &nbsp;&nbsp;&nbsp; 15137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 3.100% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;13620 | &nbsp;&nbsp;&nbsp; 12902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 3.250% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;22460 | &nbsp;&nbsp;&nbsp; 20322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Costco Wholesale Corp. | 1.600% | 4/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;42322 | &nbsp;&nbsp;&nbsp; 34628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 2.375% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp; 4078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hershey Co. | 2.450% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hershey Co. | 1.700% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 2.650% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 1.050% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 3.100% | 3/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.850% | 2/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6348 |
| <sup>5,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.625% | 4/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.600% | 2/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.625% | 7/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.750% | 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 1.625% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 1.950% | 10/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.900% | 7/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 1.500% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.000% | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 3.125% | 8/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.125% | 11/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 3.375% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.625% | 11/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.750% | 11/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18084 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Reckitt Benckiser Treasury Services plc | 2.750% | 6/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Reckitt Benckiser Treasury Services plc | 3.000% | 6/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Target Corp. | 3.375% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Target Corp. | 2.350% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Target Corp. | 2.650% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 2.125% | 9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17791 |
| <sup>5,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Unilever Finance Netherlands BV | 1.250% | 3/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7779 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**338873** |
| **Energy (1.0%)** | **Energy (1.0%)** | **Energy (1.0%)** | **Energy (1.0%)** | **Energy (1.0%)** | **Energy (1.0%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.796% | 9/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.410% | 2/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14898 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.119% | 5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18460 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.017% | 1/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 4.234% | 11/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 1.749% | 8/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets plc | 3.279% | 9/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets plc | 3.723% | 11/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chevron Corp. | 1.554% | 5/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chevron Corp. | 2.954% | 5/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chevron Corp. | 1.995% | 5/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chevron Corp. | 2.236% | 5/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chevron USA Inc. | 3.850% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5668 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CNPC General Capital Ltd. | 3.400% | 4/16/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 0.142% | 6/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp; 7963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 2.992% | 3/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;26140 | &nbsp;&nbsp;&nbsp; 25198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 3.043% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp; 5036 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd. | 2.625% | 3/31/36 | &nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp; 17691 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Harvest Operations Corp. | 4.200% | 6/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp; 7972 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Harvest Operations Corp. | 1.000% | 4/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp; 13214 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Petronas Capital Ltd. | 3.500% | 4/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1993 | &nbsp;&nbsp;&nbsp; 1821 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Petronas Capital Ltd. | 3.500% | 4/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp; 6154 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Petronas Energy Canada Ltd. | 2.112% | 3/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;13860 | &nbsp;&nbsp;&nbsp; 12064 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SA Global Sukuk Ltd. | 0.946% | 6/17/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8084 | &nbsp;&nbsp;&nbsp; 7600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schlumberger Finance Canada Ltd. | 1.400% | 9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp; 3987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.250% | 5/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;24880 | &nbsp;&nbsp;&nbsp; 24114 |
| <sup>5,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance BV | 2.500% | 3/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6883 | &nbsp;&nbsp;&nbsp; 7143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.875% | 11/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2135 | &nbsp;&nbsp;&nbsp; 2055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance BV | 2.375% | 11/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance BV | 2.750% | 4/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 2.434% | 1/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 3.455% | 2/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 2.829% | 1/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9099 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**306253** |
| **Financials (13.2%)** | **Financials (13.2%)** | **Financials (13.2%)** | **Financials (13.2%)** | **Financials (13.2%)** | **Financials (13.2%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aflac Inc. | 1.125% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Express Co. | 3.700% | 8/3/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Express Co. | 3.400% | 2/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Express Co. | 3.375% | 5/3/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Express Co. | 3.000% | 10/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Express Co. | 2.250% | 3/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Express Co. | 2.550% | 3/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Express Co. | 5.850% | 11/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Express Co. | 4.050% | 5/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Express Co. | 4.420% | 8/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | 3.000% | 4/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28742 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Athene Global Funding | 0.914% | 8/19/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander SA | 4.379% | 4/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2428 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.125% | 1/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9911 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.550% | 3/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;102080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101699 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.864% | 7/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.843% | 2/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20116 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.458% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 0.976% | 4/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18453 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.875% | 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9329 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 0.981% | 9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12609 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.366% | 1/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42674 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.015% | 2/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9272 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.384% | 4/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45161 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.500% | 4/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3818 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.319% | 6/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.827% | 7/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33718 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.559% | 4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.734% | 7/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24543 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.824% | 1/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.551% | 2/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12726 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.705% | 4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.376% | 4/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.948% | 7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 6.204% | 11/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8760 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.419% | 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31675 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.970% | 3/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2769 |

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.087% | 6/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;23300 | &nbsp;&nbsp;&nbsp; 19599 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.974% | 2/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp; 1780 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.194% | 7/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;23795 | &nbsp;&nbsp;&nbsp; 20479 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.884% | 10/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;17816 | &nbsp;&nbsp;&nbsp; 14966 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.496% | 2/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp; 61 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.592% | 4/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp; 6118 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.898% | 7/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;19543 | &nbsp;&nbsp;&nbsp; 15026 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.922% | 10/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp; 3817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.687% | 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;13800 | &nbsp;&nbsp;&nbsp; 11041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.299% | 7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;25200 | &nbsp;&nbsp;&nbsp; 19400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.571% | 4/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp; 11087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 5.015% | 7/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;30330 | &nbsp;&nbsp;&nbsp; 28777 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal | 3.300% | 2/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;20216 | &nbsp;&nbsp;&nbsp; 19839 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal | 0.625% | 7/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;17014 | &nbsp;&nbsp;&nbsp; 15898 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal | 1.250% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10094 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal | 4.700% | 9/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11879 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 1.600% | 4/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 4.414% | 7/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14192 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 2.450% | 8/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2599 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.250% | 5/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19831 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.442% | 2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 5.802% | 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 4.596% | 7/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 5.834% | 10/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 0.400% | 9/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 2.200% | 2/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 3.450% | 4/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 1.050% | 3/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 1.350% | 6/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 2.700% | 8/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 1.300% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 1.950% | 2/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 2.150% | 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 2.450% | 2/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 2.875% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9282 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc. | 0.000% | 3/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7529 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc. | 1.125% | 3/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BlackRock Inc. | 3.250% | 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BlackRock Inc. | 2.400% | 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BlackRock Inc. | 1.900% | 1/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 3.300% | 4/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 1.250% | 6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cboe Global Markets Inc. | 1.625% | 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cboe Global Markets Inc. | 3.000% | 3/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.625% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 0.900% | 3/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.200% | 3/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 2.450% | 3/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.300% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.200% | 1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 4.000% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.250% | 5/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 4.625% | 3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 2.900% | 3/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 3.350% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 3.150% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 3.350% | 5/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 1.375% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15488 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 1.678% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;38445 | &nbsp;&nbsp;&nbsp; 37900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 0.981% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;10415 | &nbsp;&nbsp;&nbsp; 9750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 1.281% | 11/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp; 3040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.014% | 1/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp; 4908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.200% | 10/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3310 | &nbsp;&nbsp;&nbsp; 3068 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.666% | 1/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8380 | &nbsp;&nbsp;&nbsp; 6875 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.572% | 6/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp; 4044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.785% | 3/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp; 1372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.910% | 5/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp; 2906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CME Group Inc. | 2.650% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;15300 | &nbsp;&nbsp;&nbsp; 12831 |
| <sup>5,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 0.625% | 2/27/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp; 7579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 3.875% | 8/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2485 | &nbsp;&nbsp;&nbsp; 2442 |
| <sup>5,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Credit Suisse AG | 1.500% | 4/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp; 7024 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Danske Bank A/S | 1.549% | 9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2846 | &nbsp;&nbsp;&nbsp; 2434 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DNB Bank ASA | 1.535% | 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8704 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;First Republic Bank | 1.912% | 2/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Resources Inc. | 1.600% | 10/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.625% | 1/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.200% | 2/23/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 0.673% | 3/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.000% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 0.925% | 10/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.500% | 1/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.750% | 5/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8287 |
| <sup>5,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.875% | 6/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 1.162% | 11/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10086 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 3.803% | 3/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.300% | 3/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.999% | 3/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7509 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 1.645% | 4/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 3.900% | 5/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3481 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.099% | 6/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20717 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.292% | 9/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 1.589% | 5/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.251% | 11/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.755% | 6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5208 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.013% | 9/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 7.390% | 11/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11382 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.583% | 6/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.206% | 8/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.950% | 3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9552 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 3.973% | 5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4370 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.357% | 8/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.804% | 5/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.871% | 11/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 5.402% | 8/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2787 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Huntington National Bank | 3.550% | 10/6/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huntington National Bank | 5.650% | 1/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ING Groep NV | 4.100% | 10/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 4.000% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 4.350% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 1.850% | 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 4.600% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Finance plc | 4.000% | 1/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Finance plc | 3.750% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.700% | 5/18/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6050 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.559% | 4/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60420 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.514% | 6/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29505 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.023% | 12/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;15235 | &nbsp;&nbsp;&nbsp; 15012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.125% | 1/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp; 9653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 0.563% | 2/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;10125 | &nbsp;&nbsp;&nbsp; 9550 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.220% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;54505 | &nbsp;&nbsp;&nbsp; 52975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 0.824% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;15020 | &nbsp;&nbsp;&nbsp; 14010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 0.969% | 6/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;13500 | &nbsp;&nbsp;&nbsp; 12588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.900% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;14605 | &nbsp;&nbsp;&nbsp; 14291 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.301% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;12250 | &nbsp;&nbsp;&nbsp; 11531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.561% | 12/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp; 10178 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.005% | 3/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4430 | &nbsp;&nbsp;&nbsp; 4100 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.083% | 4/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;39500 | &nbsp;&nbsp;&nbsp; 36653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.200% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;11430 | &nbsp;&nbsp;&nbsp; 10805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.045% | 11/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp; 17659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.125% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8190 | &nbsp;&nbsp;&nbsp; 7920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.578% | 4/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.470% | 9/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10372 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.782% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.947% | 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4241 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.540% | 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20121 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.509% | 1/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7778 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.005% | 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.069% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2088 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.452% | 12/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35221 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.702% | 5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4117 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.739% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16795 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.493% | 3/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.764% | 11/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.580% | 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.586% | 4/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8138 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;KeyBank NA | 4.150% | 8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.050% | 8/16/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 3.900% | 3/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4907 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;LSEGA Financing plc | 0.650% | 4/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4696 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Group Ltd. | 1.340% | 1/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8055 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 2.250% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mastercard Inc. | 2.000% | 3/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mastercard Inc. | 2.950% | 11/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mastercard Inc. | 2.950% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mastercard Inc. | 2.000% | 11/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4715 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;MDGH GMTN RSC Ltd. | 2.500% | 11/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MetLife Inc. | 4.550% | 3/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.761% | 7/26/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.527% | 9/13/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.407% | 3/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.801% | 7/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14083 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 0.848% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.193% | 2/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.777% | 3/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 1.412% | 7/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 4.788% | 7/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 0.953% | 7/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 0.962% | 10/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 1.538% | 7/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 1.640% | 10/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 5.017% | 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3221 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6550 | &nbsp;&nbsp;&nbsp; 6044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp; 7005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.309% | 7/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp; 11566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.494% | 10/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp; 5454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.852% | 1/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp; 7961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 5.133% | 7/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp; 3633 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Bank Ltd. | 3.600% | 9/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp; 4065 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 1.241% | 7/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;17100 | &nbsp;&nbsp;&nbsp; 16676 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 2.555% | 9/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp; 4721 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 3.477% | 4/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;12178 | &nbsp;&nbsp;&nbsp; 11398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 1.554% | 7/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp; 6962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 4.018% | 3/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp; 2121 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 3.153% | 7/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp; 4618 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 2.869% | 9/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp; 3339 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 2.201% | 7/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 2.260% | 7/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6111 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 0.529% | 1/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 0.731% | 4/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21044 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 3.875% | 4/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 0.790% | 5/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20313 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 2.720% | 7/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8294 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 4.000% | 7/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6210 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 0.864% | 10/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4780 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 3.875% | 1/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7747 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 2.103% | 5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 3.625% | 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 1.593% | 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 2.475% | 1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10571 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 3.622% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8748 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 1.928% | 4/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 2.239% | 7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 4.889% | 7/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 6.342% | 10/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37663 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;New York Life Global Funding | 1.850% | 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3941 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;NongHyup Bank | 1.250% | 7/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17468 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;NongHyup Bank | 4.250% | 7/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern Trust Corp. | 4.000% | 5/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern Trust Corp. | 6.125% | 11/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10571 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Nuveen Finance LLC | 4.125% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19474 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;PNC Bank NA | 2.950% | 2/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12013 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;PNC Bank NA | 3.100% | 10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16215 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;PNC Bank NA | 3.250% | 1/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 3.500% | 1/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 5.671% | 10/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 2.600% | 7/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 3.150% | 5/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 3.450% | 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 2.550% | 1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 6.037% | 10/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Progressive Corp. | 2.500% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Progressive Corp. | 3.200% | 3/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Progressive Corp. | 3.000% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2866 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 1.500% | 3/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prudential plc | 3.125% | 4/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3047 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada | 3.700% | 10/5/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7590 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada | 2.550% | 7/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13127 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada | 0.750% | 10/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21304 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada | 2.250% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16979 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada | 3.375% | 4/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp; 10070 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada | 1.150% | 6/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp; 9163 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada | 4.784% | 12/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;21100 | &nbsp;&nbsp;&nbsp; 21013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada | 1.200% | 4/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;17540 | &nbsp;&nbsp;&nbsp; 15612 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada | 1.150% | 7/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;18870 | &nbsp;&nbsp;&nbsp; 16624 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada | 1.400% | 11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp; 5713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada | 3.625% | 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp; 6379 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada | 4.240% | 8/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp; 1365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada | 3.875% | 5/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp; 6659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State Street Corp. | 3.550% | 8/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2630 | &nbsp;&nbsp;&nbsp; 2560 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;State Street Corp. | 2.354% | 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp; 1336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State Street Corp. | 2.400% | 1/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6970 | &nbsp;&nbsp;&nbsp; 5920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State Street Corp. | 3.152% | 3/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;11280 | &nbsp;&nbsp;&nbsp; 9921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.696% | 7/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;39186 | &nbsp;&nbsp;&nbsp; 37616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.348% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 1.474% | 7/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 1.402% | 9/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.352% | 10/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 1.902% | 9/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 4.306% | 10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.130% | 7/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7922 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Svenska Handelsbanken AB | 0.625% | 6/30/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6851 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Svenska Handelsbanken AB | 3.950% | 6/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22259 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Svenska Handelsbanken AB | 1.418% | 6/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4731 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 0.750% | 6/12/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 0.550% | 3/4/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15936 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 2.350% | 3/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37140 |
| <sup>5,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 0.375% | 4/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3048 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 4.285% | 9/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 3.766% | 6/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29231 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 1.150% | 6/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39692 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 0.750% | 9/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16997 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 1.250% | 9/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13707 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 2.800% | 3/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 4.108% | 6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25784 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 2.000% | 9/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11808 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 3.625% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 3.200% | 3/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 4.456% | 6/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15956 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Truist Bank | 2.150% | 12/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42390 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Truist Bank | 1.500% | 3/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6962 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Truist Bank | 4.050% | 11/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24407 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Truist Bank | 2.250% | 3/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4804 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Truist Financial Corp. | 3.750% | 12/6/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15438 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Truist Financial Corp. | 2.500% | 8/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54139 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Truist Financial Corp. | 1.200% | 8/5/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7345 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Truist Financial Corp. | 1.267% | 3/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5877 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Truist Financial Corp. | 6.123% | 10/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5255 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UBS AG | 0.375% | 6/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7847 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UBS AG | 0.450% | 2/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14221 |
| <sup>5,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;US Bancorp | 0.850% | 6/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15599 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;US Bancorp | 3.950% | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9244 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;US Bancorp | 3.900% | 4/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp; 7384 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;US Bancorp | 3.000% | 7/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp; 2634 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;US Bancorp | 1.375% | 7/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp; 7761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;US Bancorp | 4.967% | 7/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;35965 | &nbsp;&nbsp;&nbsp; 34188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;US Bancorp | 5.850% | 10/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp; 18697 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;US Bank NA | 2.800% | 1/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp; 3758 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;USAA Capital Corp. | 1.500% | 5/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp; 1564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Visa Inc. | 3.150% | 12/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;49590 | &nbsp;&nbsp;&nbsp; 47828 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Visa Inc. | 1.500% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp;&nbsp; 9389 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.750% | 1/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;18285 | &nbsp;&nbsp;&nbsp; 18050 |
| <sup>5,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 0.500% | 4/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;15280 | &nbsp;&nbsp;&nbsp; 15730 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 1.654% | 6/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp; 4921 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.000% | 2/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;24070 | &nbsp;&nbsp;&nbsp; 23067 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 0.805% | 5/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9255 | &nbsp;&nbsp;&nbsp; 8665 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.406% | 10/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14175 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.164% | 2/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.000% | 4/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18713 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.188% | 4/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.000% | 10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15362 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.196% | 6/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6591 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.526% | 3/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11125 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.584% | 5/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9726 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.393% | 6/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8175 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.150% | 1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8057 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.879% | 10/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.572% | 2/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4135 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.897% | 7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 3.350% | 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 1.953% | 11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9623 |
| <sup>5,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Securities NZ Ltd. | 0.427% | 12/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6316 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**4169000** |
| **Health Care (1.0%)** | **Health Care (1.0%)** | **Health Care (1.0%)** | **Health Care (1.0%)** | **Health Care (1.0%)** | **Health Care (1.0%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abbott Laboratories | 2.950% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9085 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ascension Health | 2.532% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2142 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | 4.302% | 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 2.750% | 2/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 1.450% | 11/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 2.950% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18320 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Cedars-Sinai Health System | 2.288% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1603 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CSL Finance plc | 4.250% | 4/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 3.375% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | 3.375% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson & Johnson | 2.950% | 3/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson & Johnson | 2.900% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 1.900% | 12/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 3.400% | 3/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 1.450% | 6/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.150% | 12/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 2.000% | 2/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 2.200% | 8/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfizer Inc. | 3.450% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfizer Inc. | 2.625% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7453 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 |

---

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp; 4207 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Roche Holdings Inc. | 2.625% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp; 934 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Roche Holdings Inc. | 1.930% | 12/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;22500 | &nbsp;&nbsp;&nbsp; 19264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 0.550% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;14400 | &nbsp;&nbsp;&nbsp; 13592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 1.250% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6810 | &nbsp;&nbsp;&nbsp; 6180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.850% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8630 | &nbsp;&nbsp;&nbsp; 8274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.875% | 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8345 | &nbsp;&nbsp;&nbsp; 7972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 2.875% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1101 | &nbsp;&nbsp;&nbsp; 980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 2.300% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp; 9580 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**333939** |
| **Industrials (1.2%)** | **Industrials (1.2%)** | **Industrials (1.2%)** | **Industrials (1.2%)** | **Industrials (1.2%)** | **Industrials (1.2%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.400% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;12423 | &nbsp;&nbsp;&nbsp; 12140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.650% | 9/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp; 3474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7535 | &nbsp;&nbsp;&nbsp; 7129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 3.850% | 8/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24994 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CSX Transportation Inc. | 6.251% | 1/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emerson Electric Co. | 1.800% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emerson Electric Co. | 2.000% | 12/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Dynamics Corp. | 3.250% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Dynamics Corp. | 3.500% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Dynamics Corp. | 2.125% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Dynamics Corp. | 3.500% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Dynamics Corp. | 2.625% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Dynamics Corp. | 3.750% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Dynamics Corp. | 3.625% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Dynamics Corp. | 2.250% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honeywell International Inc. | 1.750% | 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | 2.650% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7098 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 2.650% | 6/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4457 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 3.400% | 6/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10320 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 1.050% | 6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33279 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 2.250% | 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3497 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 2.350% | 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11922 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 2.000% | 6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20243 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 3.900% | 6/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 5.100% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 1.850% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 3.900% | 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 5.250% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Precision Castparts Corp. | 2.500% | 1/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwell Automation Inc. | 1.750% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5916 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 1.200% | 3/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 3.400% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4652 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**382033** |
| **Materials (0.2%)** | **Materials (0.2%)** | **Materials (0.2%)** | **Materials (0.2%)** | **Materials (0.2%)** | **Materials (0.2%)** |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | 0.950% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Linde Inc. | 1.100% | 8/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9547 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SABIC Capital II BV | 4.000% | 10/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17436 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**71623** |
| **Real Estate (0.7%)** | **Real Estate (0.7%)** | **Real Estate (0.7%)** | **Real Estate (0.7%)** | **Real Estate (0.7%)** | **Real Estate (0.7%)** |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 3.350% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2747 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 3.200% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 1.900% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4177 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 2.300% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 5.000% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Camden Property Trust | 4.875% | 6/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5918 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Camden Property Trust | 4.250% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;16018 | &nbsp;&nbsp;&nbsp; 15809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Camden Property Trust | 3.500% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp; 419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ERP Operating LP | 2.850% | 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp; 2773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ERP Operating LP | 4.150% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;11480 | &nbsp;&nbsp;&nbsp; 10801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ERP Operating LP | 3.000% | 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8120 | &nbsp;&nbsp;&nbsp; 7073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ERP Operating LP | 2.500% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp; 1252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ERP Operating LP | 1.850% | 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp; 3693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prologis LP | 2.125% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp; 3226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prologis LP | 1.250% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp; 7591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prologis LP | 1.750% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp; 2165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prologis LP | 4.625% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;12850 | &nbsp;&nbsp;&nbsp; 12447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Storage | 1.850% | 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5710 | &nbsp;&nbsp;&nbsp; 4904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Storage | 1.950% | 11/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp; 2982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Storage | 3.385% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp; 10784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Storage | 2.300% | 5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7485 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Storage, SOFR + 0.470% | 4.800% | 4/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.875% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Realty Income Corp. | 0.750% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Realty Income Corp. | 4.125% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15892 |
| <sup>5,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Realty Income Corp. | 1.875% | 1/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2405 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Realty Income Corp. | 1.125% | 7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.500% | 9/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simon Property Group LP | 1.375% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.375% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.375% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simon Property Group LP | 1.750% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simon Property Group LP | 2.450% | 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simon Property Group LP | 2.650% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9566 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**220082** |
| **Technology (1.7%)** | **Technology (1.7%)** | **Technology (1.7%)** | **Technology (1.7%)** | **Technology (1.7%)** | **Technology (1.7%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Adobe Inc. | 2.150% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Analog Devices Inc. | 1.700% | 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Analog Devices Inc. | 2.100% | 10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 3.250% | 2/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 2.450% | 8/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 2.050% | 9/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 3.350% | 2/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 2.900% | 9/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 3.000% | 11/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 1.200% | 2/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 3.250% | 8/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 1.250% | 8/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 1.650% | 2/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 3.350% | 8/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | 1.700% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | 1.250% | 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 3.400% | 3/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 3.750% | 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 1.600% | 8/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 2.450% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.450% | 2/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.300% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NVIDIA Corp. | 1.550% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 1.300% | 5/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21330 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;S&P Global Inc. | 2.700% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;S&P Global Inc. | 2.500% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9136 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;S&P Global Inc. | 2.900% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Salesforce Inc. | 1.500% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12080 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Salesforce Inc. | 1.950% | 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7425 | &nbsp;&nbsp;&nbsp; 5945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 4.600% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;23860 | &nbsp;&nbsp;&nbsp; 23906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 2.250% | 9/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp; 8646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 1.750% | 5/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9245 | &nbsp;&nbsp;&nbsp; 7610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 3.650% | 8/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6365 | &nbsp;&nbsp;&nbsp; 5886 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**529643** |
| **Utilities (1.5%)** | **Utilities (1.5%)** | **Utilities (1.5%)** | **Utilities (1.5%)** | **Utilities (1.5%)** | **Utilities (1.5%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 3.100% | 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8040 | &nbsp;&nbsp;&nbsp; 7539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 1.550% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8575 | &nbsp;&nbsp;&nbsp; 6747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;11165 | &nbsp;&nbsp;&nbsp; 10346 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 2.350% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8745 | &nbsp;&nbsp;&nbsp; 7263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 2.550% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2480 | &nbsp;&nbsp;&nbsp; 2303 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.150% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp; 2627 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | 3.200% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;21650 | &nbsp;&nbsp;&nbsp; 20350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.600% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4093 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 2.300% | 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8055 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DTE Electric Co. | 1.900% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DTE Electric Co. | 2.250% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.950% | 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 2.450% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 2.450% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 2.550% | 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5136 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas NC Storm Funding LLC | 1.679% | 7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 3.200% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 3.800% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 2.500% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 2.400% | 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 3.250% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 3.700% | 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 3.450% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 2.000% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | 3.700% | 6/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | 3.500% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 5.590% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 2.400% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 1.600% | 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | 2.550% | 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 2.450% | 2/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4180 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Korea East-West Power Co. Ltd. | 1.750% | 5/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13796 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Korea East-West Power Co. Ltd. | 3.600% | 5/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 3.100% | 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 2.700% | 2/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 2.950% | 2/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 3.400% | 2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 3.900% | 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9198 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Nevada Power Co. | 2.400% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7020 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ohio Power Co. | 1.625% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 2.750% | 6/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 0.550% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 3.700% | 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8072 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 2.750% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;12750 | &nbsp;&nbsp;&nbsp; 11109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PacifiCorp | 3.500% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;27904 | &nbsp;&nbsp;&nbsp; 25711 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;PG&E Recovery Funding LLC | 5.045% | 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp; 5716 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.000% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8385 | &nbsp;&nbsp;&nbsp; 8034 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 2.250% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp; 4548 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.000% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5430 | &nbsp;&nbsp;&nbsp; 5073 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.700% | 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1980 | &nbsp;&nbsp;&nbsp; 1886 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.650% | 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2730 | &nbsp;&nbsp;&nbsp; 2568 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 2.450% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp; 6427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | 3.300% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;14881 | &nbsp;&nbsp;&nbsp; 14543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Electric Co. | 2.950% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1177 | &nbsp;&nbsp;&nbsp; 1096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Electric Co. | 2.950% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp; 13157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 3.450% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1730 | &nbsp;&nbsp;&nbsp; 1701 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 3.100% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6210 | &nbsp;&nbsp;&nbsp; 5963 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 3.150% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5436 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 2.950% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9345 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 3.500% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | 4.750% | 9/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wisconsin Public Service Corp. | 5.350% | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4043 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**475333** |
| **Total Corporate Bonds (Cost $8,107,999)** | **Total Corporate Bonds (Cost $8,107,999)** | **Total Corporate Bonds (Cost $8,107,999)** | **Total Corporate Bonds (Cost $8,107,999)** | **Total Corporate Bonds (Cost $8,107,999)** | &nbsp;&nbsp;**7428423** |
| **Sovereign Bonds (2.4%)** | **Sovereign Bonds (2.4%)** | **Sovereign Bonds (2.4%)** | **Sovereign Bonds (2.4%)** | **Sovereign Bonds (2.4%)** | **Sovereign Bonds (2.4%)** |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Arab Petroleum Investments Corp. | 1.460% | 6/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2646 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Banco del Estado de Chile | 2.704% | 1/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8535 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bermuda | 3.717% | 1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11301 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bermuda | 4.750% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3797 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bermuda | 4.750% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4984 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bermuda | 2.375% | 8/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4227 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bermuda | 5.000% | 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11696 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CDP Financial Inc. | 3.150% | 7/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1481 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CDP Financial Inc. | 3.150% | 7/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19505 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CDP Financial Inc. | 0.875% | 6/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | 1.250% | 10/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33438 |
| <sup>5,7,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Development Bank of Japan Inc. | 3.125% | 9/6/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11850 |
| <sup>5,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Development Bank of Japan Inc. | 2.750% | 9/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8056 |
| <sup>5,7,12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Dexia Credit Local SA | 3.250% | 9/26/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Equinor ASA | 2.450% | 1/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Equinor ASA | 3.700% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 2.375% | 6/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 3.250% | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 2.625% | 5/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1865 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hydro-Quebec | 8.050% | 7/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 3.375% | 10/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9863 |
| <sup>5,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.500% | 5/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Development Bank | 3.375% | 3/12/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Development Bank | 2.125% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Development Bank | 2.000% | 2/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18785 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Korea Electric Power Corp. | 1.125% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16615 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Korea Gas Corp. | 3.875% | 7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33162 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Korea Hydro & Nuclear Power Co. Ltd. | 1.250% | 4/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30827 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Korea Hydro & Nuclear Power Co. Ltd. | 4.250% | 7/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33635 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Malaysia Sovereign Sukuk Bhd. | 3.043% | 4/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ontario Teachers' Cadillac Fairview Properties Trust | 3.875% | 3/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6041 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ontario Teachers' Cadillac Fairview Properties Trust | 4.125% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;24580 | &nbsp;&nbsp;&nbsp; 22145 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ontario Teachers' Finance Trust | 1.250% | 9/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp; 19565 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Province of Quebec | 7.500% | 7/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2065 | &nbsp;&nbsp;&nbsp; 2091 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Province of Quebec | 7.125% | 2/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2674 | &nbsp;&nbsp;&nbsp; 2735 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;QatarEnergy Trading LLC | 1.375% | 9/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7202 | &nbsp;&nbsp;&nbsp; 6393 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;QatarEnergy Trading LLC | 2.250% | 7/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp; 8268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Chile | 3.125% | 3/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp; 1499 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Chile | 2.750% | 1/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7507 | &nbsp;&nbsp;&nbsp; 6909 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Chile | 2.450% | 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;17771 | &nbsp;&nbsp;&nbsp; 14762 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Poland | 5.500% | 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp; 12841 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabian Oil Co. | 1.250% | 11/24/23 | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp; 10583 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabian Oil Co. | 2.250% | 11/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;12863 | &nbsp;&nbsp;&nbsp; 10618 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Sinopec Group Overseas Development 2013 Ltd. | 4.375% | 10/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888 | &nbsp;&nbsp;&nbsp; 884 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Sinopec Group Overseas Development 2014 Ltd. | 4.375% | 4/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288 | &nbsp;&nbsp;&nbsp; 285 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;State Grid Overseas Investment 2013 Ltd. | 3.125% | 5/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State of Israel | 2.750% | 7/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10777 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;State of Qatar | 3.250% | 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3467 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Temasek Financial I Ltd. | 2.375% | 1/23/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1998 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Temasek Financial I Ltd. | 3.625% | 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19119 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Temasek Financial I Ltd. | 3.625% | 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9081 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Temasek Financial I Ltd. | 1.000% | 10/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3868 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Temasek Financial I Ltd. | 1.625% | 8/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99293 |
| **Total Sovereign Bonds (Cost $831,821)** | **Total Sovereign Bonds (Cost $831,821)** | **Total Sovereign Bonds (Cost $831,821)** | **Total Sovereign Bonds (Cost $831,821)** | **Total Sovereign Bonds (Cost $831,821)** | &nbsp;&nbsp;&nbsp;&nbsp;**763318** |
| **Taxable Municipal Bonds (0.8%)** | **Taxable Municipal Bonds (0.8%)** | **Taxable Municipal Bonds (0.8%)** | **Taxable Municipal Bonds (0.8%)** | **Taxable Municipal Bonds (0.8%)** | **Taxable Municipal Bonds (0.8%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;California GO | 2.650% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dallas TX Waterworks & Sewer System Revenue | 2.589% | 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Florida State Board of Administration Finance Corp. Revenue | 1.705% | 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Florida State Board of Administration Finance Corp. Revenue | 2.154% | 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New York City NY GO | 3.750% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New York City NY GO | 2.330% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Public Finance Authority GO | 2.531% | 10/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;University of California Revenue | 3.063% | 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;University of California Revenue | 1.316% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;University of California Revenue | 3.349% | 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;University of California Revenue | 1.614% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27605 |
| <sup>13</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wisconsin General Fund Annual Appropriation Revenue | 5.700% | 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2244 |
| **Total Taxable Municipal Bonds (Cost $307,911)** | **Total Taxable Municipal Bonds (Cost $307,911)** | **Total Taxable Municipal Bonds (Cost $307,911)** | **Total Taxable Municipal Bonds (Cost $307,911)** | **Total Taxable Municipal Bonds (Cost $307,911)** | &nbsp;&nbsp;&nbsp;&nbsp;**263451** |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Temporary Cash Investments (2.1%)** | **Temporary Cash Investments (2.1%)** | **Temporary Cash Investments (2.1%)** | **Temporary Cash Investments (2.1%)** | **Temporary Cash Investments (2.1%)** |
| **Money Market Fund (2.1%)** | **Money Market Fund (2.1%)** | **Money Market Fund (2.1%)** | **Money Market Fund (2.1%)** | **Money Market Fund (2.1%)** |
| <sup>14</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund<br> **(Cost $646,003)** | 4.334% | 6460841 | &nbsp;&nbsp;&nbsp; **646019** |
| **Total Investments (95.2%) (Cost $32,348,407)** | **Total Investments (95.2%) (Cost $32,348,407)** | **Total Investments (95.2%) (Cost $32,348,407)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**30049625** |
| **Other Assets and Liabilities—Net (4.8%)** | **Other Assets and Liabilities—Net (4.8%)** | **Other Assets and Liabilities—Net (4.8%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1521470** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**31571095** |

---

Cost is in $000.

---

| | |
|:---|:---|
| 1 | Securities with a value of $949,000 have been segregated as collateral for open forward currency contracts and over-the-counter swap contracts. |
| 2 | Securities with a value of $35,976,000 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
| 3 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of December 31, 2022. |
| 4 | Securities with a value of $25,267,000 have been segregated as initial margin for open futures contracts. |
| 5 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 6 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 7 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2022, the aggregate value was $2,489,599,000, representing 7.9% of net assets. |
| 8 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 9 | Face amount denominated in euro. |
| 10 | Face amount denominated in British pounds. |
| 11 | Guaranteed by the Government of Japan. |
| 12 | Guaranteed by multiple countries. |
| 13 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
| 14 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |

---

---

| |
|:---|
| 1M—1-month. |
| 3M—3-month. |
| GO—General Obligation Bond. |
| LIBOR—London Interbank Offered Rate. |
| REMICS—Real Estate Mortgage Investment Conduits. |
| SOFR—Secured Overnight Financing Rate. |
| UMBS—Uniform Mortgage-Backed Securities. |
| USD—U.S. dollar. |

---

------

#### Derivative Financial Instruments Outstanding as of Period End

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts |
| 2-Year U.S. Treasury Note | March 2023 | &nbsp;&nbsp;&nbsp;4291 | &nbsp;&nbsp;&nbsp;879990 | &nbsp;&nbsp;&nbsp;&nbsp;(806) |
| 5-Year U.S. Treasury Note | March 2023 | 20359 | 2197341 | &nbsp;&nbsp;&nbsp;(4344) |
| Long U.S. Treasury Bond | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;(5149) |
| Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts |
| 10-Year U.S. Treasury Note | March 2023 | &nbsp;&nbsp;(2480) | &nbsp;&nbsp;(278496) | &nbsp;&nbsp;&nbsp;&nbsp;4694 |
| Euro-Bobl | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(513) | &nbsp;&nbsp;&nbsp;&nbsp;(63563) | &nbsp;&nbsp;&nbsp;&nbsp;1962 |
| Euro-Schatz | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(400) | &nbsp;&nbsp;&nbsp;&nbsp;(45139) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484 |
| Long Gilt | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3744) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 |
| Ultra 10-Year U.S. Treasury Note | March 2023 | &nbsp;&nbsp;(2968) | &nbsp;&nbsp;(351059) | &nbsp;&nbsp;&nbsp;&nbsp;8370 |
| Ultra Long U.S. Treasury Bond | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(396) | &nbsp;&nbsp;&nbsp;&nbsp;(53188) | &nbsp;&nbsp;&nbsp;&nbsp;2231 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;17947 |
|  |  |  |  | &nbsp;&nbsp;12798 |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation)<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation)<br> ($000) |
| Royal Bank of Canada | 1/31/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1515 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1613 | &nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of Montreal | 1/31/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;80398 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;75366 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(436) |
| Standard Chartered Bank | 1/31/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;79760 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;75366 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1074) |
| State Street Bank & Trust Co. | 1/31/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;9122 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;7455 | &nbsp;&nbsp;&nbsp;103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;(1510) |

---

EUR—euro. <br> GBP—British pound. <br> USD—U.S. dollar.

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps |
| Reference<br> Entity | Termination<br> Date | Counterparty | Notional<br> Amount<br> ($000) | Periodic<br> Premium<br> Received<br> (Paid)<sup>1</sup><br> (%) | Value<br> ($000) | Remaining<br> Up-Front<br> Premium<br> Paid<br> (Received)<br> ($000) | Unrealized<br> Appreciation<br> ($000) | Unrealized<br> (Depreciation)<br> ($000) |
| Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating |  |  |  |  |  |  |
| America Movil SAB de CV/Baa1 | &nbsp;&nbsp;6/20/23 | BARC | &nbsp;&nbsp;&nbsp;6200 | 1.000 | &nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;— |

---

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Credit Default Swaps (continued) | Over-the-Counter Credit Default Swaps (continued) | Over-the-Counter Credit Default Swaps (continued) | Over-the-Counter Credit Default Swaps (continued) | Over-the-Counter Credit Default Swaps (continued) | Over-the-Counter Credit Default Swaps (continued) | Over-the-Counter Credit Default Swaps (continued) | Over-the-Counter Credit Default Swaps (continued) | Over-the-Counter Credit Default Swaps (continued) |
| Reference<br> Entity | Termination<br> Date | Counterparty | Notional<br> Amount<br> ($000) | Periodic<br> Premium<br> Received<br> (Paid)<sup>1</sup><br> (%) | Value<br> ($000) | Remaining<br> Up-Front<br> Premium<br> Paid<br> (Received)<br> ($000) | Unrealized<br> Appreciation<br> ($000) | Unrealized<br> (Depreciation)<br> ($000) |
| Federation of Malaysia/A3 | 12/20/27 | MSCS | &nbsp;&nbsp;&nbsp;2438 | 1.000 | (221) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (205) |
| Republic of Chile/A2 | 12/20/27 | BARC | &nbsp;&nbsp;&nbsp;6500 | 1.000 | &nbsp;&nbsp;&nbsp;(23) | &nbsp;&nbsp;&nbsp;&nbsp;(134) | &nbsp;&nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Republic of Chile/A2 | 12/20/27 | BARC | &nbsp;&nbsp;&nbsp;3600 | 1.000 | &nbsp;&nbsp;&nbsp;(13) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(78) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Republic of Chile/A2 | 12/20/27 | CITNA | &nbsp;&nbsp;44210 | 1.000 | &nbsp;&nbsp;(160) | (1066) | &nbsp;&nbsp;&nbsp;&nbsp;906 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Republic of Chile/A2 | 12/20/27 | JPMC | 40720 | 1.000 | &nbsp;&nbsp;(148) | (1048) | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Republic of Chile/A2 | 12/20/27 | MSCS | 20850 | 1.000 | &nbsp;&nbsp;&nbsp;&nbsp;(76) | &nbsp;&nbsp;&nbsp;&nbsp;(449) | &nbsp;&nbsp;&nbsp;&nbsp;373 | &nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  | &nbsp;&nbsp;(617) | &nbsp;&nbsp;(2801) | 2389 | (205) |

---

---

| |
|:---|
| 1 Periodic premium received/paid quarterly. |
| BARC—Barclays Bank plc. |
| CITNA—Citibank, N.A. |
| JPMC—JPMorgan Chase Bank, N.A. |
| MSCS—Morgan Stanley Capital Services LLC. |

---

The notional amount represents the maximum potential amount the fund could be required to pay as a seller of credit protection if the reference entity was subject to a credit event.

------

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees. These procedures include obtaining quotations from an independent pricing service, monitoring news to identify significant market- or security-specific events, and evaluating changes in the values of foreign market proxies (for example, ADRs, futures contracts, or exchange-traded funds), between the time the foreign markets close and the fund's pricing time.

B. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the fund's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

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

At December 31, 2022, counterparties had deposited in segregated accounts securities with a value of $17,299,000 and cash of $3,908,000 in connection with TBA transactions.

D. Mortgage Dollar Rolls: The fund enters into mortgage-dollar-roll transactions, in which the fund sells mortgage-backed securities to a dealer and simultaneously agrees to purchase similar securities in the future at a predetermined price. The proceeds of the securities sold in mortgage-dollar-roll transactions are typically invested in high-quality short-term fixed income securities. The fund forgoes principal and interest paid on the securities sold, and is compensated by interest earned on the proceeds of the sale and by a lower price on the securities to be repurchased. The fund also enters into mortgage-dollar-roll transactions in which the fund buys mortgage-backed securities from a dealer pursuant to a TBA transaction and simultaneously agrees to sell similar securities in the future at a predetermined price. The securities bought in

------

mortgage-dollar-roll transactions are used to cover an open TBA sell position. The fund continues to earn interest on mortgage-backed security pools already held and receives a lower price on the securities to be sold in the future. The fund accounts for mortgage-dollar-roll transactions as purchases and sales; as such, these transactions may increase the fund's portfolio turnover rate. Amounts to be received or paid in connection with open mortgage dollar rolls are included in Receivables for Investment Securities Sold or Payables for Investment Securities Purchased.

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

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

F. Forward Currency Contracts: The fund enters into forward currency contracts to protect the value of securities and related receivables and payables against changes in future foreign exchange rates. The fund's risks in using these contracts include movement in the values of the foreign currencies relative to the U.S. dollar and the ability of the counterparties to fulfill their obligations under the contracts. The fund mitigates its counterparty risk by entering into forward currency contracts only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. The master netting arrangements provide that, in the event of a counterparty's default (including bankruptcy), the fund may terminate the forward currency contracts, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The forward currency contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the forward currency contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

Forward currency contracts are valued at their quoted daily prices obtained from an independent third party, adjusted for currency risk based on the expiration date of each contract. Fluctuations in the value of the contracts are recorded as an asset (liability).

G. Swap Contracts: The fund invests in credit default swaps to adjust the overall credit risk of the fund or to actively overweight or underweight credit risk to a specific issuer or group of issuers. The fund may sell credit protection through credit default swaps to simulate investments in long positions that are either unavailable or considered to be less attractively priced in the bond market. The fund may purchase credit protection through credit default swaps to reduce credit exposure to a given issuer or issuers. Under the terms of the swaps, an up-front payment may be exchanged between the seller and buyer. In addition, the seller of the credit protection receives a

------

periodic payment of premium from the buyer that is a fixed percentage applied to a notional amount. If, for example, the reference entity is subject to a credit event (such as bankruptcy, failure to pay, or obligation acceleration) during the term of the swap, the seller agrees to either physically settle or cash settle the swap contract. If the swap is physically settled, the seller agrees to pay the buyer an amount equal to the notional amount and take delivery of a debt instrument of the reference issuer with a par amount equal to such notional amount. If the swap is cash settled, the seller agrees to pay the buyer the difference between the notional amount and the final price for the relevant debt instrument, as determined either in a market auction or pursuant to a pre-agreed-upon valuation procedure.

The primary risk associated with selling credit protection is that, upon the occurrence of a defined credit event, the market value of the debt instrument received by the fund (or, in a cash settled swap, the debt instruments used to determine the settlement payment by the fund) will be significantly less than the amount paid by the fund and, in a physically settled swap, the fund may receive an illiquid debt instrument. A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund's maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty's default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded as an asset (liability) and as unrealized appreciation (depreciation) until the seller of credit protection is required to take delivery (or, in a cash settled swap, pay the settlement amount determined) upon occurrence of a credit event, periodic payments are made, or the swap terminates, at which time realized gain (loss) is recorded. The net premium to be received or paid by the fund under swap contracts is accrued daily and recorded as realized gain (loss) over the life of the contract.

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

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

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

------

The following table summarizes the market value of the fund's investments and derivatives as of December 31, 2022, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;17222259 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;17222259 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;3726155 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;3726155 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;7428423 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;7428423 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763318 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763318 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263451 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263451 |
| Temporary Cash Investments | 646019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646019 |
| Total | 646019 | &nbsp;&nbsp;&nbsp;29403606 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;30049625 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17948 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2389 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2389 |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;17948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2503 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20451 |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5150 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1510 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1715 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6865 |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

- **a. Name of Series:** VANGUARD INSTITUTIONAL INTERMEDIATE-TERM BOND FUND

- **b. EDGAR series identifier (if any):** S000049658

- **c. LEI of Series:** 549300F61ZC0PFW4VL39

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

- **a. Date of fiscal year-end:** 2023-09-30

- **b. Date as of which information is reported:** 2022-12-31

**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:** $39696784259.97

**Total Liabilities:** $8127831954.04

**Net Assets:** $31568952305.93

**Delayed Delivery Securities:** $3692352013.51

**Cash Not Reported:** $3715047.59

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -49231.89914965 | **1-Year:** -1199732.81117426 | **5-Year:** -3089054.11495919 | **10-Year:** -3470284.13025139 | **30-Year:** -813181.17574657

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000157008 | -0.67%               | 2.32%                | -0.08%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-17590760.25            | $-239097134.98                             |
| Month 2  | $-9734449.83             | $632560253.13                              |
| Month 3  | $-138039175.71           | $18712479.84                               |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Intermediate Aggregate Excluding Baa

- **Index Identifier:** I03604US

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Mizuho Financial Group Inc                                        | MIZUHO FINANCIAL               | CUSIP: 60687YAZ2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     5000000 | PA      | $4720511.95    | 0.01%             | 2025-09-13      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q02664                      | CUSIP: 3132GF5Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      177219 | PA      | $175852.78     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                           | CENTERPOINT HOUS               | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     8745000 | PA      | $7263114.54    | 0.02%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA7881                      | CUSIP: 3133KPXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    66349629 | PA      | $65588731.72   | 0.21%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1447                      | CUSIP: 36179NTC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2411566 | PA      | $2185167.18    | 0.01%             | 2043-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL2992                      | CUSIP: 3617YAKD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3422825 | PA      | $3049402.45    | 0.01%             | 2048-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA0932                      | CUSIP: 36179NA99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1260550 | PA      | $1096032.49    | 0.00%             | 2043-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC MMAF_18-A                              | MMAF 2018-A A5                 | CUSIP: 60700DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2580000 | PA      | $2500167.83    | 0.01%             | 2042-03-10      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                              | ROYAL BK CANADA                | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    10000000 | PA      | $9162990.40    | 0.03%             | 2025-06-10      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_19-A                       | HDMOT 2019-A A4                | CUSIP: 41284WAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1468219 | PA      | $1467329.82    | 0.00%             | 2026-11-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| COMM 2019-GC44 Mortgage Trust                                     | COMM 2019-GC44 ASB             | CUSIP: 12655TBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2050000 | PA      | $1858625.53    | 0.01%             | 2057-08-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786093                      | CUSIP: 3622ABUS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    92155845 | PA      | $78122149.84   | 0.25%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN6662                      | CUSIP: 3617F6MK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10688883 | PA      | $9916657.60    | 0.03%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL6776                      | CUSIP: 3617YEQ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3993880 | PA      | $3893905.98    | 0.01%             | 2050-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4510                      | CUSIP: 36179TAK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      111813 | PA      | $104407.31     | 0.00%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                         | QUEBEC PROVINCE                | CUSIP: 748148PB3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2065000 | PA      | $2091419.82    | 0.01%             | 2023-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZS4759                      | CUSIP: 3132A5JC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1040539 | PA      | $963456.58     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM4159                      | CUSIP: 3140X7TR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7218304 | PA      | $5894118.74    | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AO0714                      | CUSIP: 3138LQYL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2183445 | PA      | $2166425.50    | 0.01%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    11480000 | PA      | $11218749.41   | 0.04%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST ARIFL_22-A                                  | ARIFL 2022-A A2                | CUSIP: 00217QAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5960000 | PA      | $5853795.18    | 0.02%             | 2031-01-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2892                      | CUSIP: 36179RF95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35021 | PA      | $32850.67      | 0.00%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 723430                      | CUSIP: 3620A9VX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      161405 | PA      | $162490.12     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CK3513                      | CUSIP: 3617XX3W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2470136 | PA      | $2151737.92    | 0.01%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA8089                      | CUSIP: 3133KP7A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32292124 | PA      | $31850470.67   | 0.10%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G18547                      | CUSIP: 3128MMTD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      139221 | PA      | $127107.46     | 0.00%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   330000000 | PA      | $317470296.00  | 1.01%             | 2025-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822BV5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    33375000 | PA      | $32180510.42   | 0.10%             | 2024-09-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                           | RECKITT BEN TSY                | CUSIP: 75625QAE9<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |     7000000 | PA      | $6501053.51    | 0.02%             | 2027-06-26      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     6550000 | PA      | $6044058.94    | 0.02%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CK4096                      | CUSIP: 3617XYRR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17195423 | PA      | $15269766.20   | 0.05%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AI5034                      | CUSIP: 3138AJSY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31277 | PA      | $31940.45      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL2942                      | CUSIP: 3617YAHT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13561273 | PA      | $12576720.33   | 0.04%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    20165000 | PA      | $18741146.73   | 0.06%             | 2025-07-19      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                        | US BANCORP                     | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     7700000 | PA      | $7384078.39    | 0.02%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN 831794                      | CUSIP: 31407JC75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      124050 | PA      | $134690.02     | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G60153                      | CUSIP: 31335AE20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16892 | PA      | $16645.85      | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS7248                      | CUSIP: 3138WHBS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      244653 | PA      | $234802.85     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                         | TORONTO DOM BANK               | CUSIP: 89114TZR6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    38298000 | PA      | $37140227.33   | 0.12%             | 2024-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                              | LOCKHEED MARTIN                | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    14670000 | PA      | $13778065.91   | 0.04%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                       | HONEYWELL INTL                 | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    20250000 | PA      | $16042625.10   | 0.05%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_22-A                | HALST 2022-A A4                | CUSIP: 44891WAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14670000 | PA      | $13985154.52   | 0.04%             | 2025-12-15      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q58588                      | CUSIP: 3132Y2RJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      175444 | PA      | $172008.07     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL2881                      | CUSIP: 3617YAFW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1116343 | PA      | $1058153.68    | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                              | ROYAL BK CANADA                | CUSIP: 78015K7C2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    17806000 | PA      | $16979311.04   | 0.05%             | 2024-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                          | DUKE ENERGY PROG               | CUSIP: 26442UAA2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     8126000 | PA      | $7814248.37    | 0.02%             | 2025-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AX1651                      | CUSIP: 36196CZQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       72553 | PA      | $71444.69      | 0.00%             | 2046-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                      | COMCAST CORP                   | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    10970000 | PA      | $9471616.26    | 0.03%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 5305                        | CUSIP: 36202F3N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      548900 | PA      | $533905.33     | 0.00%             | 2042-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    21800000 | PA      | $20312550.25   | 0.06%             | 2025-05-30      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-B                     | TAOT 2022-B A3                 | CUSIP: 89238FAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17970000 | PA      | $17384988.45   | 0.06%             | 2026-09-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM3601                      | CUSIP: 3617YPAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      980117 | PA      | $955794.87     | 0.00%             | 2050-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                        | MIZUHO FINANCIAL               | CUSIP: 60687YAD1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    12178000 | PA      | $11397930.42   | 0.04%             | 2026-04-12      | Fixed         | 3.48%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CG1041                      | CUSIP: 3617WEEN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      950677 | PA      | $855352.49     | 0.00%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN6471                      | CUSIP: 3617F6FL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1304443 | PA      | $1148605.07    | 0.00%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                             | TRUIST FINANCIAL               | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     6620000 | PA      | $5876853.50    | 0.02%             | 2027-03-02      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZN4476                      | CUSIP: 3131YA6M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1823272 | PA      | $1688274.30    | 0.01%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL2914                      | CUSIP: 3617YAGX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      710917 | PA      | $652174.47     | 0.00%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM1506                      | CUSIP: 3617YLU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1369636 | PA      | $1255828.23    | 0.00%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4947                        | CUSIP: 36202FP83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       50468 | PA      | $51331.27      | 0.00%             | 2041-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CK4129                      | CUSIP: 3617XYSS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10760186 | PA      | $9871075.88    | 0.03%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BR2416                      | CUSIP: 3617LYVH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      245769 | PA      | $230002.47     | 0.00%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-2                  | GMALT 2022-2 A4                | CUSIP: 36266FAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6360000 | PA      | $6167964.89    | 0.02%             | 2026-05-20      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L6                            | MSC 2021-L6 A4                 | CUSIP: 61692CBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2600000 | PA      | $2077856.30    | 0.01%             | 2054-06-15      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN1779                      | CUSIP: 3617YY6Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1360464 | PA      | $1291120.64    | 0.00%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q04107                      | CUSIP: 3132GKGQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       91929 | PA      | $88599.66      | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA6865                      | CUSIP: 36179VTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17514937 | PA      | $15310679.10   | 0.05%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AH2899                      | CUSIP: 3138A4GH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      311799 | PA      | $314349.74     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                         | TORONTO DOM BANK               | CUSIP: 89114QCK2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    19000000 | PA      | $16997201.83   | 0.05%             | 2025-09-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| OBX 2022-J2 Trust                                                 | OBX 2022-J2 A1                 | CUSIP: 67115QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   125609762 | PA      | $108004774.89  | 0.34%             | 2052-08-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-3                        | HERTZ 2022-3A A                | CUSIP: 42806MAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4750000 | PA      | $4630224.95    | 0.01%             | 2025-03-25      | Fixed         | 3.37%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA4585                      | CUSIP: 3140QCCX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12583831 | PA      | $12644494.22   | 0.04%             | 2049-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CO3430                      | CUSIP: 3617FEY39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1126323 | PA      | $1091684.09    | 0.00%             | 2046-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZT1711                      | CUSIP: 3132AD3U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4917631 | PA      | $4803863.79    | 0.02%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    10440000 | PA      | $9426928.81    | 0.03%             | 2026-04-18      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE24 Mortgage Trust                                   | COMM 2015-CR24 A5              | CUSIP: 12593JBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2916100 | PA      | $2770225.60    | 0.01%             | 2048-08-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 746175                      | CUSIP: 3620C16L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39398 | PA      | $38444.83      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BC8177                      | CUSIP: 3617BCCN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2979169 | PA      | $2806409.45    | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL5242                      | CUSIP: 36184BZF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       50275 | PA      | $47860.79      | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BE2189                      | CUSIP: 3140FMNF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       81747 | PA      | $71952.34      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BW0696                      | CUSIP: 3140MRX28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16035543 | PA      | $15585189.25   | 0.05%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CK9228                      | CUSIP: 3617Y5HD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3417313 | PA      | $3029622.04    | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CDZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   250500000 | PA      | $235704843.75  | 0.75%             | 2025-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_18-B                         | SMB 2018-B A2A                 | CUSIP: 78449LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      393641 | PA      | $378360.96     | 0.00%             | 2037-01-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM1131                      | CUSIP: 3617YLHG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1523459 | PA      | $1397880.35    | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_22-B                | HALST 2022-B A4                | CUSIP: 44934LAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20780000 | PA      | $20109323.42   | 0.06%             | 2026-04-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC34                            | GSMS 2015-GC34 A3              | CUSIP: 36250VAC6<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |     7498938 | PA      | $7113687.40    | 0.02%             | 2048-10-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                | REALTY INCOME                  | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    16355000 | PA      | $15891658.11   | 0.05%             | 2026-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                           | CHARLES SCHWAB                 | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     8980000 | PA      | $8543319.84    | 0.03%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_21-D                     | TAOT 2021-D A4                 | CUSIP: 89238JAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7930000 | PA      | $7125350.04    | 0.02%             | 2027-03-15      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                             | GENERAL DYNAMICS               | CUSIP: 369550AZ1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    31170000 | PA      | $28335841.57   | 0.09%             | 2027-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST GCCT_2021-1A                             | GCCT 2021-1A A                 | CUSIP: 380881FB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    23300000 | PA      | $20421408.49   | 0.06%             | 2028-08-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                   | TJX COS INC                    | CUSIP: 872540AQ2<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     7870000 | PA      | $7201645.13    | 0.02%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G18539                      | CUSIP: 3128MMS53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       67054 | PA      | $61195.69      | 0.00%             | 2030-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                 | NATL RURAL UTIL                | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     9675000 | PA      | $8969647.70    | 0.03%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 756823                      | CUSIP: 36230RSL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12650 | PA      | $12643.69      | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q26460                      | CUSIP: 3132M6ZZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       39970 | PA      | $39572.24      | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL2505                      | CUSIP: 3617Y9YA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8604797 | PA      | $7627210.94    | 0.02%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QE6064                      | CUSIP: 3133BFWZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9352281 | PA      | $9505985.97    | 0.03%             | 2052-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                               | AMERICAN EXPRESS               | CUSIP: 025816CC1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    11135000 | PA      | $10936617.50   | 0.03%             | 2024-02-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC19                     | CGCMT 2014-GC19 A3             | CUSIP: 17322AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       94001 | PA      | $92551.68      | 0.00%             | 2047-03-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN3198                      | CUSIP: 3617F2RT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2983260 | PA      | $2737963.24    | 0.01%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    10800000 | PA      | $9376848.04    | 0.03%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 731269                      | CUSIP: 3620AJMS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      137450 | PA      | $142158.70     | 0.00%             | 2040-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QA5501                      | CUSIP: 3133A0DE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2665483 | PA      | $2605521.50    | 0.01%             | 2049-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                  | BANK OF NY MELLO               | CUSIP: 06406FAE3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     2825000 | PA      | $2599059.72    | 0.01%             | 2026-08-17      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                         | DUKE ENERGY CAR                | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     6005000 | PA      | $5767674.05    | 0.02%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4652                      | CUSIP: 36179TEZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      103575 | PA      | $96715.46      | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                      | PRAXAIR INC                    | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    12430000 | PA      | $9547399.47    | 0.03%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786150                      | CUSIP: 3622ABWK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    82213649 | PA      | $72778786.30   | 0.23%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AV6106                      | CUSIP: 36195GYB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      256276 | PA      | $258609.94     | 0.00%             | 2046-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08677                      | CUSIP: 3128MJXF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      449411 | PA      | $432564.64     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA4239                      | CUSIP: 3140QBV96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6900544 | PA      | $6269952.80    | 0.02%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AI0686                      | CUSIP: 3138ADXQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      491908 | PA      | $506012.92     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QA9379                      | CUSIP: 3133A4M45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13644203 | PA      | $11673022.12   | 0.04%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS2366                      | CUSIP: 3140XHTY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14865390 | PA      | $14873285.01   | 0.05%             | 2050-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    21000000 | PA      | $20116345.41   | 0.06%             | 2025-02-04      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                       | EXP-IMP BK KOREA               | CUSIP: 302154CY3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    18000000 | PA      | $17325690.30   | 0.05%             | 2024-06-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| USAA Capital Corp                                                 | USAA CAP CORP                  | CUSIP: 90327QD48<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1563821.08    | 0.00%             | 2023-05-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08693                      | CUSIP: 3128MJXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      621366 | PA      | $578705.33     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CJ9749                      | CUSIP: 3617XSZN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1986774 | PA      | $1752208.32    | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q38865                      | CUSIP: 3132QVZ79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       71384 | PA      | $70381.58      | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                             | ENTERGY LA LLC                 | CUSIP: 29364WAY4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     5560000 | PA      | $5057399.63    | 0.02%             | 2026-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AT7656                      | CUSIP: 36194GQH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      429301 | PA      | $409106.10     | 0.00%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AY5629                      | CUSIP: 3138YKHF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       59158 | PA      | $53311.50      | 0.00%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q03168                      | CUSIP: 3132GJFH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11180 | PA      | $11093.54      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q02642                      | CUSIP: 3132GF5B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4912 | PA      | $4869.33       | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    11430000 | PA      | $10804975.14   | 0.03%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QA7633                      | CUSIP: 3133A2PS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10735656 | PA      | $9489241.37    | 0.03%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM2971                      | CUSIP: 3140X6JR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   218609923 | PA      | $210883461.39  | 0.67%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM7475                      | CUSIP: 3140XBJV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1009598 | PA      | $984595.53     | 0.00%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                               | SUMITOMO MITSUI                | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    12030000 | PA      | $10090317.21   | 0.03%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AD2414                      | CUSIP: 36180DVF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      224470 | PA      | $211982.10     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q36040                      | CUSIP: 3132QSWA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      257781 | PA      | $234947.41     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 785987                      | CUSIP: 3622ABRG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    40342127 | PA      | $35723957.60   | 0.11%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I 2017-HR2                                 | MSC 2017-HR2 ASB               | CUSIP: 61691NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1255224 | PA      | $1199723.18    | 0.00%             | 2050-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-C7                       | CGCMT 2019-C7 A3               | CUSIP: 17328CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $5110352.40    | 0.02%             | 2072-12-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11    | JPMCC 2013-LC11 A5             | CUSIP: 46639YAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2265178 | PA      | $2252425.71    | 0.01%             | 2046-04-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AU7136                      | CUSIP: 36194U4V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      447716 | PA      | $421299.42     | 0.00%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2087772.60    | 0.01%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q47721                      | CUSIP: 3132WMSK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2811643 | PA      | $2695746.91    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CJ3705                      | CUSIP: 3617XLDJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2702434 | PA      | $2396047.07    | 0.01%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3 | BACM 2017-BNK3 A4              | CUSIP: 06427DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      330000 | PA      | $308481.16     | 0.00%             | 2050-02-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AZ7355                      | CUSIP: 3140E0E50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       42319 | PA      | $39510.53      | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                            | COMMONWEALTH EDI               | CUSIP: 202795JH4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     2480000 | PA      | $2303420.30    | 0.01%             | 2026-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2522                      | CUSIP: 36179QYT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      156225 | PA      | $151955.21     | 0.00%             | 2045-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3369                      | CUSIP: 31418CW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      264781 | PA      | $234870.86     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q36071                      | CUSIP: 3132QSW95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      114664 | PA      | $104550.73     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08810                      | CUSIP: 3128MJ3U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      139098 | PA      | $136378.42     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 61772BAA1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    21355000 | PA      | $21044470.54   | 0.07%             | 2024-04-05      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                           | BANK NOVA SCOTIA               | CUSIP: 064159TF3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     9530000 | PA      | $8976792.93    | 0.03%             | 2025-02-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786009                      | CUSIP: 3622ABR61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    59882692 | PA      | $53319698.44   | 0.17%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US 2YR NOTE (CBT) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        4658 | NC      | $-649370.10    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BU1325                      | CUSIP: 3140M2PK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20679243 | PA      | $15884133.82   | 0.05%             | 2052-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BQ2571                      | CUSIP: 3617LL2C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      672814 | PA      | $611810.44     | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A89112                      | CUSIP: 312936DR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       39221 | PA      | $38353.90      | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM1389                      | CUSIP: 3140X4RK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7783214 | PA      | $7514211.67    | 0.02%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AD6369                      | CUSIP: 31418UCF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12501 | PA      | $12385.39      | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A93910                      | CUSIP: 312942KX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2422 | PA      | $2399.05       | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS1594                      | CUSIP: 3138WAXY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3036 | PA      | $3007.20       | 0.00%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                | REALTY INCOME                  | CUSIP: 756109AV6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    18632000 | PA      | $18218057.51   | 0.06%             | 2025-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24       | MSBAM 2015-C24 A3              | CUSIP: 61765LAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9391956 | PA      | $8917991.33    | 0.03%             | 2048-05-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C41                    | WFCM 2017-C41 A4               | CUSIP: 95001ABD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3160000 | PA      | $2905370.68    | 0.01%             | 2050-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CI8001                      | CUSIP: 3617XC3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2791282 | PA      | $2511408.88    | 0.01%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB4036                      | CUSIP: 3140QPPW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31446322 | PA      | $31343203.37   | 0.10%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM8235                      | CUSIP: 3617YUEG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1197658 | PA      | $1066867.89    | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BM5632                      | CUSIP: 3140JAHJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7961342 | PA      | $7151845.14    | 0.02%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                          | TOYOTA MTR CRED                | CUSIP: 89236TGX7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $13454776.02   | 0.04%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL1163                      | CUSIP: 3138EHJH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1588370 | PA      | $1472921.41    | 0.00%             | 2031-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                             | GENERAL DYNAMICS               | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4182715.80    | 0.01%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS6534                      | CUSIP: 3138WGHL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      548799 | PA      | $511163.28     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                      | BERKSHIRE HATHAW               | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    11165000 | PA      | $10345572.07   | 0.03%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    10000000 | PA      | $9551617.30    | 0.03%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CJ7321                      | CUSIP: 3617XQD27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      967075 | PA      | $833391.76     | 0.00%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-A                           | FORDO 2022-A A4                | CUSIP: 345286AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9850000 | PA      | $8926655.09    | 0.03%             | 2027-05-15      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM9517                      | CUSIP: 3140XDSF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    84692595 | PA      | $72204011.00   | 0.23%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BE9408                      | CUSIP: 3140FVN28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1930031 | PA      | $1848229.46    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                           | BANK NOVA SCOTIA               | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1620000 | PA      | $1442397.38    | 0.00%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CO7370                      | CUSIP: 3617FKFK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1270084 | PA      | $1230996.64    | 0.00%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                    | WFCM 2017-C40 A3               | CUSIP: 95000YAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3200000 | PA      | $2915587.20    | 0.01%             | 2050-10-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                  | WELLS FARGO CO                 | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $6591107.29    | 0.02%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | LONG GILT FUTURE  Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         -31 | NC      | $206251.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                          | VISA INC                       | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    49590000 | PA      | $47827745.46   | 0.15%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CK9727                      | CUSIP: 3617Y5YY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1706616 | PA      | $1485495.40    | 0.00%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM2635                      | CUSIP: 3617YM4U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2744239 | PA      | $2512120.35    | 0.01%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AV2959                      | CUSIP: 3138XEJD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11912 | PA      | $11752.50      | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3544                      | CUSIP: 31418C5E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5899800 | PA      | $5724527.72    | 0.02%             | 2038-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM8173                      | CUSIP: 3140XCCK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31721360 | PA      | $30384177.89   | 0.10%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB2604                      | CUSIP: 3140QM3N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   146982317 | PA      | $120779514.44  | 0.38%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-1                    | GFORT 2020-1 A                 | CUSIP: 361886CH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5520000 | PA      | $5360935.13    | 0.02%             | 2025-08-15      | Fixed         | 0.68%                 | Yes           |                  2 | On Loan: No      |
| COMM 2015-CCRE24 Mortgage Trust                                   | COMM 2015-CR24 A4              | CUSIP: 12593JBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1653779 | PA      | $1563725.29    | 0.00%             | 2048-08-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QD2192                      | CUSIP: 3133AYNH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4239432 | PA      | $3495901.70    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                        | CD 2016-CD1 A3                 | CUSIP: 12514MBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15262849 | PA      | $14107400.97   | 0.04%             | 2049-08-10      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 651825                      | CUSIP: 36292LD68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      102127 | PA      | $105402.63     | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 704473                      | CUSIP: 36296XT61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6812 | PA      | $6515.19       | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG C91335                      | CUSIP: 3128P7PU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4828 | PA      | $4744.66       | 0.00%             | 2030-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                              | PETRONAS CAP LTD               | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     1993000 | PA      | $1821356.80    | 0.01%             | 2030-04-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     7950000 | PA      | $7466479.41    | 0.02%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AH5583                      | CUSIP: 3138A7FZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6338 | PA      | $6280.04       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST HPEFS_22-2                                  | HPEFS 2022-2A A3               | CUSIP: 40441TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12990000 | PA      | $12712012.70   | 0.04%             | 2029-09-20      | Fixed         | 3.76%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-3                 | SDART 2022-3 A3                | CUSIP: 80285UAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11990000 | PA      | $11782790.02   | 0.04%             | 2026-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                              | ROYAL BK CANADA                | CUSIP: 78013XZU5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    13603000 | PA      | $13127054.56   | 0.04%             | 2024-07-16      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE18 Mortgage Trust                                   | COMM 2014-CR18 A5              | CUSIP: 12632QAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4081700 | PA      | $3952653.79    | 0.01%             | 2047-07-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                           | JOHN DEERE CAP                 | CUSIP: 24422EVR7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    37500000 | PA      | $33279414.00   | 0.11%             | 2026-06-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 784643                      | CUSIP: 3622AABL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49014 | PA      | $49660.84      | 0.00%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST KCOT_22-1A                              | KCOT 2022-1A A4                | CUSIP: 50117EAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9680000 | PA      | $9029276.52    | 0.03%             | 2028-02-15      | Fixed         | 2.78%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5700                      | CUSIP: 36179UKM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      695966 | PA      | $655552.01     | 0.00%             | 2049-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                              | ROYAL BK CANADA                | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     1400000 | PA      | $1365245.10    | 0.00%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA2812                      | CUSIP: 3140QADS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8255869 | PA      | $8300743.28    | 0.03%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                         | APPLE INC                      | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     7290000 | PA      | $5868039.50    | 0.02%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BQ8341                      | CUSIP: 3140KUHT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7740878 | PA      | $6346430.92    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                       | NVIDIA CORP                    | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $25646639.40   | 0.08%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                            | BERKSHIRE HATHWY               | CUSIP: 084670BN7<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2883869.69    | 0.01%             | 2027-03-16      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4720                      | CUSIP: 36179TG58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4085794 | PA      | $3942985.96    | 0.01%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB4847                      | CUSIP: 3140QQL52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14634133 | PA      | $14751901.29   | 0.05%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BE0046                      | CUSIP: 3617BTBP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2123686 | PA      | $1997305.04    | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QE0386                      | CUSIP: 3133B9NB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8885945 | PA      | $8381177.06    | 0.03%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG V81888                      | CUSIP: 3132L7CZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      142863 | PA      | $133402.27     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN1106                      | CUSIP: 3617YYGP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3182269 | PA      | $2912816.55    | 0.01%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08671                      | CUSIP: 3128MJW97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      191427 | PA      | $178727.67     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4383                      | CUSIP: 36179S2Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      135345 | PA      | $130614.94     | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_21-3                     | HAROT 2021-4 A3                | CUSIP: 43815GAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12870000 | PA      | $12214207.86   | 0.04%             | 2026-01-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q03517                      | CUSIP: 3132GJSE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6340 | PA      | $6290.95       | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM3205                      | CUSIP: 3617YNR28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1936302 | PA      | $1776155.07    | 0.01%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BD5047                      | CUSIP: 3140FCTD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2118906 | PA      | $1898250.06    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   347750000 | PA      | $347478337.70  | 1.10%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822AH7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     1025000 | PA      | $1004630.66    | 0.00%             | 2023-09-13      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST                           | COMET 2019-A3 A3               | CUSIP: 14041NFV8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |    27040000 | PA      | $24664041.17   | 0.08%             | 2028-08-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 704972                      | CUSIP: 36296YFM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      106803 | PA      | $107013.95     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA2495                      | CUSIP: 31418BXZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      422286 | PA      | $394241.22     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 5141                        | CUSIP: 36202FWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26935 | PA      | $27506.16      | 0.00%             | 2041-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS1029                      | CUSIP: 3140XGEB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13376557 | PA      | $11883021.52   | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCI 4 1/23                    | CUSIP: 01F040412<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    82000000 | PA      | $80014058.40   | 0.25%             | 2023-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QD6305                      | CUSIP: 3133B4AE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18404572 | PA      | $16754990.14   | 0.05%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QD6086                      | CUSIP: 3133B3XP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7222166 | PA      | $6574232.65    | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS8453                      | CUSIP: 3138WJMB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      118158 | PA      | $106136.49     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                | HOME DEPOT INC                 | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    12425000 | PA      | $11044740.67   | 0.03%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN1775                      | CUSIP: 3617YY6L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6620134 | PA      | $5913083.72    | 0.02%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST_22-A1                               | SYNIT 2022-A1 A                | CUSIP: 87166PAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    23430000 | PA      | $22560165.94   | 0.07%             | 2028-04-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                         | UNITED PARCEL                  | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4652072.65    | 0.01%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                          | DUKE ENERGY PROG               | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     1520000 | PA      | $1399802.47    | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                | REALTY INCOME                  | CUSIP: 756109AZ7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     4710000 | PA      | $4101367.49    | 0.01%             | 2026-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                              | SIEMENS FINAN                  | CUSIP: 82620KAZ6<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    58305000 | PA      | $51885706.37   | 0.16%             | 2026-03-11      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA6038                      | CUSIP: 3140QDV84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   131708405 | PA      | $113153285.63  | 0.36%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                           | ILLINOIS TOOL WK               | CUSIP: 452308AX7<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     7640000 | PA      | $7097865.98    | 0.02%             | 2026-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                        | MIZUHO FINANCIAL               | CUSIP: 60687YBF5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    17100000 | PA      | $16675561.58   | 0.05%             | 2024-07-10      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CH8580                      | CUSIP: 3617X1Q93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1259604 | PA      | $1067791.24    | 0.00%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK9                                                    | BANK 2017-BNK9 A4              | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3700000 | PA      | $3421192.05    | 0.01%             | 2054-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM8130                      | CUSIP: 3617YUA79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1666218 | PA      | $1452179.11    | 0.00%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-A                           | FORDO 2022-A A3                | CUSIP: 345286AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8440000 | PA      | $8029213.38    | 0.03%             | 2026-06-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                  | BANK OF NY MELLO               | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9293974.74    | 0.03%             | 2028-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL0786                      | CUSIP: 36183V2T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      567567 | PA      | $509111.71     | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                    | S&P GLOBAL INC                 | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    48460000 | PA      | $42636248.26   | 0.14%             | 2029-03-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BA2101                      | CUSIP: 3140E6KP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      226839 | PA      | $211775.04     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 770446                      | CUSIP: 36176MWF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7542 | PA      | $7607.20       | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BN4049                      | CUSIP: 3140JLQB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      103229 | PA      | $100745.45     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM2650                      | CUSIP: 3617YM5K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1965732 | PA      | $1800032.64    | 0.01%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-D                       | WOART 2022-D A4                | CUSIP: 98163VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6940000 | PA      | $7141398.80    | 0.02%             | 2029-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     7990000 | PA      | $7509143.58    | 0.02%             | 2026-03-10      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   355000000 | PA      | $342963299.00  | 1.09%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5979                      | CUSIP: 36179UUC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1319780 | PA      | $1303164.82    | 0.00%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46625HKC3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9652592.50    | 0.03%             | 2025-01-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                      | HYDRO-QUEBEC                   | CUSIP: 448814EJ8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      470000 | PA      | $491089.66     | 0.00%             | 2024-07-07      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                          | TOYOTA MTR CRED                | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $12788423.40   | 0.04%             | 2027-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| CHEASAPEAKE FUNDING II LLC CFII_19-2                              | CFII 2019-2A A1                | CUSIP: 165183CD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      682365 | PA      | $682001.38     | 0.00%             | 2031-09-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 733600                      | CUSIP: 3620AL7M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37551 | PA      | $38999.62      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BN3331                      | CUSIP: 3140JKVZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1936864 | PA      | $1890302.04    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2022-4                                 | JPMMT 2022-4 A3                | CUSIP: 46655GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9897442 | PA      | $8251992.22    | 0.03%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                              | PNC FINANCIAL                  | CUSIP: 693475AV7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     7930000 | PA      | $7807405.21    | 0.02%             | 2024-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD8184                      | CUSIP: 3132DWCV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23457093 | PA      | $20755051.84   | 0.07%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08738                      | CUSIP: 3128MJZC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      157034 | PA      | $146243.24     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QD3779                      | CUSIP: 3133B1FU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6953080 | PA      | $6113905.05    | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Yale University                                                   | YALE UNIVERSITY                | CUSIP: 98459LAB9<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4793958.78    | 0.02%             | 2030-04-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN1137                      | CUSIP: 3617YYHN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1144329 | PA      | $1109099.80    | 0.00%             | 2045-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B21 Mortgage Trust                                 | BMARK 2020-B21 AAB             | CUSIP: 08163LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4400000 | PA      | $3720699.40    | 0.01%             | 2053-12-17      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                          | JAPAN BANK COOP                | CUSIP: 471048BU1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    10000000 | PA      | $9862493.20    | 0.03%             | 2023-10-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                       | PEPSICO INC                    | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     7520000 | PA      | $7223346.15    | 0.02%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 764261                      | CUSIP: 36176EZ20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25056 | PA      | $25345.32      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | EUR/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2489.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AZ3743                      | CUSIP: 3138YVER6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1064308 | PA      | $993620.11     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                  | COCA-COLA CO/THE               | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $11513531.88   | 0.04%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3496                      | CUSIP: 31418C3E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       85231 | PA      | $83193.23      | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL5562                      | CUSIP: 3138ENFC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11352 | PA      | $11116.25      | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08628                      | CUSIP: 3128MJVW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      159320 | PA      | $153349.97     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-INV3 Trust                                              | GCAT 2022-INV3 2A1             | CUSIP: 36830RAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    25528539 | PA      | $23761095.67   | 0.08%             | 2052-08-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL4069                      | CUSIP: 3138ELQX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         396 | PA      | $387.68        | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08201                      | CUSIP: 3128MJGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34569 | PA      | $35387.96      | 0.00%             | 2037-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QF2102                      | CUSIP: 3133BPKP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      999192 | PA      | $1015667.46    | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 719783                      | CUSIP: 3620A5UG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4871 | PA      | $5029.04       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                        | KOREA DEV BANK                 | CUSIP: 500630CY2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    33000000 | PA      | $31418807.31   | 0.10%             | 2024-10-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5807                      | CUSIP: 36179UNY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      358271 | PA      | $335936.24     | 0.00%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                             | BB&T CORPORATION               | CUSIP: 05531FBF9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    15600000 | PA      | $15438019.58   | 0.05%             | 2023-12-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 3527                        | CUSIP: 36202D4L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       54978 | PA      | $52887.84      | 0.00%             | 2034-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN7415                      | CUSIP: 3617F7GY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5052410 | PA      | $4909111.61    | 0.02%             | 2050-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                  | BANK OF NY MELLO               | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     9650000 | PA      | $9371124.75    | 0.03%             | 2030-07-26      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CJ9741                      | CUSIP: 3617XSZE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1160246 | PA      | $1016923.88    | 0.00%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS6286                      | CUSIP: 3138WF6Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      325353 | PA      | $313121.01     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                         | TORONTO DOM BANK               | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    30120000 | PA      | $29231421.15   | 0.09%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                    | MERCK & CO INC                 | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     2560000 | PA      | $2203192.63    | 0.01%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA0318                      | CUSIP: 36179MK74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9182863 | PA      | $8615804.57    | 0.03%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL2956                      | CUSIP: 3617YAH92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11605031 | PA      | $10341662.28   | 0.03%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                               | AMERICAN EXPRESS               | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $7895949.55    | 0.03%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LSEGA Financing PLC                                               | LSEGA FIN PLC                  | CUSIP: 50220PAA1<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |     5000000 | PA      | $4696153.00    | 0.01%             | 2024-04-06      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM1466                      | CUSIP: 3617YLTX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1302215 | PA      | $1195207.49    | 0.00%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C24                          | WFRBS 2014-C24 A5              | CUSIP: 92939KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2189700 | PA      | $2104989.92    | 0.01%             | 2047-11-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    16335000 | PA      | $15131496.01   | 0.05%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AH0957                      | CUSIP: 3138A2B32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      943415 | PA      | $994497.02     | 0.00%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS-BAMLL Trust                                                   | UBSBM 2012-WRM A               | CUSIP: 90269PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      139722 | PA      | $131422.12     | 0.00%             | 2030-06-10      | Fixed         | 3.66%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AB2480                      | CUSIP: 31416XXJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       85582 | PA      | $84829.29      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                         | AVALONBAY COMMUN               | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4148487.40    | 0.01%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                            | CORP ANDINA FOM                | CUSIP: 219868CE4<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    36000000 | PA      | $33437671.20   | 0.11%             | 2024-10-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786147                      | CUSIP: 3622ABWG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    45003418 | PA      | $38820434.08   | 0.12%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3106                      | CUSIP: 36179RNX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      387386 | PA      | $376814.84     | 0.00%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DLL FINANCE LLC DLLAD_21-1                                        | DLLAD 2021-1A A3               | CUSIP: 233262AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10300000 | PA      | $9597795.44    | 0.03%             | 2026-09-21      | Fixed         | 0.64%                 | Yes           |                  2 | On Loan: No      |
| CSAIL 2017-C8 Commercial Mortgage Trust                           | CSAIL 2017-C8 A4               | CUSIP: 12595BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8560000 | PA      | $7806934.00    | 0.02%             | 2050-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                  | WELLS FARGO CO                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     9270000 | PA      | $8175366.88    | 0.03%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                         | DUKE ENERGY CAR                | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     6145000 | PA      | $5135765.97    | 0.02%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                    | BANK 2017-BNK6 A4              | CUSIP: 060352AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4580000 | PA      | $4227295.57    | 0.01%             | 2060-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN6684                      | CUSIP: 3617F6M96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6409574 | PA      | $5944287.98    | 0.02%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3564                      | CUSIP: 31418C6A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7789817 | PA      | $7637490.30    | 0.02%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                   | CHEVRON USA INC                | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     5870000 | PA      | $5667814.25    | 0.02%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                           | JOHN DEERE CAP                 | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    13070000 | PA      | $11921550.34   | 0.04%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1089                      | CUSIP: 36179NF60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      213121 | PA      | $193151.33     | 0.00%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    10785000 | PA      | $9794488.78    | 0.03%             | 2025-07-17      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AI1191                      | CUSIP: 3138AEKD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10317 | PA      | $10221.29      | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 756893                      | CUSIP: 36230RUS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10722 | PA      | $10528.59      | 0.00%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC30                            | GSMS 2015-GC30 A4              | CUSIP: 36250GAP0<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |        5000 | PA      | $4730.55       | 0.00%             | 2050-05-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                         | WESTAR ENERGY                  | CUSIP: 95709TAN0<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    13385000 | PA      | $12311296.79   | 0.04%             | 2026-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 Mortgage Trust                                        | CD 2017-CD5 AS                 | CUSIP: 12515HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      320000 | PA      | $286134.66     | 0.00%             | 2050-08-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AD8911                      | CUSIP: 31418W3V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21549 | PA      | $22207.31      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5193                      | CUSIP: 36179TXW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17909753 | PA      | $17653376.26   | 0.06%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC37                     | CGCMT 2016-GC37 A4             | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3737776.80    | 0.01%             | 2049-04-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BQ0640                      | CUSIP: 3617LJV91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      139463 | PA      | $126509.79     | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08372                      | CUSIP: 3128MJMW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2652 | PA      | $2635.91       | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES FUNDING GALC_20-1               | GALC 2020-1 A3                 | CUSIP: 39154TBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1677437 | PA      | $1673675.33    | 0.01%             | 2023-08-15      | Fixed         | 1.76%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 712374                      | CUSIP: 36297HMX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9232 | PA      | $9122.13       | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZS4791                      | CUSIP: 3132A5KC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      970086 | PA      | $950234.40     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q02416                      | CUSIP: 3132GFVH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1118816 | PA      | $1113036.21    | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BS6315                      | CUSIP: 3617MHAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3701071 | PA      | $3276780.25    | 0.01%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CO0394                      | CUSIP: 3617FBNK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2770062 | PA      | $2541463.57    | 0.01%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACER AUTO RECEIVABLES TRUST CPART_20-1A                 | CPART 2020-1A A4               | CUSIP: 13645YAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |     1840000 | PA      | $1786824.92    | 0.01%             | 2025-03-19      | Fixed         | 1.89%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C26               | JPMBB 2014-C26 A4              | CUSIP: 46643TBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15000000 | PA      | $14363800.50   | 0.05%             | 2048-01-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB0211                      | CUSIP: 3140QKGV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1435953 | PA      | $1320538.20    | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AM4136                      | CUSIP: 36184QSZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14252 | PA      | $13399.76      | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCL 5.5 1/23                  | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   425700000 | PA      | $427096806.84  | 1.35%             | 2023-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                | REALTY INCOME                  | CUSIP: N/A<br>LEI: 549300CUWDAUZSH43859       | Long             | DBT              | CORP              | US        |     2307000 | PA      | $2405473.28    | 0.01%             | 2027-01-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC MMAF_19-A                              | MMAF 2019-A A5                 | CUSIP: 60700FAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4430000 | PA      | $4247121.18    | 0.01%             | 2041-11-12      | Fixed         | 3.08%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                           | CHARLES SCHWAB                 | CUSIP: 808513BC8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      800000 | PA      | $785104.85     | 0.00%             | 2030-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8575000 | PA      | $7777558.36    | 0.02%             | 2029-01-23      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN 931759                      | CUSIP: 31412QE88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       29208 | PA      | $29470.33      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE25 Mortgage Trust                                   | COMM 2015-CR25 A4              | CUSIP: 12593PAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1838400 | PA      | $1756017.44    | 0.01%             | 2048-08-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK4                                                    | BANK 2017-BNK4 A4              | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      280000 | PA      | $260824.45     | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM SOFI_17-D                          | SOFI 2017-D A2FX               | CUSIP: 78471CAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       60503 | PA      | $57904.55      | 0.00%             | 2040-09-25      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 5054                        | CUSIP: 36202FTK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27511 | PA      | $26759.57      | 0.00%             | 2041-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp                                                    | KOREA GAS CORP                 | CUSIP: 50066AAT0<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |    35000000 | PA      | $33161847.95   | 0.11%             | 2027-07-13      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                  | COCA-COLA CO/THE               | CUSIP: 191216BK5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5389741.85    | 0.02%             | 2026-09-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q14326                      | CUSIP: 3132HQYX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1042032 | PA      | $910086.95     | 0.00%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AD6995                      | CUSIP: 31418UXZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      402826 | PA      | $411120.83     | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL2149                      | CUSIP: 36183XL65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42225 | PA      | $39723.79      | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_20-B                | HALST 2020-B A4                | CUSIP: 44891PAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2490000 | PA      | $2482999.12    | 0.01%             | 2024-06-17      | Fixed         | 0.58%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AE3798                      | CUSIP: 36180WGF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      224476 | PA      | $209765.74     | 0.00%             | 2045-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 739147                      | CUSIP: 3620ATEU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15835 | PA      | $16065.15      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                              | TALNT 2019-1A A                | CUSIP: 89231XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      550000 | PA      | $530480.39     | 0.00%             | 2031-11-25      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                | BX 2019-OC11 A                 | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5550000 | PA      | $4637592.21    | 0.01%             | 2041-12-09      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CO5667                      | CUSIP: 3617FHJL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1530020 | PA      | $1342581.79    | 0.00%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZA1949                      | CUSIP: 31329KEW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      383513 | PA      | $394719.52     | 0.00%             | 2026-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CI2269                      | CUSIP: 3617X6QW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      768658 | PA      | $682118.78     | 0.00%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AD8316                      | CUSIP: 31418WG20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      112973 | PA      | $116423.16     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                       | PROLOGIS LP                    | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    12850000 | PA      | $12447482.36   | 0.04%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_20-C                      | WOART 2020-C A4                | CUSIP: 98163CAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5400000 | PA      | $5018708.16    | 0.02%             | 2026-10-15      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL3409                      | CUSIP: 3617YAYE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4492201 | PA      | $3981843.28    | 0.01%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN1111                      | CUSIP: 3617YYGU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16712170 | PA      | $15364256.53   | 0.05%             | 2051-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM1001                      | CUSIP: 3140X4DF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1579601 | PA      | $1465232.17    | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 751248                      | CUSIP: 36230KL58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4081 | PA      | $3964.84       | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AE6447                      | CUSIP: 36181AEU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5770 | PA      | $5377.52       | 0.00%             | 2044-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C5                        | BBCMS 2019-C5 A4               | CUSIP: 05492JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13010000 | PA      | $11428777.61   | 0.04%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                   | BANK 2019-BN17 ASB             | CUSIP: 065403BA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      285000 | PA      | $267478.94     | 0.00%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 739188                      | CUSIP: 3620ATF51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       94338 | PA      | $95732.78      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AR9225                      | CUSIP: 3138W7HB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5047646 | PA      | $4570826.22    | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT_21-1                     | DCENT 2021-A2 A2               | CUSIP: 254683CQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9780000 | PA      | $8527846.06    | 0.03%             | 2028-09-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                      | COMCAST CORP                   | CUSIP: 20030NDX6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    13316000 | PA      | $12437954.42   | 0.04%             | 2026-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AS8132                      | CUSIP: 36193UA95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1875739 | PA      | $1718490.31    | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                          | DUKE ENERGY PROG               | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    12500000 | PA      | $9892803.63    | 0.03%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3937                      | CUSIP: 36179SLS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      100308 | PA      | $93803.68      | 0.00%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG V81429                      | CUSIP: 3132L6SS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      385361 | PA      | $367850.71     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN 932322                      | CUSIP: 31412QYT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27725 | PA      | $27553.89      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | GBP/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $93238.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4302415.62    | 0.01%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08654                      | CUSIP: 3128MJWQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      521964 | PA      | $487342.80     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G05962                      | CUSIP: 3128M75X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      312151 | PA      | $309162.54     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AF3826                      | CUSIP: 36181KHB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      149673 | PA      | $136735.29     | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    34922000 | PA      | $31675358.93   | 0.10%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   500000000 | PA      | $447031250.00  | 1.42%             | 2025-10-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BR1489                      | CUSIP: 3617LXUN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      684149 | PA      | $620584.42     | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_22-1                                | CARMX 2022-1 A4                | CUSIP: 14317CAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10070000 | PA      | $9154339.94    | 0.03%             | 2027-08-16      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 733873                      | CUSIP: 3620AMJS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         544 | PA      | $560.37        | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G61555                      | CUSIP: 31335BWQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       53559 | PA      | $51777.97      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q57339                      | CUSIP: 3132Y1EM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8117443 | PA      | $7781824.08    | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AI6576                      | CUSIP: 3138ALJW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17465 | PA      | $17356.53      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3173                      | CUSIP: 36179RQ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      508755 | PA      | $477217.22     | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA0698                      | CUSIP: 36179MX39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1127701 | PA      | $1005626.14    | 0.00%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BK6824                      | CUSIP: 3140HLSN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1176250 | PA      | $1147978.70    | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD8209                      | CUSIP: 3132DWDN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20515430 | PA      | $15746690.38   | 0.05%             | 2052-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    13500000 | PA      | $12588376.73   | 0.04%             | 2025-06-23      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_19-3                                | CARMX 2019-3 A4                | CUSIP: 14315PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $4906828.50    | 0.02%             | 2025-04-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL2892                      | CUSIP: 3617YAF94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1139176 | PA      | $1014833.08    | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5457                      | CUSIP: 36179UB27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2185573 | PA      | $2059209.66    | 0.01%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST_20-A                            | SRT 2020-B A4                  | CUSIP: 80286RAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4600000 | PA      | $4436647.10    | 0.01%             | 2024-12-20      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL2979                      | CUSIP: 3617YAJY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1567059 | PA      | $1487322.59    | 0.00%             | 2049-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nuveen Finance LLC                                                | TIAA ASSET MGMT                | CUSIP: 87246YAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20000000 | PA      | $19473589.60   | 0.06%             | 2024-11-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AP5408                      | CUSIP: 36189CAH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      343460 | PA      | $323322.91     | 0.00%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   155000000 | PA      | $155532812.50  | 0.49%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL1814                      | CUSIP: 3617Y9AP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2276795 | PA      | $2051896.42    | 0.01%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786146                      | CUSIP: 3622ABWF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    59203979 | PA      | $50855489.56   | 0.16%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA7366                      | CUSIP: 36179WFF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10647830 | PA      | $8930088.83    | 0.03%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN9857                      | CUSIP: 3617F95S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    42575099 | PA      | $39469620.08   | 0.13%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1919                      | CUSIP: 36179QDY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       56237 | PA      | $52767.06      | 0.00%             | 2044-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 725405                      | CUSIP: 3620AB3N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35041 | PA      | $35022.60      | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 675756                      | CUSIP: 36295NWR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      681275 | PA      | $626628.66     | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3575                      | CUSIP: 31418C6M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      697543 | PA      | $644528.61     | 0.00%             | 2038-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CQ5521                      | CUSIP: 3618A8D20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13428169 | PA      | $12289517.93   | 0.04%             | 2050-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 784219                      | CUSIP: 3622A2VL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5488311 | PA      | $4876113.12    | 0.02%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC MMAF_17-A                              | MMAF 2017-AA A5                | CUSIP: 55315XAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      550587 | PA      | $547144.84     | 0.00%             | 2027-07-16      | Fixed         | 2.68%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1920                      | CUSIP: 36179QDZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      220041 | PA      | $214033.19     | 0.00%             | 2044-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SCDS: (CHILE)                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -40720000 | NC      | $-159972.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD1350                      | CUSIP: 3132DNQB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27045880 | PA      | $26284349.25   | 0.08%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                           | DUKE ENERGY FLA                | CUSIP: 26444HAC5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    17632000 | PA      | $16665500.69   | 0.05%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD8098                      | CUSIP: 3132DV7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46450 | PA      | $38093.73      | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4196                      | CUSIP: 36179SUV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      591600 | PA      | $553225.35     | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARDS II TRUST CARD2_21-1A                                        | CARD2 2021-1A A                | CUSIP: 14161GBY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    28920000 | PA      | $27302449.45   | 0.09%             | 2027-04-15      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4719                      | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3826501 | PA      | $3573123.19    | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                 | JOHNSON&JOHNSON                | CUSIP: 478160CE2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      385000 | PA      | $363803.09     | 0.00%             | 2027-03-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q49432                      | CUSIP: 3132WPPS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1629890 | PA      | $1539866.61    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08802                      | CUSIP: 3128MJ3L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      123546 | PA      | $121721.22     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL2691                      | CUSIP: 3138EJ7D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1303396 | PA      | $1292122.53    | 0.00%             | 2042-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CG6413                      | CUSIP: 3617WLDS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1026815 | PA      | $914698.94     | 0.00%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C12               | JPMBB 2013-C12 AS              | CUSIP: 46639NAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1465488 | PA      | $1450537.09    | 0.00%             | 2045-07-15      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A62378                      | CUSIP: 3128KSUB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7510 | PA      | $7630.30       | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan Inc                                     | DEV BANK JAPAN                 | CUSIP: 25159MAV9<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |    12000000 | PA      | $11849544.96   | 0.04%             | 2023-09-06      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CH0400                      | CUSIP: 3617WRNR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7562518 | PA      | $6744129.04    | 0.02%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCL 3 2/23                    | CUSIP: 01F030629<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -585000000 | PA      | $-514868562.00 | -1.63%            | 2023-02-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08667                      | CUSIP: 3128MJW55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1820276 | PA      | $1699539.64    | 0.01%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cedars-Sinai Health System                                        | CEDARS-SINAI HLT               | CUSIP: 15073LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1603391.38    | 0.01%             | 2031-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Arab Petroleum Investments Corp                                   | ARAB PETROLEUM                 | CUSIP: N/A<br>LEI: 213800A54KIUYH5YD185       | Long             | DBT              | CORP              | N/A       |     2880000 | PA      | $2645582.11    | 0.01%             | 2025-06-30      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                           | SIMON PROP GP LP               | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4253349.10    | 0.01%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST TESLA_20-A                                 | TESLA 2020-A A4                | CUSIP: 88167HAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      750000 | PA      | $747938.70     | 0.00%             | 2023-12-20      | Fixed         | 0.78%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BU7887                      | CUSIP: 3140M9XR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5882271 | PA      | $4864199.68    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SCDS: (AMXLMM)                 | CUSIP: BVN5KBGF8<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |    -6200000 | NC      | $21529.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA7367                      | CUSIP: 36179WFG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    34744025 | PA      | $30261357.77   | 0.10%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN3073                      | CUSIP: 3617F2MW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1031816 | PA      | $1005833.81    | 0.00%             | 2050-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL0755                      | CUSIP: 3138EGZV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      691215 | PA      | $705473.89     | 0.00%             | 2041-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS8249                      | CUSIP: 3138WJEX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1511596 | PA      | $1414266.74    | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST KCOT_22-1A                              | KCOT 2022-1A A3                | CUSIP: 50117EAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16940000 | PA      | $16054918.88   | 0.05%             | 2026-10-15      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS9451                      | CUSIP: 3138WKQD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3182 | PA      | $2960.55       | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                    | MERCK & CO INC                 | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    10830000 | PA      | $8849716.09    | 0.03%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA6148                      | CUSIP: 36179UZM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      944777 | PA      | $932882.55     | 0.00%             | 2049-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA8737                      | CUSIP: 3140QGV79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    84700210 | PA      | $78378245.83   | 0.25%             | 2036-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                       | TARGET CORP                    | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    11910000 | PA      | $10120168.77   | 0.03%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SB0492                      | CUSIP: 3132CWRM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    77848034 | PA      | $69839269.76   | 0.22%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CH7259                      | CUSIP: 3617X0B42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1286284 | PA      | $1147227.85    | 0.00%             | 2044-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN9839                      | CUSIP: 3617F94Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2386620 | PA      | $2193523.45    | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCL 3.5 1/23                  | CUSIP: 01F032617<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -313300000 | PA      | $-285151937.46 | -0.90%            | 2023-01-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE27 Mortgage Trust                                   | COMM 2015-CR27 A4              | CUSIP: 12635QBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3386000 | PA      | $3229017.93    | 0.01%             | 2048-10-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GHF9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   102080000 | PA      | $101699440.66  | 0.32%             | 2024-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCI 4.5 1/21                  | CUSIP: 01F042418<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   141000000 | PA      | $140030625.00  | 0.44%             | 2023-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL1888                      | CUSIP: 36183XCZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         806 | PA      | $779.25        | 0.00%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 658880                      | CUSIP: 36294S6R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33528 | PA      | $34437.49      | 0.00%             | 2037-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                               | SUMITOMO MITSUI                | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1000000 | PA      | $921961.31     | 0.00%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $16795426.20   | 0.05%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                              | ROYAL BK CANADA                | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     7300000 | PA      | $6658736.61    | 0.02%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4836                      | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    22592894 | PA      | $20537648.03   | 0.07%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL8549                      | CUSIP: 3617YGQA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3128039 | PA      | $3043728.93    | 0.01%             | 2050-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GHY8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9272145.10    | 0.03%             | 2026-02-13      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 704750                      | CUSIP: 36296X5K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6046 | PA      | $5974.00       | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 627033                      | CUSIP: 36291FSW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4313731 | PA      | $4220085.33    | 0.01%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_21-4                                | CARMX 2021-4 A3                | CUSIP: 14317JAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20680000 | PA      | $19559669.27   | 0.06%             | 2026-09-15      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS0003                      | CUSIP: 3140XFAD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    80610284 | PA      | $70070344.60   | 0.22%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3455                      | CUSIP: 36179RZU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       92268 | PA      | $89749.63      | 0.00%             | 2046-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G05982                      | CUSIP: 3128M76T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11244 | PA      | $11136.78      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                           | SIMON PROP GP LP               | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4370492.70    | 0.01%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-E                        | SOFI 2017-E A2B                | CUSIP: 83404KAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       15612 | PA      | $15495.72      | 0.00%             | 2040-11-26      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                        | US BANCORP                     | CUSIP: 91159HHU7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     9450000 | PA      | $9243780.68    | 0.03%             | 2025-11-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BZ8533                      | CUSIP: 3617U4PS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1114982 | PA      | $958983.49     | 0.00%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZT2088                      | CUSIP: 3132AEJ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5251731 | PA      | $5107114.42    | 0.02%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA0559                      | CUSIP: 3140Q7TR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7746457 | PA      | $7594079.25    | 0.02%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 738783                      | CUSIP: 3620ASXL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      109713 | PA      | $109812.24     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3228                      | CUSIP: 31418CSS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19259 | PA      | $16776.52      | 0.00%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                  | MANUF & TRADERS                | CUSIP: 55279HAK6<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3543426.47    | 0.01%             | 2025-02-06      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                    | ONCOR ELECTRIC D               | CUSIP: 68233JBM5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    14205000 | PA      | $13753739.25   | 0.04%             | 2024-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                             | TEXAS INSTRUMENT               | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    23860000 | PA      | $23906396.72   | 0.08%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_21-1                    | VALET 2021-1 A3                | CUSIP: 92868KAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19790000 | PA      | $18782386.21   | 0.06%             | 2026-06-22      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                    | AMAZON.COM INC                 | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6590495.66    | 0.02%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BQ3871                      | CUSIP: 3140KPJR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7868757 | PA      | $6500520.88    | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM8221                      | CUSIP: 3617YUD27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6815460 | PA      | $6072284.96    | 0.02%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD8121                      | CUSIP: 3132DWAW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20966713 | PA      | $17194510.13   | 0.05%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SCDS: (CHILE)                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -6500000 | NC      | $-25535.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN1117                      | CUSIP: 3617YYG26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6539414 | PA      | $6009994.09    | 0.02%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB2916                      | CUSIP: 3140QNG22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13327707 | PA      | $12133857.50   | 0.04%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS1654                      | CUSIP: 3140XGZU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    78946168 | PA      | $72751664.59   | 0.23%             | 2037-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS7530                      | CUSIP: 3138WHLL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      335567 | PA      | $289775.24     | 0.00%             | 2046-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG V80002                      | CUSIP: 3132L5AB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      254761 | PA      | $229067.94     | 0.00%             | 2043-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                  | COCA-COLA CO/THE               | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3912755.15    | 0.01%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 618002                      | CUSIP: 36290URX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       61825 | PA      | $63843.15      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-C                     | TAOT 2022-C A4                 | CUSIP: 89231CAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2630000 | PA      | $2543501.67    | 0.01%             | 2028-02-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 776431                      | CUSIP: 36176ULL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       63172 | PA      | $61632.34      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                  | WELLS FARGO CO                 | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9307482.00    | 0.03%             | 2026-04-30      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL2234                      | CUSIP: 3617Y9PT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6743183 | PA      | $6008049.67    | 0.02%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_19-B                          | HART 2019-B A4                 | CUSIP: 44891JAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5143491 | PA      | $5091340.39    | 0.02%             | 2025-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AK6460                      | CUSIP: 36183QE92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       45329 | PA      | $44011.12      | 0.00%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CJ8808                      | CUSIP: 3617XRYD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1084946 | PA      | $1030031.48    | 0.00%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                     | CITIGROUP INC                  | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4044308.25    | 0.01%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AA8700                      | CUSIP: 31416SU25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31279 | PA      | $31560.44      | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST ALLYA_22-1                            | ALLYA 2022-1 A3                | CUSIP: 02008JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16420000 | PA      | $15965873.70   | 0.05%             | 2026-11-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2SF 2.5 1/23                  | CUSIP: 21H022614<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -504200000 | PA      | $-437393500.00 | -1.39%            | 2023-01-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CO9457                      | CUSIP: 3617FMQJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1092391 | PA      | $1065192.26    | 0.00%             | 2050-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BD3601                      | CUSIP: 3140FBAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      992105 | PA      | $972094.95     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                    | BP CAP MKTS AMER               | CUSIP: 10373QAT7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    19465000 | PA      | $18459634.31   | 0.06%             | 2026-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_16-6A                            | NAVSL 2016-6A A2               | CUSIP: 63940LAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      391347 | PA      | $391234.69     | 0.00%             | 2066-03-25      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G06601                      | CUSIP: 3128M8U28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1702137 | PA      | $1694619.90    | 0.01%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CG9301                      | CUSIP: 3617WPKN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1127670 | PA      | $1006286.72    | 0.00%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                            | HERTZ 2021-2A A                | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11710000 | PA      | $10157326.60   | 0.03%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL4808                      | CUSIP: 3138EMKW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      273648 | PA      | $281056.46     | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                       | PROLOGIS LP                    | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $7590569.00    | 0.02%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-2               | AMCAR 2020-2 A3                | CUSIP: 03066EAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      492916 | PA      | $491352.25     | 0.00%             | 2024-12-18      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3305                      | CUSIP: 31418CU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2028611 | PA      | $1880126.16    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                 | UNION ELECTRIC                 | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     1177000 | PA      | $1096303.77    | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2074                      | CUSIP: 36179QJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      165516 | PA      | $160996.82     | 0.00%             | 2044-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                    | ONCOR ELECTRIC D               | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    12750000 | PA      | $11109019.03   | 0.04%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AT8360                      | CUSIP: 3138WWJE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       36046 | PA      | $34245.06      | 0.00%             | 2028-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     4222000 | PA      | $4306602.75    | 0.01%             | 2026-05-08      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BE1472                      | CUSIP: 3140FLT65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       83260 | PA      | $74824.31      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_20-A                       | HDMOT 2020-A A3                | CUSIP: 41284UAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      469713 | PA      | $468944.21     | 0.00%             | 2024-10-15      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                | JPMDB 2017-C7 A5               | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $330952.50     | 0.00%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CH5490                      | CUSIP: 3617WXC32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1503460 | PA      | $1297610.39    | 0.00%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q52157                      | CUSIP: 3132XUMF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      379472 | PA      | $352197.98     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BE3767                      | CUSIP: 3140FPFH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      151810 | PA      | $140915.57     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4882                        | CUSIP: 36202FM78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      162059 | PA      | $157628.41     | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CJ7316                      | CUSIP: 3617XQDV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8907180 | PA      | $7901620.82    | 0.03%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4561                      | CUSIP: 31418EB74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   129176473 | PA      | $99157875.67   | 0.31%             | 2052-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD8027                      | CUSIP: 3132DV4L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      295305 | PA      | $285103.91     | 0.00%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BV3053                      | CUSIP: 3140MGMB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13098453 | PA      | $11557093.69   | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-C30                    | WFCM 2015-C30 A4               | CUSIP: 94989NBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2380000 | PA      | $2259833.56    | 0.01%             | 2058-09-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS0345                      | CUSIP: 3140XFL33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16465737 | PA      | $13604474.66   | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BA6554                      | CUSIP: 3140EBH87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      141035 | PA      | $133418.32     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CO9432                      | CUSIP: 3617FMPR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9981288 | PA      | $9176837.15    | 0.03%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL5853                      | CUSIP: 3138ENQF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      276407 | PA      | $275367.52     | 0.00%             | 2044-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_22-6                                    | VZMT 2022-6 A                  | CUSIP: 92348KAZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3340000 | PA      | $3227240.26    | 0.01%             | 2029-01-22      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AH3819                      | CUSIP: 3138A5G55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2359 | PA      | $2338.42       | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BC6769                      | CUSIP: 3140F2QX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2172054 | PA      | $2101172.38    | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                         | APPLE INC                      | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     5280000 | PA      | $4933099.04    | 0.02%             | 2027-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD8106                      | CUSIP: 3132DWAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       26173 | PA      | $21464.23      | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AI9978                      | CUSIP: 36198XCP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       73344 | PA      | $68716.25      | 0.00%             | 2044-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                          | PRUDENTIAL FIN                 | CUSIP: 74432QCH6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4050173.12    | 0.01%             | 2026-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 784413                      | CUSIP: 3622A23W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8845948 | PA      | $8265439.55    | 0.03%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                  | ERP OPERATING LP               | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2772692.82    | 0.01%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4381                      | CUSIP: 36179S2N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      331481 | PA      | $301305.00     | 0.00%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS1047                      | CUSIP: 3138WAEV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      681606 | PA      | $667413.52     | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2018-C8                | JPMDB 2018-C8 A4               | CUSIP: 46591ABA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       60000 | PA      | $56388.83      | 0.00%             | 2051-06-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA1932                      | CUSIP: 3140Q9EE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1926036 | PA      | $1888255.00    | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                           | CHARLES SCHWAB                 | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     6955000 | PA      | $6300332.32    | 0.02%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BD8428                      | CUSIP: 3140FGLJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      123294 | PA      | $106400.66     | 0.00%             | 2046-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | EUR/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1067820.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BE2848                      | CUSIP: 3140FNEW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      452987 | PA      | $407100.26     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C4 Commercial Mortgage Trust                           | CSAIL 2015-C4 A4               | CUSIP: 12635RAX6<br>LEI: 54930025J96YEH8FQE77 | Long             | ABS-MBS          | CORP              | US        |      856700 | PA      | $814773.10     | 0.00%             | 2048-11-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_22-2           | AMXCA 2022-2 A                 | CUSIP: 02582JJT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    34970000 | PA      | $33946984.12   | 0.11%             | 2027-05-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AT8172                      | CUSIP: 36194HCH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1370582 | PA      | $1306064.87    | 0.00%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                             | TEXAS INSTRUMENT               | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     9245000 | PA      | $7609576.88    | 0.02%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 61746BDZ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7747425.92    | 0.02%             | 2026-01-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                               | SA GLOBAL SUKU                 | CUSIP: 78397PAA9<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |     8084000 | PA      | $7600117.47    | 0.02%             | 2024-06-17      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                   | BANK 2022-BNK40 A4             | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3880000 | PA      | $3399661.82    | 0.01%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS3882                      | CUSIP: 3138WDJ44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       39739 | PA      | $39405.73      | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4197                      | CUSIP: 36179SUW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      367526 | PA      | $357505.84     | 0.00%             | 2047-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BE4202                      | CUSIP: 3140FPU49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9246567 | PA      | $8560536.79    | 0.03%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AW3144                      | CUSIP: 3138XSP68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       98203 | PA      | $98524.01      | 0.00%             | 2044-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS6389                      | CUSIP: 3138WGC36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       99340 | PA      | $89528.11      | 0.00%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS8574                      | CUSIP: 3138WJQ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      272082 | PA      | $263158.78     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_20-P1                        | CRVNA 2020-P1 A4               | CUSIP: 14687AAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2650000 | PA      | $2456999.97    | 0.01%             | 2026-10-08      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BU7896                      | CUSIP: 3140M9X28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27011063 | PA      | $23150344.89   | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                        | CD 2016-CD1 AM                 | CUSIP: 12514MBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1360000 | PA      | $1203710.98    | 0.00%             | 2049-08-10      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BA4735                      | CUSIP: 3140E9HM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      102240 | PA      | $96225.40      | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1286                      | CUSIP: 36179NNB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6589 | PA      | $6408.68       | 0.00%             | 2043-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL2885                      | CUSIP: 3617YAF29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1013090 | PA      | $961531.80     | 0.00%             | 2049-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST CNH_22-A                                      | CNH 2022-A A4                  | CUSIP: 12660DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2610000 | PA      | $2437394.44    | 0.01%             | 2029-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                        | TENN VALLEY AUTH               | CUSIP: 880591EU2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     1280000 | PA      | $1217256.95    | 0.00%             | 2027-02-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN 932279                      | CUSIP: 31412QXG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      984151 | PA      | $1012981.81    | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C4                           | CFCRE 2016-C4 A4               | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3376000 | PA      | $3127802.56    | 0.01%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                | FHR 5183 KZ                    | CUSIP: 3137H4ZR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10073151 | PA      | $5870251.81    | 0.02%             | 2052-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2022-1                                 | JPMMT 2022-1 A2                | CUSIP: 46654WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    36309675 | PA      | $30273191.21   | 0.10%             | 2052-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AD7136                      | CUSIP: 31418U4W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       40330 | PA      | $41555.63      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD1212                      | CUSIP: 3132DNKZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19640126 | PA      | $18242188.88   | 0.06%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BV2637                      | CUSIP: 3140MF4X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7827229 | PA      | $8024057.52    | 0.03%             | 2052-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_21-3                           | EFF 2021-3 A2                  | CUSIP: 29373MAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11494295 | PA      | $10987792.05   | 0.03%             | 2027-08-20      | Fixed         | 0.77%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CK2537                      | CUSIP: 3617XWZA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6879876 | PA      | $6103119.65    | 0.02%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    34100000 | PA      | $33717746.84   | 0.11%             | 2026-07-22      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BD7678                      | CUSIP: 3140FFQ87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      313728 | PA      | $271069.65     | 0.00%             | 2046-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                           | SIMON PROP GP LP               | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     6775000 | PA      | $6279028.54    | 0.02%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4195                      | CUSIP: 36179SUU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      103830 | PA      | $94544.87      | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_21-A                       | HDMOT 2021-A A3                | CUSIP: 41284NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5200509 | PA      | $5083286.12    | 0.02%             | 2026-04-15      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM3870                      | CUSIP: 3140X7JQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1133769 | PA      | $1052334.89    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZM6688                      | CUSIP: 3131Y1ND8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      364930 | PA      | $339485.53     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   173000000 | PA      | $168837187.50  | 0.53%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 778753                      | CUSIP: 36176W5N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14022 | PA      | $12982.73      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13       | MSBAM 2013-C13 A4              | CUSIP: 61763BAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       85000 | PA      | $83337.91      | 0.00%             | 2046-11-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 635117                      | CUSIP: 36291QSE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      885319 | PA      | $808327.17     | 0.00%             | 2043-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4100                      | CUSIP: 31418DRW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6178366 | PA      | $5066936.12    | 0.02%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BD2575                      | CUSIP: 3140F92H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      295270 | PA      | $255657.45     | 0.00%             | 2046-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 703625                      | CUSIP: 36296WVS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8326 | PA      | $8610.46       | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AW5174                      | CUSIP: 36195TXB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      848981 | PA      | $777865.36     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2022-INV5 Trust                                               | OBX 2022-INV5 A1               | CUSIP: 67448JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    28798721 | PA      | $25900849.52   | 0.08%             | 2052-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| DE LAGE LANDEN FINANCIAL SERVICES INC DLLMT_21-1                  | DLLMT 2021-1A A3               | CUSIP: 23345FAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10410000 | PA      | $9919793.10    | 0.03%             | 2025-07-21      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Camden Property Trust                                             | CAMDEN PROP TRST               | CUSIP: 133131AS1<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     5935000 | PA      | $5917933.25    | 0.02%             | 2023-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                    | BP CAP MKTS AMER               | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     8930000 | PA      | $7124363.91    | 0.02%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_22-A2               | COMET 2022-A2 A                | CUSIP: 14041NGA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    53110000 | PA      | $51651997.73   | 0.16%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 5056                        | CUSIP: 36202FTM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       92470 | PA      | $94425.34      | 0.00%             | 2041-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA0934                      | CUSIP: 36179NBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      142344 | PA      | $135751.90     | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16     | JPMCC 2013-C16 A3              | CUSIP: 46641BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       87952 | PA      | $86999.80      | 0.00%             | 2046-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-D                      | WOART 2021-D A3                | CUSIP: 98163KAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15840000 | PA      | $15060030.48   | 0.05%             | 2026-10-15      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 750341                      | CUSIP: 3620C6S63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       84448 | PA      | $86869.67      | 0.00%             | 2040-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZA1996                      | CUSIP: 31329KGD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         862 | PA      | $862.15        | 0.00%             | 2027-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                  | WELLS FARGO CO                 | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      700000 | PA      | $595133.88     | 0.00%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                              | ROYAL BK CANADA                | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     6700000 | PA      | $6379283.86    | 0.02%             | 2027-05-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                 | STATE STREET COR               | CUSIP: 857477AT0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     2630000 | PA      | $2559912.05    | 0.01%             | 2025-08-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SABIC Capital II BV                                               | SABIC CAPITAL II               | CUSIP: 78520LAA8<br>LEI: 2138005PCUTH59D4RJ83 | Long             | DBT              | CORP              | NL        |    17612000 | PA      | $17435835.27   | 0.06%             | 2023-10-10      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CB2365                      | CUSIP: 3617UMTW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1090307 | PA      | $975704.47     | 0.00%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CK7840                      | CUSIP: 3617Y3V92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2750963 | PA      | $2524215.54    | 0.01%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                            | ACE INA HOLDINGS               | CUSIP: 00440EAS6<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     4485000 | PA      | $4329831.51    | 0.01%             | 2025-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2826                      | CUSIP: 36179RD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      238073 | PA      | $223320.99     | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 783613                      | CUSIP: 3622A2AN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       53303 | PA      | $53662.13      | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD1279                      | CUSIP: 3132DNM42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8885772 | PA      | $8687180.65    | 0.03%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_19-B                    | NAROT 2019-B A4                | CUSIP: 65479HAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2066836 | PA      | $2049956.59    | 0.01%             | 2025-12-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    25200000 | PA      | $19400348.02   | 0.06%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST CNH_20-A                                      | CNH 2020-A A4                  | CUSIP: 12597PAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2040000 | PA      | $1947531.08    | 0.01%             | 2027-04-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2755                      | CUSIP: 36179RBY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      177458 | PA      | $172610.92     | 0.00%             | 2045-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN9875                      | CUSIP: 3617F96L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1750579 | PA      | $1603128.61    | 0.01%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 609112                      | CUSIP: 36202TVD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      793500 | PA      | $740845.89     | 0.00%             | 2044-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1605000 | PA      | $1563208.29    | 0.00%             | 2025-03-11      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $6118117.58    | 0.02%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3908                      | CUSIP: 31418DKW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3938016 | PA      | $3865931.50    | 0.01%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM9861                      | CUSIP: 3140XD5X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3078361 | PA      | $2999235.86    | 0.01%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                             | ENTERGY LA LLC                 | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     4435000 | PA      | $3403659.91    | 0.01%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                              | PNC FINANCIAL                  | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4248900.50    | 0.01%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL2172                      | CUSIP: 36183XMV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      108263 | PA      | $101791.77     | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4680                        | CUSIP: 36202FFV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       61012 | PA      | $62216.61      | 0.00%             | 2040-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comm 2013-CCRE13 Mortgage Trust                                   | COMM 2013-CR13 A4              | CUSIP: 12630BBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4199989 | PA      | $4142518.45    | 0.01%             | 2046-11-10      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BN6116                      | CUSIP: 3140JNYN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      277042 | PA      | $270885.98     | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 717796                      | CUSIP: 3620A3NM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2128 | PA      | $2142.49       | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM2214                      | CUSIP: 3140X5N82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1911693 | PA      | $1867859.81    | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 785958                      | CUSIP: 3622ABQK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    88324004 | PA      | $74877681.06   | 0.24%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                 | NATL RURAL UTIL                | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     9996000 | PA      | $9197535.21    | 0.03%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                           | TEMASEK FINL I                 | CUSIP: 87973RAE0<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |     9500000 | PA      | $9081440.93    | 0.03%             | 2028-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08790                      | CUSIP: 3128MJ2Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      109706 | PA      | $107798.19     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL6851                      | CUSIP: 3138EPTH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      336706 | PA      | $294753.87     | 0.00%             | 2043-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST EVGRN_21-1                            | EVGRN 2021-1 A                 | CUSIP: 30023JBS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    20590000 | PA      | $19112311.29   | 0.06%             | 2026-10-15      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD7527                      | CUSIP: 3132DVLG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    43662688 | PA      | $36176728.47   | 0.11%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                         | AVALONBAY COMMUN               | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     2960000 | PA      | $2747243.70    | 0.01%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                              | LOCKHEED MARTIN                | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    13300000 | PA      | $13750187.44   | 0.04%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1285                      | CUSIP: 36179NNA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      419458 | PA      | $393564.81     | 0.00%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-2                 | SDART 2022-2 A3                | CUSIP: 80286MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13960000 | PA      | $13683615.73   | 0.04%             | 2026-10-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                      | CANADIAN NATL RR               | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    26900000 | PA      | $24993935.94   | 0.08%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08568                      | CUSIP: 3128MJT26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      190318 | PA      | $186857.37     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_21-B                          | HART 2021-B A4                 | CUSIP: 44934KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16090000 | PA      | $14587161.82   | 0.05%             | 2027-02-16      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BU7830                      | CUSIP: 3140M9VY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11726567 | PA      | $10060717.99   | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1011                      | CUSIP: 36179NDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2469078 | PA      | $2237639.08    | 0.01%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q23995                      | CUSIP: 3132M4C86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12913 | PA      | $12525.53      | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA2169                      | CUSIP: 3140Q9MT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4292544 | PA      | $4222097.10    | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     4000000 | PA      | $3063099.20    | 0.01%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QD3482                      | CUSIP: 3133B02P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13405028 | PA      | $11788965.72   | 0.04%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 784221                      | CUSIP: 3622A2VN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      732781 | PA      | $730276.93     | 0.00%             | 2046-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2961                      | CUSIP: 36179RJE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      642694 | PA      | $602869.74     | 0.00%             | 2045-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACER AUTO RECEIVABLES TRUST CPART_20-1A                 | CPART 2020-1A A3               | CUSIP: 13645YAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |     1993201 | PA      | $1975234.42    | 0.01%             | 2024-07-19      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD8071                      | CUSIP: 3132DV6G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      405952 | PA      | $398498.36     | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q26048                      | CUSIP: 3132M6L57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1154359 | PA      | $1113918.72    | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 609185                      | CUSIP: 36202TXN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      649032 | PA      | $605970.64     | 0.00%             | 2044-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                       | PNC BANK NA                    | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     6245000 | PA      | $5836521.73    | 0.02%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA2608                      | CUSIP: 31418B3S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      103398 | PA      | $92896.10      | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_19-B                          | HART 2020-A A4                 | CUSIP: 44891LAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9420000 | PA      | $9053541.28    | 0.03%             | 2026-06-15      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4430000 | PA      | $4100062.24    | 0.01%             | 2026-03-13      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3454                      | CUSIP: 36179RZT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      352448 | PA      | $329590.28     | 0.00%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sky Ltd                                                           | BRIT SKY BROADCA               | CUSIP: N/A<br>LEI: 2138003TS48MQKF4BZ29       | Long             | DBT              | CORP              | GB        |     8970000 | PA      | $9200610.12    | 0.03%             | 2026-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 Mortgage Trust                                        | CD 2017-CD4 A4                 | CUSIP: 12515DAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      480000 | PA      | $444235.15     | 0.00%             | 2050-05-10      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BF9981                      | CUSIP: 3617GHCS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2578699 | PA      | $2414533.42    | 0.01%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 5016                        | CUSIP: 36202FSD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       73906 | PA      | $71887.52      | 0.00%             | 2041-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON MOTORCYCLE TRUST HDMOT_22-A                       | HDMOT 2022-A A4                | CUSIP: 41284YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5340000 | PA      | $5060389.59    | 0.02%             | 2030-01-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                               | MACQUARIE GROUP                | CUSIP: 55608JAR9<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     9270000 | PA      | $8054894.15    | 0.03%             | 2027-01-12      | Variable      | 1.34%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BD7443                      | CUSIP: 3140FFHV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      943097 | PA      | $904460.63     | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AD9143                      | CUSIP: 31418XER5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1069 | PA      | $1058.87       | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AE8440                      | CUSIP: 31419KLW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       66990 | PA      | $65101.56      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN 890727                      | CUSIP: 31410LSQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3654421 | PA      | $3684323.05    | 0.01%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZL5184                      | CUSIP: 3131XLXM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      880517 | PA      | $788957.18     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A97047                      | CUSIP: 312945ZL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11889 | PA      | $11797.24      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20       | MSBAM 2015-C20 A4              | CUSIP: 61764RBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       60000 | PA      | $57048.66      | 0.00%             | 2048-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL2804                      | CUSIP: 3617YADH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5493051 | PA      | $5039196.21    | 0.02%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                             | BERMUDA-GOVT OF                | CUSIP: 085209AF1<br>LEI: N/A                  | Long             | DBT              | NUSS              | BM        |     5000000 | PA      | $4983913.50    | 0.02%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                        | MIZUHO FINANCIAL               | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     5400000 | PA      | $4617627.53    | 0.01%             | 2030-07-16      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA7928                      | CUSIP: 3133KPYZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32786930 | PA      | $31704839.88   | 0.10%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BJ0648                      | CUSIP: 3140H1WJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14368 | PA      | $13317.89      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 733226                      | CUSIP: 3620ALSP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37428 | PA      | $37395.24      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q00788                      | CUSIP: 3132GD2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      286639 | PA      | $295375.86     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                        | CD 2018-CD7 A4                 | CUSIP: 12512JAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5320000 | PA      | $5014015.94    | 0.02%             | 2051-08-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                          | TOYOTA MTR CRED                | CUSIP: 89236TJK2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    40000000 | PA      | $35392218.80   | 0.11%             | 2026-06-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                 | CDP FINANCIAL                  | CUSIP: 125094AU6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    40000000 | PA      | $36622172.80   | 0.12%             | 2025-06-10      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CK8873                      | CUSIP: 3617Y42E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3478082 | PA      | $3082931.90    | 0.01%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 737036                      | CUSIP: 3620AQY98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1379 | PA      | $1425.26       | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                   | PHILIP MORRIS IN               | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4635738.00    | 0.01%             | 2027-08-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZA5450                      | CUSIP: 31329PBT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1858615 | PA      | $1694287.72    | 0.01%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 609147                      | CUSIP: 36202TWG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      475985 | PA      | $438030.91     | 0.00%             | 2044-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QD3973                      | CUSIP: 3133B1MW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9573988 | PA      | $8419972.74    | 0.03%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CJ2619                      | CUSIP: 3617XJ4C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4919980 | PA      | $4670408.79    | 0.01%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG J31851                      | CUSIP: 31307NBU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      117498 | PA      | $107329.99     | 0.00%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS5906                      | CUSIP: 3138WFR40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      233199 | PA      | $217718.96     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-F                        | SOFI 2017-F A2FX               | CUSIP: 83401BAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       82349 | PA      | $79173.67      | 0.00%             | 2041-01-25      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AD7859                      | CUSIP: 31418VWV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       55755 | PA      | $57453.89      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 428113                      | CUSIP: 36207CSA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20340 | PA      | $20478.24      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG C03668                      | CUSIP: 31292LCD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       44735 | PA      | $46102.52      | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                          | VISA INC                       | CUSIP: 92826CAR3<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     9350000 | PA      | $9389312.63    | 0.03%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                      | COMCAST CORP                   | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    28825000 | PA      | $26638471.55   | 0.08%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BU7586                      | CUSIP: 3140M9NC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9235391 | PA      | $8406950.03    | 0.03%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                         | APPLE INC                      | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    13158000 | PA      | $12595994.71   | 0.04%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 736519                      | CUSIP: 3620AQG49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28548 | PA      | $28741.28      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 698396                      | CUSIP: 36296Q3D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4480 | PA      | $4510.52       | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN 941151                      | CUSIP: 31413CBU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1445 | PA      | $1459.63       | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CJ8798                      | CUSIP: 3617XRX31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1897064 | PA      | $1690839.56    | 0.01%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QF0400                      | CUSIP: 3133BMNR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6117074 | PA      | $6217976.61    | 0.02%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BU9845                      | CUSIP: 3140MB5F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16431808 | PA      | $14451560.21   | 0.05%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BU7819                      | CUSIP: 3140M9VM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7791359 | PA      | $6443261.52    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AO1132                      | CUSIP: 3138LRHJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      489222 | PA      | $485407.56     | 0.00%             | 2032-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23       | MSBAM 2015-C23 A3              | CUSIP: 61690QAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8939450 | PA      | $8473334.27    | 0.03%             | 2050-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA4185                      | CUSIP: 3140QBUK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4372229 | PA      | $4277148.95    | 0.01%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN1780                      | CUSIP: 3617YY6R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4120505 | PA      | $4017380.62    | 0.01%             | 2050-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BH3707                      | CUSIP: 3140GSDM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       44364 | PA      | $42862.24      | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                               | CONSUMERS ENERGY               | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4093150.64    | 0.01%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    30330000 | PA      | $28776528.64   | 0.09%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786219                      | CUSIP: 3622ABYQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    45330438 | PA      | $38424885.05   | 0.12%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                               | SUMITOMO MITSUI                | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    14400000 | PA      | $12491958.10   | 0.04%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4838                      | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9711565 | PA      | $9372155.33    | 0.03%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UWM Mortgage Trust 2021-INV3                                      | UWM 2021-INV3 A3               | CUSIP: 90355RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21090877 | PA      | $16800201.95   | 0.05%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Public Storage                                                    | PUBLIC STORAGE                 | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     5710000 | PA      | $4904412.30    | 0.02%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                    | VIRGINIA EL&PWR                | CUSIP: 927804FQ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     1730000 | PA      | $1701135.26    | 0.01%             | 2024-02-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL4719                      | CUSIP: 36184BG43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      125876 | PA      | $118226.54     | 0.00%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-B                       | WOART 2022-B A4                | CUSIP: 98163QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7570000 | PA      | $7225881.43    | 0.02%             | 2028-03-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                    | PUBLIC STORAGE                 | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     9170000 | PA      | $7484949.69    | 0.02%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                       | SUNTRUST BANK                  | CUSIP: 86787EBB2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    24810000 | PA      | $24407461.47   | 0.08%             | 2025-11-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                              | COLGATE-PALM CO                | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    13620000 | PA      | $12901739.22   | 0.04%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN9861                      | CUSIP: 3617F95W8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8796595 | PA      | $8545723.68    | 0.03%             | 2050-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                  | COCA-COLA CO/THE               | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     6717000 | PA      | $5627473.05    | 0.02%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AJ3305                      | CUSIP: 36182XU66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      182959 | PA      | $171267.31     | 0.00%             | 2044-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM8760                      | CUSIP: 3140XCWW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5640474 | PA      | $5192730.02    | 0.02%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CP0141                      | CUSIP: 3617FPEN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6121633 | PA      | $5810892.13    | 0.02%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AH0057                      | CUSIP: 3138A1B34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8703 | PA      | $8626.20       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3035                      | CUSIP: 36179RLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30787 | PA      | $29947.98      | 0.00%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QB5606                      | CUSIP: 3133ACGP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16532382 | PA      | $14179155.95   | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD7538                      | CUSIP: 3132DVLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29321254 | PA      | $24330899.70   | 0.08%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BU7895                      | CUSIP: 3140M9XZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10482626 | PA      | $8995310.34    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BH3245                      | CUSIP: 3140GRTB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1750118 | PA      | $1676872.17    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C47                    | WFCM 2018-C47 A4               | CUSIP: 95002DBG3<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |      870000 | PA      | $830786.58     | 0.00%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-1     | GMCAR 2022-1 A4                | CUSIP: 380146AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6980000 | PA      | $6331819.75    | 0.02%             | 2028-04-17      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN9858                      | CUSIP: 3617F95T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5927483 | PA      | $5425419.52    | 0.02%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                        | CD 2017-CD6 AM                 | CUSIP: 125039AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3350000 | PA      | $2987275.07    | 0.01%             | 2050-11-13      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AD6987                      | CUSIP: 31418UXR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      882682 | PA      | $874537.55     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 754438                      | CUSIP: 36230N4X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44338 | PA      | $43779.44      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CK4100                      | CUSIP: 3617XYRV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    23968331 | PA      | $22056695.97   | 0.07%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G06062                      | CUSIP: 3128M8B78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      216510 | PA      | $214435.88     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                               | SUMITOMO MITSUI                | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    18295000 | PA      | $16671648.06   | 0.05%             | 2025-07-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5866                      | CUSIP: 36179UQT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      105148 | PA      | $99078.89      | 0.00%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5191                      | CUSIP: 36179TXU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      116075 | PA      | $108386.18     | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL2959                      | CUSIP: 3617YAJC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4193288 | PA      | $3980452.59    | 0.01%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822BA1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     5000000 | PA      | $4961175.35    | 0.02%             | 2023-07-26      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                    | SALESFORCE.COM                 | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     7425000 | PA      | $5944983.29    | 0.02%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_20-A                     | TAOT 2020-A A4                 | CUSIP: 89232HAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6600000 | PA      | $6418135.68    | 0.02%             | 2025-05-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-INV1 Trust                                              | GCAT 2022-INV1 A1              | CUSIP: 36168YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   152144727 | PA      | $125709580.98  | 0.40%             | 2051-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Bermuda Government International Bond                             | BERMUDA-GOVT OF                | CUSIP: 085209AG9<br>LEI: N/A                  | Long             | DBT              | NUSS              | BM        |     5000000 | PA      | $4227224.55    | 0.01%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AZ3756                      | CUSIP: 3138YVE62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      845230 | PA      | $777193.57     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                     | CITIGROUP INC                  | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    10415000 | PA      | $9749765.83    | 0.03%             | 2025-05-01      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                       | GOLDMAN SACHS GP               | CUSIP: 38148LAC0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5675000 | PA      | $5491009.29    | 0.02%             | 2025-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B8 Mortgage Trust                                  | BMARK 2018-B8 A4               | CUSIP: 08162UAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $1027398.02    | 0.00%             | 2052-01-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BZ4016                      | CUSIP: 3617QYN92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    30694356 | PA      | $26699377.88   | 0.08%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BO8525                      | CUSIP: 3140K4PK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7643698 | PA      | $6880948.83    | 0.02%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN1777                      | CUSIP: 3617YY6N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2522073 | PA      | $2313220.46    | 0.01%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BH9924                      | CUSIP: 3140H0A28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4315637 | PA      | $4131502.47    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                 | NATL RURAL UTIL                | CUSIP: 637432NJ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     3375000 | PA      | $3365777.04    | 0.01%             | 2023-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_20-B                      | WOART 2020-B A4                | CUSIP: 98163WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7580000 | PA      | $7153080.00    | 0.02%             | 2026-01-15      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                   | PHILIP MORRIS IN               | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    25575000 | PA      | $25817299.34   | 0.08%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                         | TORONTO DOM BANK               | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     8000000 | PA      | $7902136.16    | 0.03%             | 2024-09-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                   | BERKSHIRE HATH                 | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    10700000 | PA      | $9281839.33    | 0.03%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON MOTORCYCLE TRUST HDMOT_22-A                       | HDMOT 2022-A A3                | CUSIP: 41284YAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15220000 | PA      | $14795288.94   | 0.05%             | 2027-02-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                    | MERCK & CO INC                 | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    24790000 | PA      | $23088224.76   | 0.07%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                           | CBOE GLOBAL MKTS               | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $7921180.18    | 0.03%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A87434                      | CUSIP: 312934HK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       47531 | PA      | $48015.68      | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                    | ONCOR ELECTRIC D               | CUSIP: 68233JBZ6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $11586369.99   | 0.04%             | 2025-10-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                 | CDP FINANCIAL                  | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |    20000000 | PA      | $19504608.00   | 0.06%             | 2024-07-24      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                | HOME DEPOT INC                 | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     8965000 | PA      | $7169375.68    | 0.02%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                | WALT DISNEY CO                 | CUSIP: 254687DK9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2080514.06    | 0.01%             | 2026-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                               | GEORGIA-PACIFIC                | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    50855000 | PA      | $44640164.03   | 0.14%             | 2026-05-15      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC45                            | GSMS 2020-GC45 AAB             | CUSIP: 36258YBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5550000 | PA      | $5029836.24    | 0.02%             | 2053-02-13      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4802                        | CUSIP: 36202FKP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16293 | PA      | $16571.62      | 0.00%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 783202                      | CUSIP: 36241LRX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12308 | PA      | $12390.92      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Malaysia Sovereign Sukuk Bhd                                      | MALAYSIA SOVEREI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MY        |      510000 | PA      | $490294.11     | 0.00%             | 2025-04-22      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                       | EXP-IMP BK KOREA               | CUSIP: 302154BY4<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    10000000 | PA      | $9509171.50    | 0.03%             | 2025-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN9878                      | CUSIP: 3617F96P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7924552 | PA      | $7350196.78    | 0.02%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                             | TEXAS INSTRUMENT               | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     6365000 | PA      | $5886370.97    | 0.02%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                           | TEMASEK FINL I                 | CUSIP: 87973PAE4<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    20000000 | PA      | $19118823.00   | 0.06%             | 2028-08-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2018-B2 Mortgage Trust                                  | BMARK 2018-B2 A5               | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4440000 | PA      | $4182873.83    | 0.01%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                           | JOHN DEERE CAP                 | CUSIP: 24422EWH8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     2665000 | PA      | $2485498.58    | 0.01%             | 2032-06-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_22-4           | AMXCA 2022-4 A                 | CUSIP: 02582JJX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13890000 | PA      | $13986291.04   | 0.04%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BC8900                      | CUSIP: 3140F43J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       97650 | PA      | $94441.40      | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 748784                      | CUSIP: 3620C42R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43122 | PA      | $43221.31      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3597                      | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27047 | PA      | $25292.85      | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                | HOME DEPOT INC                 | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    19485000 | PA      | $17631860.17   | 0.06%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 618133                      | CUSIP: 36290UV29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9534 | PA      | $9586.80       | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM7311                      | CUSIP: 3140XBDR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4170818 | PA      | $4089429.97    | 0.01%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     7000000 | PA      | $5454207.22    | 0.02%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BQ9685                      | CUSIP: 3140KVXP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12202612 | PA      | $9986497.03    | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| University of California                                          | UNIV OF CALIFORNIA-BG          | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    34665000 | PA      | $27605191.96   | 0.09%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                         | TORONTO DOM BANK               | CUSIP: 89114QCQ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    16780000 | PA      | $15936450.27   | 0.05%             | 2024-03-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5192                      | CUSIP: 36179TXV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      172007 | PA      | $166236.32     | 0.00%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                       | GOLDMAN SACHS GP               | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    10650000 | PA      | $10226365.37   | 0.03%             | 2024-10-21      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BC7500                      | CUSIP: 3140F3KN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      248957 | PA      | $234346.72     | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB4833                      | CUSIP: 3140QQLP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24781832 | PA      | $24443200.87   | 0.08%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                    | AMAZON.COM INC                 | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     8152000 | PA      | $6549393.18    | 0.02%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q39051                      | CUSIP: 3132QWBV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      101056 | PA      | $95489.66      | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BE3826                      | CUSIP: 3140FPHC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10321 | PA      | $9271.37       | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AH1508                      | CUSIP: 3138A2VA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      665900 | PA      | $659762.96     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AD5625                      | CUSIP: 36180HHA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       73713 | PA      | $71846.19      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS8461                      | CUSIP: 3138WJMK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1130467 | PA      | $1048069.92    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AB1808                      | CUSIP: 31416XAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10316648 | PA      | $10028837.07   | 0.03%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL5369                      | CUSIP: 3138EM6F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          98 | PA      | $95.59         | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B15 Mortgage Trust                                 | BMARK 2019-B15 AAB             | CUSIP: 08160KAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5250000 | PA      | $4759344.45    | 0.02%             | 2072-12-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q57229                      | CUSIP: 3132Y1A73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6481667 | PA      | $6215524.55    | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QB8131                      | CUSIP: 3133AFA84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    64379487 | PA      | $52698549.99   | 0.17%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BM4036                      | CUSIP: 3140J8PW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1176088 | PA      | $1056509.96    | 0.00%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA2960                      | CUSIP: 31418CJE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      250999 | PA      | $240333.63     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CJ6438                      | CUSIP: 3617XPEK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10862609 | PA      | $9380481.89    | 0.03%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                           | ROCKWELL AUTOMAT               | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $5915639.25    | 0.02%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_20-1                   | TALNT 2021-1A A                | CUSIP: 89237MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    23810000 | PA      | $21116431.84   | 0.07%             | 2034-02-27      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST                          | FORDF 2018-4 A                 | CUSIP: 34528PAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2980000 | PA      | $2793660.30    | 0.01%             | 2030-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 733627                      | CUSIP: 3620AMA44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3916 | PA      | $4066.75       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 737111                      | CUSIP: 3620AQ3U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      414978 | PA      | $417270.06     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                              | ROYAL BK CANADA                | CUSIP: 780082AM5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    21100000 | PA      | $21012810.16   | 0.07%             | 2025-12-12      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                           | TEMASEK FINL I                 | CUSIP: 87973RAU4<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |     5000000 | PA      | $3867968.85    | 0.01%             | 2030-10-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                               | KIMBERLY-CLARK                 | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    10507000 | PA      | $9438276.71    | 0.03%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-2                    | GFORT 2020-2 A                 | CUSIP: 361886CM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5650000 | PA      | $5446483.05    | 0.02%             | 2025-10-15      | Fixed         | 0.69%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV6                                | JPMMT 2021-INV6 A2             | CUSIP: 46654FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7034371 | PA      | $5864906.66    | 0.02%             | 2052-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Israel Government International Bond                              | STATE OF ISRAEL                | CUSIP: 46513JB34<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    11864000 | PA      | $10777408.75   | 0.03%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL6048                      | CUSIP: 3617YDWH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5902736 | PA      | $5604868.97    | 0.02%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd                                                 | MDGH GMTN RSC                  | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |      624000 | PA      | $595791.39     | 0.00%             | 2024-11-07      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BU2172                      | CUSIP: 3140M3MW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1078635 | PA      | $889511.56     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_19-2                    | GFORT 2019-2 A                 | CUSIP: 361886CD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12600000 | PA      | $12186019.44   | 0.04%             | 2026-04-15      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_22-A        | WOLS 2022-A A4                 | CUSIP: 98163NAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1840000 | PA      | $1768601.19    | 0.01%             | 2027-06-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BQ5154                      | CUSIP: 3617LPWP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2371784 | PA      | $2155177.87    | 0.01%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                | CAN IMPERIAL BK                | CUSIP: 13607HVE9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     9975000 | PA      | $8768795.97    | 0.03%             | 2026-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL5910                      | CUSIP: 3617YDR79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1072576 | PA      | $955450.15     | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BU7845                      | CUSIP: 3140M9WF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4273289 | PA      | $3757543.54    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust No. 22                        | PEPAU 22A A1U                  | CUSIP: 71338AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      954074 | PA      | $950803.22     | 0.00%             | 2060-06-20      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5331                      | CUSIP: 36179T4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    38897391 | PA      | $38340827.74   | 0.12%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                  | ERP OPERATING LP               | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $3692660.78    | 0.01%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C44                    | WFCM 2018-C44 A5               | CUSIP: 95001JAX5<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |     4450000 | PA      | $4210937.10    | 0.01%             | 2051-05-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SE9006                      | CUSIP: 3133SKAF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3721379 | PA      | $3368574.47    | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS3417                      | CUSIP: 3138WCYP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1485 | PA      | $1468.41       | 0.00%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Resimac MBS Trust                                                 | RESI 2018-2A A1A               | CUSIP: 76119TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      366912 | PA      | $366461.03     | 0.00%             | 2050-04-10      | Floating      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QA4453                      | CUSIP: 31339U5N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      103002 | PA      | $101109.07     | 0.00%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C38                    | WFCM 2017-C38 A5               | CUSIP: 95001MAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1285000 | PA      | $1184607.58    | 0.00%             | 2050-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   773000000 | PA      | $751017812.50  | 2.38%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM6995                      | CUSIP: 3140XAXZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5707283 | PA      | $4894001.26    | 0.02%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L3                            | MSC 2019-L3 A4                 | CUSIP: 61691UBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13640000 | PA      | $11831008.64   | 0.04%             | 2052-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3057                      | CUSIP: 31418CMF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      834626 | PA      | $774717.19     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BW6871                      | CUSIP: 3140MYT51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6845562 | PA      | $6662556.24    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 764519                      | CUSIP: 36176FDY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42593 | PA      | $43435.50      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CREDIT CARD TRUST BACCT_21-A1                     | BACCT 2021-A1 A1               | CUSIP: 05522RDD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8120000 | PA      | $7640048.72    | 0.02%             | 2026-09-15      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZA2044                      | CUSIP: 31329KHV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         433 | PA      | $449.23        | 0.00%             | 2028-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    12250000 | PA      | $11531483.60   | 0.04%             | 2025-10-15      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCL 4 1/23                    | CUSIP: 01F040610<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -67600000 | PA      | $-63533440.88  | -0.20%            | 2023-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    13330000 | PA      | $11487936.10   | 0.04%             | 2027-05-24      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BC9667                      | CUSIP: 3140F5W58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15494 | PA      | $13396.70      | 0.00%             | 2046-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL2314                      | CUSIP: 3617Y9SB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3660725 | PA      | $3357950.87    | 0.01%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS0676                      | CUSIP: 3140XFXE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7804401 | PA      | $7253797.19    | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BH3260                      | CUSIP: 3140GRTS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      688841 | PA      | $659470.17     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     3300000 | PA      | $3221398.95    | 0.01%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                   | BANK 2019-BN23 A3              | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11780000 | PA      | $10197875.32   | 0.03%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL2891                      | CUSIP: 3617YAF86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2930217 | PA      | $2611904.27    | 0.01%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 609137                      | CUSIP: 36202TV60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1857906 | PA      | $1710472.02    | 0.01%             | 2044-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                   | PHILIP MORRIS IN               | CUSIP: 718172CN7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9250448.90    | 0.03%             | 2025-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                         | TORONTO DOM BANK               | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    27500000 | PA      | $25184544.55   | 0.08%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC40                            | GSMS 2019-GC40 A4              | CUSIP: 36257HBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1170000 | PA      | $1028817.97    | 0.00%             | 2052-07-10      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE9 Mortgage Trust                                    | COMM 2013-CR9 A4               | CUSIP: 12625UBF9<br>LEI: 549300C72XVZH4MIKU63 | Long             | ABS-MBS          | CORP              | US        |     1428009 | PA      | $1419216.31    | 0.00%             | 2045-07-10      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                         | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     2960000 | PA      | $3047649.97    | 0.01%             | 2024-04-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA2805                      | CUSIP: 31418CDK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       68544 | PA      | $59167.70      | 0.00%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BJ6294                      | CUSIP: 3140H77G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      524429 | PA      | $455970.76     | 0.00%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM3370                      | CUSIP: 3617YNW71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2872057 | PA      | $2722316.68    | 0.01%             | 2049-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CI4926                      | CUSIP: 3617X9PK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2659782 | PA      | $2357597.14    | 0.01%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3310                      | CUSIP: 36179RVB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1275694 | PA      | $1187577.56    | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2073                      | CUSIP: 36179QJS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      112354 | PA      | $106671.27     | 0.00%             | 2044-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM2321                      | CUSIP: 3617YMSJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1621169 | PA      | $1538619.74    | 0.00%             | 2049-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 5116                        | CUSIP: 36202FVH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      549070 | PA      | $560677.80     | 0.00%             | 2041-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD8190                      | CUSIP: 3132DWC35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20833238 | PA      | $18339307.64   | 0.06%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL5971                      | CUSIP: 3617YDT44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3639756 | PA      | $3247033.92    | 0.01%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BH8184                      | CUSIP: 3140GXCW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7229630 | PA      | $6710236.35    | 0.02%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                  | ERP OPERATING LP               | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1251771.08    | 0.00%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AT8117                      | CUSIP: 36194HAS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      390972 | PA      | $372754.30     | 0.00%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    22156000 | PA      | $20683742.88   | 0.07%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08595                      | CUSIP: 3128MJUV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      104606 | PA      | $100943.04     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AX8000                      | CUSIP: 3138Y93J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      185926 | PA      | $184457.45     | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                  | NTT FINANCE                    | CUSIP: 62954WAE5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     4335000 | PA      | $3466220.61    | 0.01%             | 2031-04-03      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2021-3                                     | SEMT 2021-3 A1                 | CUSIP: 81748VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12684476 | PA      | $10119833.62   | 0.03%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA6645                      | CUSIP: 36179VL24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    23092199 | PA      | $19790305.51   | 0.06%             | 2050-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                       | TRUIST BANK                    | CUSIP: 89788JAA7<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $6961998.98    | 0.02%             | 2025-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                    | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |     6883000 | PA      | $7143013.03    | 0.02%             | 2026-03-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   300000000 | PA      | $268125000.00  | 0.85%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q02606                      | CUSIP: 3132GF3P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      146747 | PA      | $151217.84     | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                      | DNB BANK ASA                   | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    10000000 | PA      | $8704410.40    | 0.03%             | 2027-05-25      | Variable      | 1.53%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                           | BRISTOL-MYERS                  | CUSIP: 110122CN6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    17455000 | PA      | $16660888.09   | 0.05%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A93505                      | CUSIP: 3129413N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24082 | PA      | $23851.77      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                  | NTT FINANCE                    | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    34635000 | PA      | $30652727.62   | 0.10%             | 2026-04-03      | Fixed         | 1.16%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BH5275                      | CUSIP: 3140GT2H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7383304 | PA      | $7070134.89    | 0.02%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST KCOT_20-2                               | KCOT 2020-2A A4                | CUSIP: 50116YAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2835598.20    | 0.01%             | 2026-06-15      | Fixed         | 0.73%                 | Yes           |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                | PUBLIC SERVICE                 | CUSIP: 74456QBR6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4548328.50    | 0.01%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_22-A        | WOLS 2022-A A3                 | CUSIP: 98163NAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3080000 | PA      | $2999186.04    | 0.01%             | 2025-02-18      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BU0685                      | CUSIP: 3140M1XP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2860921 | PA      | $2362353.21    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    13800000 | PA      | $11040996.64   | 0.03%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_21-A        | WOLS 2021-A A4                 | CUSIP: 98163JAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8340000 | PA      | $7932441.71    | 0.03%             | 2026-11-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BK5246                      | CUSIP: 3140HJZL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1066173 | PA      | $1044650.64    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AD7992                      | CUSIP: 31418V3A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2319 | PA      | $2296.94       | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BM4655                      | CUSIP: 3140J9E56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      850286 | PA      | $790278.14     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE9 Mortgage Trust                                    | COMM 2013-CR9 AM               | CUSIP: 12625UAC7<br>LEI: 549300C72XVZH4MIKU63 | Long             | ABS-MBS          | CORP              | US        |     2331000 | PA      | $2299527.30    | 0.01%             | 2045-07-10      | Variable      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2022-B36 Mortgage Trust                                 | BMARK 2022-B36 A5              | CUSIP: 08163QBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11500000 | PA      | $10908398.60   | 0.03%             | 2055-07-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08864                      | CUSIP: 3128MJ6A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      228990 | PA      | $228687.96     | 0.00%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL5957                      | CUSIP: 3617YDTN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2805929 | PA      | $2490033.36    | 0.01%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM2512                      | CUSIP: 3617YMYH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1378147 | PA      | $1263764.32    | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3851                      | CUSIP: 31418DH54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5243075 | PA      | $5124652.44    | 0.02%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C21               | JPMBB 2014-C21 A4              | CUSIP: 46642EAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110321 | PA      | $107055.43     | 0.00%             | 2047-08-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST TMUST_22-1                                      | TMUST 2022-1A A                | CUSIP: 87267WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17420000 | PA      | $17355427.54   | 0.05%             | 2028-05-22      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST SRT_21-B                        | SRT 2021-B A3                  | CUSIP: 80286DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10810000 | PA      | $10459964.63   | 0.03%             | 2024-08-20      | Fixed         | 0.51%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                          | LLOYDS BK GR PLC               | CUSIP: 539439AS8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    15000000 | PA      | $14896575.00   | 0.05%             | 2023-08-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BN4488                      | CUSIP: 3140JL7A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2433353 | PA      | $2380164.85    | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                | PUBLIC SERVICE                 | CUSIP: 74456QBS4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     5430000 | PA      | $5072988.14    | 0.02%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BV3047                      | CUSIP: 3140MGL58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22840958 | PA      | $20239064.58   | 0.06%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 796386                      | CUSIP: 36177RCY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7149 | PA      | $6944.96       | 0.00%             | 2043-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                   | CSL FINANCE PLC                | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    13335000 | PA      | $12554178.01   | 0.04%             | 2032-04-27      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                            | UNITEDHEALTH GRP               | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1101000 | PA      | $980460.76     | 0.00%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB4843                      | CUSIP: 3140QQLZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28950300 | PA      | $29124181.24   | 0.09%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL7632                      | CUSIP: 3617YFPR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3455587 | PA      | $3170014.30    | 0.01%             | 2050-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                    | BP CAP MKTS AMER               | CUSIP: 10373QAB6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     4935000 | PA      | $4846064.44    | 0.02%             | 2025-09-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CK3153                      | CUSIP: 3617XXQE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1728879 | PA      | $1640890.62    | 0.01%             | 2049-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QF1836                      | CUSIP: 3133BPBD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7363415 | PA      | $7482273.42    | 0.02%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZT2242                      | CUSIP: 3132AEP34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3715318 | PA      | $3639117.61    | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                       | GOLDMAN SACHS GP               | CUSIP: 38141GXZ2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $24700508.50   | 0.08%             | 2024-03-08      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                      | COMCAST CORP                   | CUSIP: 20030NBL4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14549942.85   | 0.05%             | 2025-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AT5124                      | CUSIP: 3138WSVS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      483363 | PA      | $451068.12     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   212300000 | PA      | $200523973.76  | 0.64%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CCG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    98000000 | PA      | $91982192.40   | 0.29%             | 2024-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C21                          | WFRBS 2014-C21 A4              | CUSIP: 92939FAT6<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |       13906 | PA      | $13430.69      | 0.00%             | 2047-08-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BJ4547                      | CUSIP: 3140H6BR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      194624 | PA      | $186368.83     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C46                    | WFCM 2018-C46 A4               | CUSIP: 95001QAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1095000 | PA      | $1031346.23    | 0.00%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QU7237                      | CUSIP: 3133JLBE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      808483 | PA      | $735554.63     | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                    | AMAZON.COM INC                 | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $29773354.80   | 0.09%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_20-3                     | HAROT 2020-3 A4                | CUSIP: 43813KAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5290000 | PA      | $5053092.11    | 0.02%             | 2027-04-19      | Fixed         | 0.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA1218                      | CUSIP: 3140Q8K87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      111567 | PA      | $108902.90     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-LC14                         | WFRBS 2014-LC14 A5             | CUSIP: 96221TAE7<br>LEI: 549300QGM7D5K3CV2643 | Long             | ABS-MBS          | CORP              | US        |     2596900 | PA      | $2542526.11    | 0.01%             | 2047-03-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                               | CHILE                          | CUSIP: 168863BW7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |     1550000 | PA      | $1499407.50    | 0.00%             | 2025-03-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2014 Ltd                       | SINOPEC GRP OVER               | CUSIP: N/A<br>LEI: 549300ZIMV82UUECOQ45       | Long             | DBT              | CORP              | VG        |      288000 | PA      | $285376.20     | 0.00%             | 2024-04-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822CA0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    13300000 | PA      | $12227686.04   | 0.04%             | 2025-10-11      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                            | FRANKLIN RES INC               | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3844203.75    | 0.01%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786159                      | CUSIP: 3622ABWU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    42575815 | PA      | $37904013.56   | 0.12%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                        | KOREA DEV BANK                 | CUSIP: 500630CU0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    30000000 | PA      | $29921265.90   | 0.09%             | 2023-03-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QC2114                      | CUSIP: 3133ALK31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1418919 | PA      | $1224082.48    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                       | GLAXOSMITHKLINE                | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4323622.37    | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 764429                      | CUSIP: 36176FA65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16344 | PA      | $17228.10      | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QU7298                      | CUSIP: 3133JLDB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2383473 | PA      | $2161957.64    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3561                      | CUSIP: 31418C5X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2419577 | PA      | $2347580.51    | 0.01%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA4098                      | CUSIP: 3133KKRT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    79276731 | PA      | $68242194.70   | 0.22%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                            | ACE INA HOLDINGS               | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4791513.15    | 0.02%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BU7831                      | CUSIP: 3140M9VZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39035826 | PA      | $33459128.95   | 0.11%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA6033                      | CUSIP: 36179UV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1081551 | PA      | $1067947.41    | 0.00%             | 2049-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A86041                      | CUSIP: 312932WA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2299 | PA      | $2285.15       | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3244                      | CUSIP: 36179RS91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1336054 | PA      | $1243757.66    | 0.00%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4586                      | CUSIP: 36179TCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      288935 | PA      | $269796.82     | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2SF 4.5 1/23                  | CUSIP: 21H042612<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -10050000 | PA      | $-9762632.31   | -0.03%            | 2023-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CO9439                      | CUSIP: 3617FMPY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2551428 | PA      | $2344851.52    | 0.01%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                         | TORONTO DOM BANK               | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    26700000 | PA      | $25783858.65   | 0.08%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G07568                      | CUSIP: 3128M9W57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       73533 | PA      | $72869.23      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMET_21-A3                                                       | COMET 2021-A3 A3               | CUSIP: 14041NFY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    39720000 | PA      | $37087000.92   | 0.12%             | 2026-11-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                  | EXXON MOBIL CORP               | CUSIP: 30231GAT9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $5036153.38    | 0.02%             | 2026-03-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C24               | JPMBB 2014-C24 A5              | CUSIP: 46643GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1143600 | PA      | $1099380.88    | 0.00%             | 2047-11-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3311                      | CUSIP: 36179RVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      775422 | PA      | $754264.00     | 0.00%             | 2045-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CB4345                      | CUSIP: 3617UPZJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1096514 | PA      | $939805.21     | 0.00%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                    | SALESFORCE.COM                 | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    14138000 | PA      | $12079618.61   | 0.04%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786279                      | CUSIP: 3622AB2L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   138999692 | PA      | $117830108.66  | 0.37%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    18855000 | PA      | $17334909.90   | 0.05%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                       | TARGET CORP                    | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     1435000 | PA      | $1230804.57    | 0.00%             | 2030-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM3408                      | CUSIP: 3617YNYD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1561782 | PA      | $1432556.97    | 0.00%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CJ2151                      | CUSIP: 3617XJL81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5090441 | PA      | $4489648.50    | 0.01%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CJ1980                      | CUSIP: 3617XJFV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11859640 | PA      | $10672954.59   | 0.03%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                           | BANK NOVA SCOTIA               | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     7520000 | PA      | $6964212.82    | 0.02%             | 2026-08-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CI4732                      | CUSIP: 3617X9HH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2662207 | PA      | $2361247.98    | 0.01%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    22500000 | PA      | $21920537.70   | 0.07%             | 2025-03-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                  | BURLINGTON NORTH               | CUSIP: 12189LAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12423000 | PA      | $12139906.29   | 0.04%             | 2024-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM3319                      | CUSIP: 3617YNVL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      998568 | PA      | $947411.04     | 0.00%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08774                      | CUSIP: 3128MJ2G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9525176 | PA      | $8841650.05    | 0.03%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     3800000 | PA      | $3632891.12    | 0.01%             | 2033-07-20      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                       | COOP RAB UA/NY                 | CUSIP: 21688AAU6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     2485000 | PA      | $2441974.36    | 0.01%             | 2024-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Harvest Operations Corp                                           | HARVEST OPERATIO               | CUSIP: 41754WAS0<br>LEI: B1EEF6ML54YDWRC6ZK53 | Long             | DBT              | CORP              | CA        |     8000000 | PA      | $7971808.32    | 0.03%             | 2023-06-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                   | BANK 2018-BN14 A4              | CUSIP: 06035RAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1055000 | PA      | $999790.90     | 0.00%             | 2060-09-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    11500000 | PA      | $9947575.21    | 0.03%             | 2027-10-13      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS3638                      | CUSIP: 3138WDBG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       77496 | PA      | $71683.78      | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                  | WELLS FARGO CO                 | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $18713178.80   | 0.06%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST ALLYA_22-1                            | ALLYA 2022-1 A4                | CUSIP: 02008JAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8070000 | PA      | $7755656.55    | 0.02%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US 10YR NOTE (CBT)Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -2774 | NC      | $5272413.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2022-PJ6                      | GSMBS 2022-PJ6 A4              | CUSIP: 36267JAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   150663654 | PA      | $124485844.46  | 0.39%             | 2053-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD7539                      | CUSIP: 3132DVLU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21679258 | PA      | $17954860.97   | 0.06%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust              | CADILLAC FAIRVIE               | CUSIP: 68327LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    24580000 | PA      | $22145303.31   | 0.07%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM3471                      | CUSIP: 3617YN2C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5444968 | PA      | $4853015.76    | 0.02%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32       | MSBAM 2016-C32 A3              | CUSIP: 61691GAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5311006 | PA      | $4965653.89    | 0.02%             | 2049-12-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM3478                      | CUSIP: 3617YN2K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1234271 | PA      | $1099729.82    | 0.00%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    28000000 | PA      | $24542953.96   | 0.08%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AV1810                      | CUSIP: 36195CAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2165898 | PA      | $1958366.85    | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5387                      | CUSIP: 36179T6Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      263630 | PA      | $236259.49     | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4077                      | CUSIP: 31418DQ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26728219 | PA      | $21920424.81   | 0.07%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN1120                      | CUSIP: 3617YYG59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8068746 | PA      | $7867079.97    | 0.02%             | 2050-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN 956943                      | CUSIP: 31413VS81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       71182 | PA      | $74776.29      | 0.00%             | 2037-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q00184                      | CUSIP: 3132GDFZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      541386 | PA      | $551188.00     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C12               | JPMBB 2013-C12 A5              | CUSIP: 46639NAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3136589 | PA      | $3110786.48    | 0.01%             | 2045-07-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM3276                      | CUSIP: 3617YNT91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3018783 | PA      | $2862747.94    | 0.01%             | 2050-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                            | BERKSHIRE HATHWY               | CUSIP: 084670CH9<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $7528824.37    | 0.02%             | 2025-03-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A96634                      | CUSIP: 312945LP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       73411 | PA      | $71380.06      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                 | STATE STREET CRP               | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     6970000 | PA      | $5920481.93    | 0.02%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 724138                      | CUSIP: 3620AAPX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      228381 | PA      | $231175.04     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                  | WELLS FARGO CO                 | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4920490.55    | 0.02%             | 2024-06-02      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q25856                      | CUSIP: 3132M6E55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       33214 | PA      | $32808.94      | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA6773                      | CUSIP: 3133KNQ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   118792565 | PA      | $97093226.15   | 0.31%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                  | WELLS FARGO CO                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $9726124.28    | 0.03%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1376                      | CUSIP: 36179NQ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41212 | PA      | $40086.77      | 0.00%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G18554                      | CUSIP: 3128MMTL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6767 | PA      | $6176.35       | 0.00%             | 2030-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 783342                      | CUSIP: 36241LWB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3675036 | PA      | $3749923.95    | 0.01%             | 2041-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1678                      | CUSIP: 36179N2K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      584251 | PA      | $568293.79     | 0.00%             | 2044-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BE9168                      | CUSIP: 3140FVFJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1814342 | PA      | $1739223.18    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                      | COMCAST CORP                   | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $10468452.30   | 0.03%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                    | MERCK & CO INC                 | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    12925000 | PA      | $10313770.52   | 0.03%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL8779                      | CUSIP: 3617YGXG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4058346 | PA      | $3615202.97    | 0.01%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GFS3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     9582000 | PA      | $9328765.85    | 0.03%             | 2025-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                           | SIMON PROP GP LP               | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    10780000 | PA      | $10060952.98   | 0.03%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                              | COLGATE-PALM CO                | CUSIP: 194162AM5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    15640000 | PA      | $15137459.43   | 0.05%             | 2025-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                        | MIZUHO FINANCIAL               | CUSIP: 60687YBT5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     8000000 | PA      | $6111085.68    | 0.02%             | 2032-07-09      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q24529                      | CUSIP: 3132M4VW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       45052 | PA      | $44344.71      | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3625000 | PA      | $3422077.36    | 0.01%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL3006                      | CUSIP: 36183YKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      101470 | PA      | $90201.17      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                           | JOHN DEERE CAP                 | CUSIP: 24422EVB2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     3790000 | PA      | $3497236.52    | 0.01%             | 2026-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2015-MS1                           | MSC 2015-MS1 A3                | CUSIP: 61765DAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9460466 | PA      | $9070650.77    | 0.03%             | 2048-05-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                      | COMCAST CORP                   | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8068311.00    | 0.03%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822CD4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $7961417.50    | 0.03%             | 2033-01-19      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_20-C                     | TAOT 2020-C A4                 | CUSIP: 89237VAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4700000 | PA      | $4452147.38    | 0.01%             | 2025-10-15      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA4142                      | CUSIP: 3133KKS75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   100622902 | PA      | $86808494.42   | 0.27%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A91623                      | CUSIP: 312939YU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       72893 | PA      | $72195.63      | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| City of Dallas TX Waterworks & Sewer System Revenue               | DALLAS WTR/SWR-B-REF           | CUSIP: 23542JBN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1450000 | PA      | $1322466.41    | 0.00%             | 2027-10-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_21-1                   | MBART 2021-1 A3                | CUSIP: 58772WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15280000 | PA      | $14512888.99   | 0.05%             | 2026-06-15      | Fixed         | 0.46%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    12900000 | PA      | $12063787.43   | 0.04%             | 2031-03-24      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                             | GENERAL DYNAMICS               | CUSIP: 369550BK3<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    22061000 | PA      | $21389771.57   | 0.07%             | 2025-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM5243                      | CUSIP: 3140X8ZH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      778408 | PA      | $722295.42     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1677                      | CUSIP: 36179N2J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      337654 | PA      | $316820.35     | 0.00%             | 2044-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM2667                      | CUSIP: 3617YM6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4353902 | PA      | $4001891.54    | 0.01%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM5245                      | CUSIP: 3140X8ZK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36448114 | PA      | $34228493.17   | 0.11%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN 950720                      | CUSIP: 31413NVM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       89244 | PA      | $91027.08      | 0.00%             | 2037-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 737453                      | CUSIP: 3620ARH61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      106809 | PA      | $107055.61     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL2972                      | CUSIP: 3617YAJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1608662 | PA      | $1475162.06    | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08832                      | CUSIP: 3128MJ4S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       88037 | PA      | $86318.49      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                             | NOVARTIS CAPITAL               | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    27712000 | PA      | $23553967.09   | 0.07%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 778793                      | CUSIP: 36176W7E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      266246 | PA      | $252581.00     | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                            | UNITEDHEALTH GRP               | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     8630000 | PA      | $8273982.73    | 0.03%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZT0537                      | CUSIP: 3132ACS27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    78656338 | PA      | $73283072.01   | 0.23%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                | REALTY INCOME                  | CUSIP: 756109BB9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4451106.25    | 0.01%             | 2027-07-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM7505                      | CUSIP: 3140XBKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8299601 | PA      | $7711037.69    | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BD0448                      | CUSIP: 3140F7QA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      229426 | PA      | $220220.12     | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CI5856                      | CUSIP: 3617XAQH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3333031 | PA      | $2998827.75    | 0.01%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                       | PROLOGIS LP                    | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3226269.96    | 0.01%             | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                    | TEXAS ST-C-REF-TXBL            | CUSIP: 882723A74<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |      480000 | PA      | $472674.24     | 0.00%             | 2023-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL2943                      | CUSIP: 3617YAHU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1345515 | PA      | $1233852.31    | 0.00%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL2925                      | CUSIP: 3617YAHA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1558786 | PA      | $1479461.38    | 0.00%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD1140                      | CUSIP: 3132DNHR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38413758 | PA      | $37829338.30   | 0.12%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                         | PG&E RECOV FND                 | CUSIP: 71710TAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5715639.20    | 0.02%             | 2034-07-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AG3068                      | CUSIP: 36181WMR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3448402 | PA      | $3203622.92    | 0.01%             | 2043-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                           | CHARLES SCHWAB                 | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    23980000 | PA      | $21916943.53   | 0.07%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AA0647                      | CUSIP: 31416HWH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      371666 | PA      | $379304.77     | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G18480                      | CUSIP: 3128MMRA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       38006 | PA      | $35283.22      | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                           | BRISTOL-MYERS                  | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    13160000 | PA      | $10379201.59   | 0.03%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08808                      | CUSIP: 3128MJ3S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1762104 | PA      | $1633207.36    | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZM6238                      | CUSIP: 3131Y04X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1340263 | PA      | $1231621.63    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     6355000 | PA      | $6210143.18    | 0.02%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CI5113                      | CUSIP: 3617X9VE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1293355 | PA      | $1126655.37    | 0.00%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                       | PEPSICO INC                    | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     1720000 | PA      | $1518983.02    | 0.00%             | 2029-07-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3067                      | CUSIP: 31418CMR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       70221 | PA      | $63923.20      | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08624                      | CUSIP: 3128MJVS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       70182 | PA      | $67720.81      | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV4                                | JPMMT 2021-INV4 A2             | CUSIP: 46654DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7204239 | PA      | $6006534.15    | 0.02%             | 2052-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AA6294                      | CUSIP: 36178D7F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       94103 | PA      | $84600.54      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                              | PROGRESSIVE CORP               | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     8620000 | PA      | $7742919.74    | 0.02%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                       | GLAXOSMITHKLINE                | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    12762000 | PA      | $11774331.21   | 0.04%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                              | PNC FINANCIAL                  | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3736474.80    | 0.01%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                    | PUBLIC STORAGE                 | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $2981547.63    | 0.01%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SC0299                      | CUSIP: 3132D9KL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       54460 | PA      | $54604.75      | 0.00%             | 2029-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8801473.20    | 0.03%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BA7238                      | CUSIP: 3140ECBG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1123217 | PA      | $1086503.93    | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QatarEnergy Trading LLC                                           | QATAR ENERGY                   | CUSIP: 74730DAB9<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     7202000 | PA      | $6393348.93    | 0.02%             | 2026-09-12      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BV3048                      | CUSIP: 3140MGL66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18655269 | PA      | $16483653.75   | 0.05%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 627040                      | CUSIP: 36291FS58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4252946 | PA      | $3896767.42    | 0.01%             | 2046-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                   | BANK 2018-BN10 ASB             | CUSIP: 065404AZ8<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |     1030000 | PA      | $980129.67     | 0.00%             | 2061-02-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                | ROCHE HLDGS INC                | CUSIP: 771196BW1<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    22500000 | PA      | $19263735.68   | 0.06%             | 2028-12-13      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS5839                      | CUSIP: 3138WFPZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       91557 | PA      | $88045.44      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AJ3271                      | CUSIP: 36182XT43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      274593 | PA      | $264431.18     | 0.00%             | 2044-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                   | BANK 2018-BN14 ASB             | CUSIP: 06035RAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160000 | PA      | $154177.25     | 0.00%             | 2060-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AU5904                      | CUSIP: 3138X5R25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      418191 | PA      | $381752.47     | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                       | CGCMT 2017-P8 AS               | CUSIP: 17326DAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      860000 | PA      | $776401.12     | 0.00%             | 2050-09-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                             | BERMUDA-GOVT OF                | CUSIP: 085209AJ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | BM        |    11700000 | PA      | $11696007.38   | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_20-B                          | HART 2020-B A4                 | CUSIP: 44933FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5050000 | PA      | $4836778.40    | 0.02%             | 2025-12-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786094                      | CUSIP: 3622ABUT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20200863 | PA      | $17398643.64   | 0.06%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM1469                      | CUSIP: 3617YLT20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1567407 | PA      | $1487648.14    | 0.00%             | 2049-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-A                       | WOART 2022-A A4                | CUSIP: 98164GAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9420000 | PA      | $8662139.33    | 0.03%             | 2028-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 678652                      | CUSIP: 36295R5M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      160427 | PA      | $161685.41     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CP0127                      | CUSIP: 3617FPD86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      997841 | PA      | $945797.14     | 0.00%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QU7350                      | CUSIP: 3133JLEX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2922253 | PA      | $2650122.33    | 0.01%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                        | US BANCORP                     | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2634198.18    | 0.01%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 738652                      | CUSIP: 3620ASTH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17791 | PA      | $18107.78      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CI4549                      | CUSIP: 3617X9BS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6655096 | PA      | $5734958.61    | 0.02%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 741273                      | CUSIP: 3620AVQ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5128 | PA      | $5175.85       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS5640                      | CUSIP: 3138WFHS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      484388 | PA      | $454705.83     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS5018                      | CUSIP: 3138WESG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25674 | PA      | $24659.87      | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    36000000 | PA      | $37662681.60   | 0.12%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA0081                      | CUSIP: 31417YCT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4287 | PA      | $4390.01       | 0.00%             | 2039-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                       | ST JOSEPH HLTH                 | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4206637.75    | 0.01%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   485000000 | PA      | $472950757.00  | 1.50%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                | BANCO SANTANDER                | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2585000 | PA      | $2427882.92    | 0.01%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AT2364                      | CUSIP: 36194ATV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4149990 | PA      | $3753716.70    | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                              | PNC FINANCIAL                  | CUSIP: 693475AX3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     2820000 | PA      | $2610749.82    | 0.01%             | 2026-07-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                          | SVENSKA HNDLSBKN               | CUSIP: 86959LAL7<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    23250000 | PA      | $22259387.95   | 0.07%             | 2027-06-10      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST MBALT_20-B                         | MBALT 2020-B A4                | CUSIP: 58769EAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2720000 | PA      | $2697373.68    | 0.01%             | 2026-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL3370                      | CUSIP: 3617YAW79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5066449 | PA      | $4494947.95    | 0.01%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3183                      | CUSIP: 31418CRD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      271197 | PA      | $259686.47     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                              | SAUDI ARAB OIL                 | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | CORP              | SA        |    12863000 | PA      | $10617612.85   | 0.03%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3875                      | CUSIP: 36179SJU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58563 | PA      | $56966.00      | 0.00%             | 2046-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                  | BANK OF NY MELLO               | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    14400000 | PA      | $14192165.81   | 0.04%             | 2026-07-24      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                    | VIRGINIA EL&PWR                | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     6260000 | PA      | $5929681.71    | 0.02%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                  | WELLS FARGO CO                 | CUSIP: 95000U2T9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     9255000 | PA      | $8665082.14    | 0.03%             | 2025-05-19      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                               | EMERSON ELECTRIC               | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    17890000 | PA      | $15219670.62   | 0.05%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                  | WELLS FARGO CO                 | CUSIP: 94974BGH7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    24070000 | PA      | $23067300.36   | 0.07%             | 2025-02-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC34                            | GSMS 2015-GC34 A4              | CUSIP: 36250VAD4<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |     1720000 | PA      | $1618916.98    | 0.01%             | 2048-10-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QU7243                      | CUSIP: 3133JLBL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      480022 | PA      | $430387.67     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA8107                      | CUSIP: 3133KQAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6799952 | PA      | $6967848.76    | 0.02%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5977                      | CUSIP: 36179UUA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      247785 | PA      | $232294.24     | 0.00%             | 2049-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB1238                      | CUSIP: 3140QLLU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39384392 | PA      | $30614744.63   | 0.10%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CK2545                      | CUSIP: 3617XWZJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1736141 | PA      | $1490055.47    | 0.00%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 762210                      | CUSIP: 36176CR72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12196 | PA      | $11671.74      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AV1816                      | CUSIP: 36195CAR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6308726 | PA      | $5703514.47    | 0.02%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q33402                      | CUSIP: 3132QPX82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       59245 | PA      | $53595.54      | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                         | APPLE INC                      | CUSIP: 037833DN7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     5920000 | PA      | $5408106.01    | 0.02%             | 2026-09-11      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                           | BANK NOVA SCOTIA               | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $4435954.75    | 0.01%             | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3239                      | CUSIP: 31418CS54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      215466 | PA      | $206318.87     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                             | UBSCM 2017-C7 A3               | CUSIP: 90276WAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3435640 | PA      | $3154513.09    | 0.01%             | 2050-12-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN3190                      | CUSIP: 3617F2RK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4104807 | PA      | $3898324.42    | 0.01%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AZ4775                      | CUSIP: 3138YWJV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      471039 | PA      | $439787.21     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AN1589                      | CUSIP: 36185GXS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      301391 | PA      | $283427.03     | 0.00%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    58700000 | PA      | $48143168.94   | 0.15%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                         | TORONTO DOM BANK               | CUSIP: 89114TZG0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    15680000 | PA      | $13707005.83   | 0.04%             | 2026-09-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PAH9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    54505000 | PA      | $52974704.54   | 0.17%             | 2025-03-01      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN4389                      | CUSIP: 3617F32W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      863564 | PA      | $862294.51     | 0.00%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD8065                      | CUSIP: 3132DV6A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11447511 | PA      | $11236193.72   | 0.04%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CD0467                      | CUSIP: 3617VAQU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      878246 | PA      | $790294.43     | 0.00%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AM0874                      | CUSIP: 36184K6K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       78029 | PA      | $72404.95      | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08416                      | CUSIP: 3128MJPA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19719 | PA      | $19530.63      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G60384                      | CUSIP: 31335AM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      705823 | PA      | $696380.34     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46625HRL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6106000 | PA      | $6050465.20    | 0.02%             | 2023-05-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4653                      | CUSIP: 36179TE27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      911277 | PA      | $879412.23     | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZA1964                      | CUSIP: 31329KFD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      938311 | PA      | $978395.37     | 0.00%             | 2026-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AE5639                      | CUSIP: 31419GHR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28348 | PA      | $28086.41      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 635096                      | CUSIP: 36291QRR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      809742 | PA      | $739322.72     | 0.00%             | 2043-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AL4511                      | CUSIP: 36184BAL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      930670 | PA      | $885355.21     | 0.00%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   184800000 | PA      | $164067750.00  | 0.52%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C16                            | UBSCM 2019-C16 ASB             | CUSIP: 90276YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      483000 | PA      | $447062.63     | 0.00%             | 2052-04-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_20-1                    | VALET 2020-1 A4                | CUSIP: 92868JAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3400000 | PA      | $3280258.80    | 0.01%             | 2026-08-20      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2SF 3.5 1/23                  | CUSIP: 21H032613<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -491050000 | PA      | $-451459093.75 | -1.43%            | 2023-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3831                      | CUSIP: 31418DHH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28234136 | PA      | $25685044.83   | 0.08%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5319                      | CUSIP: 36179T4C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      744895 | PA      | $668376.92     | 0.00%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL7468                      | CUSIP: 3138EQJN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      268051 | PA      | $273822.62     | 0.00%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                    | WFCM 2017-C40 A4               | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3040000 | PA      | $2812346.86    | 0.01%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1601                      | CUSIP: 36179NX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      273200 | PA      | $265736.83     | 0.00%             | 2044-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 736666                      | CUSIP: 3620AQMP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34812 | PA      | $35047.22      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                            | UNITEDHEALTH GRP               | CUSIP: 91324PEB4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    14400000 | PA      | $13592478.96   | 0.04%             | 2024-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM6125                      | CUSIP: 3140X9YX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10334531 | PA      | $8915676.73    | 0.03%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SCDS: (MALAYS)                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -2438000 | NC      | $-221824.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS6393                      | CUSIP: 3138WGC77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      217014 | PA      | $202603.90     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                | ANALOG DEVICES                 | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    14030000 | PA      | $11350328.79   | 0.04%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                               | SUMITOMO MITSUI                | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $7922291.00    | 0.03%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08763                      | CUSIP: 3128MJZ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      213960 | PA      | $186081.78     | 0.00%             | 2047-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_22-7                                    | VZMT 2022-7 A1A                | CUSIP: 92348KBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12650000 | PA      | $12706245.70   | 0.04%             | 2027-11-22      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                           | CHARLES SCHWAB                 | CUSIP: 808513BF1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6200891.90    | 0.02%             | 2026-03-11      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3665                      | CUSIP: 31418DCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5759045 | PA      | $5628961.86    | 0.02%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL5992                      | CUSIP: 3617YDUR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6284117 | PA      | $5599784.50    | 0.02%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                            | GSMS 2014-GC24 A5              | CUSIP: 36253GAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      210000 | PA      | $202695.05     | 0.00%             | 2047-09-10      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    23300000 | PA      | $19599205.55   | 0.06%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4945                        | CUSIP: 36202FP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      248310 | PA      | $241524.43     | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AA8275                      | CUSIP: 36178GFQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       55337 | PA      | $50798.35      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2678                      | CUSIP: 36179Q6P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1228882 | PA      | $1152724.77    | 0.00%             | 2045-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 635110                      | CUSIP: 36291QR71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2867442 | PA      | $2627595.66    | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3662                      | CUSIP: 36179SB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       93724 | PA      | $85342.47      | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                               | EMERSON ELECTRIC               | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |      879000 | PA      | $768085.93     | 0.00%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QA1442                      | CUSIP: 31334XS75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5774557 | PA      | $5337765.44    | 0.02%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822CH5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     6900000 | PA      | $6825450.19    | 0.02%             | 2025-07-18      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CK4702                      | CUSIP: 3617Y0GK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2889803 | PA      | $2561520.23    | 0.01%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE17 Mortgage Trust                                   | COMM 2014-CR17 AM              | CUSIP: 12631DBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      330000 | PA      | $317735.22     | 0.00%             | 2047-05-10      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                          | FLORIDA POWER &                | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4179810.15    | 0.01%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 627051                      | CUSIP: 36291FTG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3599012 | PA      | $3297335.82    | 0.01%             | 2046-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AU9260                      | CUSIP: 3138X9JE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      180251 | PA      | $171109.57     | 0.00%             | 2028-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM7476                      | CUSIP: 3140XBJW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4001150 | PA      | $3898558.87    | 0.01%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                        | INTEL CORP                     | CUSIP: 458140BP4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    15265000 | PA      | $14861711.06   | 0.05%             | 2025-03-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTIASSET EXECUTION TRUST COMET_22-A1                | COMET 2022-A1 A1               | CUSIP: 14041NFZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    21580000 | PA      | $20694607.13   | 0.07%             | 2027-03-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8000400.30    | 0.03%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT_22-A3                    | DCENT 2022-A3 A3               | CUSIP: 254683CW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    63130000 | PA      | $61187098.49   | 0.19%             | 2027-07-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    10845000 | PA      | $11382132.68   | 0.04%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR5                    | PROG 2022-SFR5 A               | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5385711 | PA      | $5086208.30    | 0.02%             | 2039-06-17      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| QUALCOMM Inc                                                      | QUALCOMM INC                   | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    25188000 | PA      | $21330257.56   | 0.07%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                             | CAMDEN PROP TRST               | CUSIP: 133131AV4<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |      435000 | PA      | $419237.18     | 0.00%             | 2024-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                  | EXXON MOBIL CORP               | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |     7800000 | PA      | $7962748.17    | 0.03%             | 2024-06-26      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 733602                      | CUSIP: 3620AMAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16732 | PA      | $17352.05      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                       | PNC BANK NA                    | CUSIP: 69353REK0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    12514000 | PA      | $12012915.54   | 0.04%             | 2025-02-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C12               | JPMBB 2013-C12 A4              | CUSIP: 46639NAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      128992 | PA      | $128039.64     | 0.00%             | 2045-07-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS2263                      | CUSIP: 3140XHQR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    53079233 | PA      | $53090820.45   | 0.17%             | 2050-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5466                      | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1500097 | PA      | $1449731.68    | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC MMAF_18-A                              | MMAF 2018-A A4                 | CUSIP: 60700DAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1246380 | PA      | $1242645.94    | 0.00%             | 2025-01-10      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Aventura Mall Trust                                               | AVMT 2018-AVM A                | CUSIP: 05359AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160000 | PA      | $142982.69     | 0.00%             | 2040-07-05      | Variable      | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q01798                      | CUSIP: 3132GE7K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      272169 | PA      | $270073.20     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM5315                      | CUSIP: 3140X83Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1474634 | PA      | $1370205.99    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CI2271                      | CUSIP: 3617X6QY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1144663 | PA      | $1095931.70    | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                         | APPLE INC                      | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1710000 | PA      | $1343836.06    | 0.00%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CO9419                      | CUSIP: 3617FMPC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3667907 | PA      | $3370926.42    | 0.01%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                    | SHELL INTL FIN                 | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    23115000 | PA      | $19987982.69   | 0.06%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    10890000 | PA      | $9809395.54    | 0.03%             | 2026-06-19      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AF5097                      | CUSIP: 36181LUW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      172717 | PA      | $167464.68     | 0.00%             | 2043-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA0862                      | CUSIP: 3140Q75Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1084562 | PA      | $1006825.27    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_20-A                    | NAROT 2020-A A4                | CUSIP: 65479MAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6910000 | PA      | $6630874.01    | 0.02%             | 2027-05-17      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA8220                      | CUSIP: 3133KQDZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39033796 | PA      | $40099594.01   | 0.13%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_20-3                                | CARMX 2020-3 A4                | CUSIP: 14315FAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2940000 | PA      | $2786466.14    | 0.01%             | 2026-03-16      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C17               | JPMBB 2013-C17 A4              | CUSIP: 46640UAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4237760 | PA      | $4170298.67    | 0.01%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 717173                      | CUSIP: 3620A2XA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12679 | PA      | $12764.36      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q34970                      | CUSIP: 3132QRQY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12293 | PA      | $11899.63      | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                         | AVALONBAY COMMUN               | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4177048.05    | 0.01%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RE6030                      | CUSIP: 3133N3VX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2228114 | PA      | $2005826.18    | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AL4508                      | CUSIP: 36184BAH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1609680 | PA      | $1530687.42    | 0.00%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                  | ERP OPERATING LP               | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     8120000 | PA      | $7073301.31    | 0.02%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                             | TRUIST FINANCIAL               | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5254538.70    | 0.02%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AZ8874                      | CUSIP: 3140E12G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49513 | PA      | $47661.81      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_19-A                          | HART 2019-A A4                 | CUSIP: 44932NAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      633816 | PA      | $633494.21     | 0.00%             | 2025-05-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BE4266                      | CUSIP: 3140FPW47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      180935 | PA      | $162491.19     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AE0215                      | CUSIP: 31419AGZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1373554 | PA      | $1325448.27    | 0.00%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q32916                      | CUSIP: 3132QPG24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      133204 | PA      | $121007.07     | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q25331                      | CUSIP: 3132M5SU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34248 | PA      | $33231.72      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CK7917                      | CUSIP: 3617Y3YN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2755600 | PA      | $2444328.26    | 0.01%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q03088                      | CUSIP: 3132GJCZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3183794 | PA      | $3159241.18    | 0.01%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 783050                      | CUSIP: 36241LL79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22522 | PA      | $23296.47      | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q36893                      | CUSIP: 3132QTUT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      292819 | PA      | $273317.46     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_21-A        | WOLS 2021-A A3                 | CUSIP: 98163JAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6960000 | PA      | $6768398.16    | 0.02%             | 2024-08-15      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32       | MSBAM 2016-C32 A4              | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2663000 | PA      | $2467014.12    | 0.01%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM9480                      | CUSIP: 3140XDRA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    81576995 | PA      | $69994269.31   | 0.22%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BE3782                      | CUSIP: 3140FPFY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       42753 | PA      | $42171.01      | 0.00%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM0894                      | CUSIP: 3617YK7F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1014644 | PA      | $862208.58     | 0.00%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BX6077                      | CUSIP: 3617QAXE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7801642 | PA      | $6863501.36    | 0.02%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                           | BANK NOVA SCOTIA               | CUSIP: 0641598J8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    23300000 | PA      | $22544436.45   | 0.07%             | 2023-09-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AC8568                      | CUSIP: 31417VQW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2464 | PA      | $2440.66       | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                            | GSMS 2014-GC24 AS              | CUSIP: 36253GAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      140000 | PA      | $132956.00     | 0.00%             | 2047-09-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 443383                      | CUSIP: 36207VRC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      207927 | PA      | $209644.39     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCL 2.5 1/23                  | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    59500000 | PA      | $50528518.60   | 0.16%             | 2023-01-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                  | WELLS FARGO CO                 | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    16620000 | PA      | $15362393.69   | 0.05%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_21-2                  | GMALT 2021-2 A4                | CUSIP: 380144AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3830000 | PA      | $3688404.13    | 0.01%             | 2025-05-20      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                              | ENTERGY ARKANSAS               | CUSIP: 29364DAS9<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     6213000 | PA      | $6093218.33    | 0.02%             | 2024-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 739635                      | CUSIP: 3620ATV46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      115431 | PA      | $108859.29     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 720159                      | CUSIP: 3620A6B48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1006 | PA      | $1012.30       | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C18               | JPMBB 2014-C18 A5              | CUSIP: 46641JAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3930000 | PA      | $3841164.32    | 0.01%             | 2047-02-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                               | SUMITOMO MITSUI                | CUSIP: 86562MBM1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    39186000 | PA      | $37616443.17   | 0.12%             | 2024-07-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS0992                      | CUSIP: 3140XGC64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3785969 | PA      | $3692066.45    | 0.01%             | 2051-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                           | SIMON PROP GP LP               | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     7754000 | PA      | $7436500.92    | 0.02%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C7 Commercial Mortgage Trust                           | CSAIL 2016-C7 A4               | CUSIP: 12637UAV1<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |     3282568 | PA      | $3042166.27    | 0.01%             | 2049-11-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST JDOT_22-A                                  | JDOT 2022-A A4                 | CUSIP: 47787JAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6800000 | PA      | $6378297.32    | 0.02%             | 2029-01-16      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CK4121                      | CUSIP: 3617XYSJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1080653 | PA      | $963091.62     | 0.00%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BB3761                      | CUSIP: 3617AUFA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3813005 | PA      | $3593267.79    | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN 934429                      | CUSIP: 31412TSS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7071 | PA      | $7644.13       | 0.00%             | 2038-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2022-INV1                                | JPMMT 2022-INV1 A3             | CUSIP: 465973AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   127747205 | PA      | $106509231.83  | 0.34%             | 2052-03-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CDP Financial Inc                                                 | CDP FINANCIAL                  | CUSIP: 125094AQ5<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |     1519000 | PA      | $1480929.65    | 0.00%             | 2024-07-24      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Harvest Operations Corp                                           | HARVEST OPERATIO               | CUSIP: N/A<br>LEI: B1EEF6ML54YDWRC6ZK53       | Long             | DBT              | CORP              | CA        |    14000000 | PA      | $13213942.00   | 0.04%             | 2024-04-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BH1725                      | CUSIP: 3140GP4K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2092920 | PA      | $2004309.82    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                 | NATL RURAL UTIL                | CUSIP: 637432NL5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     4350000 | PA      | $4251516.96    | 0.01%             | 2024-02-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BE5418                      | CUSIP: 3140FRAU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1157643 | PA      | $1109736.26    | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_21-A                          | HART 2021-A A4                 | CUSIP: 44933LAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12470000 | PA      | $11442626.63   | 0.04%             | 2027-05-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                              | LOCKHEED MARTIN                | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     5895000 | PA      | $4831498.38    | 0.02%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5500000 | PA      | $5208101.53    | 0.02%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                           | BANK NOVA SCOTIA               | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     7200000 | PA      | $6295896.43    | 0.02%             | 2026-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AK6860                      | CUSIP: 36183QTR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      184750 | PA      | $169321.37     | 0.00%             | 2045-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AC3754                      | CUSIP: 36179DE30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13863 | PA      | $12824.33      | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                           | FED HOME LN BANK               | CUSIP: 3130AEBV1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     6300000 | PA      | $6113230.20    | 0.02%             | 2025-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                         | DUKE ENERGY CAR                | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     2735000 | PA      | $2332827.80    | 0.01%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AU7269                      | CUSIP: 36194VCE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      750605 | PA      | $678529.32     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786183                      | CUSIP: 3622ABXL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    39628057 | PA      | $35437686.77   | 0.11%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AY0015                      | CUSIP: 3138YDAR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      120644 | PA      | $116009.27     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_22-A                          | HART 2022-A A4                 | CUSIP: 448977AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3750000 | PA      | $3480445.13    | 0.01%             | 2028-04-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CJ8805                      | CUSIP: 3617XRYA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1028412 | PA      | $916225.81     | 0.00%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    58000000 | PA      | $51919059.60   | 0.16%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                | WISCONSIN GEN REV              | CUSIP: 977100AC0<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     2205000 | PA      | $2244276.78    | 0.01%             | 2026-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5375074.83    | 0.02%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 732087                      | CUSIP: 3620AKJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      180787 | PA      | $182525.32     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AD2437                      | CUSIP: 36180DV61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9432 | PA      | $8760.98       | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AY9148                      | CUSIP: 3138YPEW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17360 | PA      | $16814.10      | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822BJ2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    14640000 | PA      | $14082707.46   | 0.04%             | 2024-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                       | STATOIL ASA                    | CUSIP: 85771PAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     1904000 | PA      | $1900828.58    | 0.01%             | 2023-01-17      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS9456                      | CUSIP: 3138WKQJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      159080 | PA      | $152673.67     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                       | PEPSICO INC                    | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     2135000 | PA      | $2018924.28    | 0.01%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CK5853                      | CUSIP: 3617Y1QE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4809828 | PA      | $4268125.19    | 0.01%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1839                      | CUSIP: 36179QBG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      332291 | PA      | $323216.35     | 0.00%             | 2044-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 758419                      | CUSIP: 36230TK84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7754 | PA      | $7562.98       | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-B                        | SOFI 2017-B A2FX               | CUSIP: 83403YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       24343 | PA      | $24008.89      | 0.00%             | 2040-05-25      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG D98758                      | CUSIP: 3128E5WT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46153 | PA      | $43401.24      | 0.00%             | 2031-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA HIGHER EDUCATION ASSISTANCE AGENCY PHEAA_16-2A       | PHEAA 2016-2A A                | CUSIP: 69343VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1700109 | PA      | $1637923.71    | 0.01%             | 2065-11-25      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-UB11                          | MSC 2016-UB11 A4               | CUSIP: 61767FBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      487000 | PA      | $439580.08     | 0.00%             | 2049-08-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AB9203                      | CUSIP: 36178WGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      167324 | PA      | $148621.65     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_21-3                     | HAROT 2021-3 A4                | CUSIP: 43815EAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9760000 | PA      | $8923321.07    | 0.03%             | 2027-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                             | CAMDEN PROP TRST               | CUSIP: 133131AU6<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    16018000 | PA      | $15808637.69   | 0.05%             | 2024-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA0933                      | CUSIP: 36179NBA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      131499 | PA      | $119175.28     | 0.00%             | 2043-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786236                      | CUSIP: 3622ABY97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    34100777 | PA      | $29235567.75   | 0.09%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3058                      | CUSIP: 31418CMG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29871242 | PA      | $28602439.70   | 0.09%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CK4122                      | CUSIP: 3617XYSK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      694873 | PA      | $617491.30     | 0.00%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 784210                      | CUSIP: 3622A2VB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       76891 | PA      | $75346.66      | 0.00%             | 2046-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD8228                      | CUSIP: 3132DWD91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      962976 | PA      | $739813.74     | 0.00%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AT8111                      | CUSIP: 36194HAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      750462 | PA      | $678400.67     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AZ8655                      | CUSIP: 3140E1TM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      330885 | PA      | $308850.63     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                             | TRUIST FINANCIAL               | CUSIP: 89788MAA0<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     8030000 | PA      | $7344626.73    | 0.02%             | 2025-08-05      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    15000000 | PA      | $11566013.40   | 0.04%             | 2032-07-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                       | PEPSICO INC                    | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1154251.64    | 0.00%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| RESIMAC Premier Series 2020-1                                     | RESI 2020-1A A1B               | CUSIP: 76120GAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      909577 | PA      | $908884.99     | 0.00%             | 2052-02-07      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                               | SUMITOMO MITSUI                | CUSIP: 86562MBV1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    11660000 | PA      | $11030599.38   | 0.03%             | 2025-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CI0262                      | CUSIP: 3617X4JF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1956846 | PA      | $1688124.60    | 0.01%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CCT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   400000000 | PA      | $373687520.00  | 1.18%             | 2024-08-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q09219                      | CUSIP: 3132GUSG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1566390 | PA      | $1554561.83    | 0.00%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                 | UNION ELECTRIC                 | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $13157068.05   | 0.04%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4322                      | CUSIP: 36179SYT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      590618 | PA      | $569977.68     | 0.00%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C32               | JPMBB 2015-C32 A4              | CUSIP: 46590JAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6856110 | PA      | $6610448.72    | 0.02%             | 2048-11-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 5176                        | CUSIP: 36202FXD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7127 | PA      | $7277.57       | 0.00%             | 2041-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                    | BP CAP MKTS AMER               | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7746304.80    | 0.02%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1521                      | CUSIP: 36179NVN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       54125 | PA      | $50783.60      | 0.00%             | 2043-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BS1355                      | CUSIP: 3617MBQG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      146502 | PA      | $136261.89     | 0.00%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08676                      | CUSIP: 3128MJXE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      673638 | PA      | $628932.93     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CI4861                      | CUSIP: 3617X9MJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2335648 | PA      | $2071604.84    | 0.01%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q42947                      | CUSIP: 3132WGHZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      204407 | PA      | $190318.68     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BN1541                      | CUSIP: 3140JHWB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3864233 | PA      | $3771603.57    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dexia Credit Local SA                                             | DEXIA CRED LOCAL               | CUSIP: 25214BAW4<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |    70000000 | PA      | $69106631.30   | 0.22%             | 2023-09-26      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA6542                      | CUSIP: 36179VHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2147331 | PA      | $1994107.09    | 0.01%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QB6224                      | CUSIP: 3133AC4H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       76413 | PA      | $62622.95      | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 367097                      | CUSIP: 36204DX20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4253 | PA      | $4147.64       | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CO9416                      | CUSIP: 3617FMN90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10302567 | PA      | $9985956.36    | 0.03%             | 2050-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_19-1                           | FORDR 2019-1 A                 | CUSIP: 34532PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13211000 | PA      | $12952100.07   | 0.04%             | 2030-07-15      | Fixed         | 3.52%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM3230                      | CUSIP: 3617YNST8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1378534 | PA      | $1307475.90    | 0.00%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                           | DUKE ENERGY FLA                | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    16960000 | PA      | $14519235.69   | 0.05%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AH4420                      | CUSIP: 3138A54E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      365843 | PA      | $363197.00     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                        | FLORIDA ST BRD OF ADM          | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    75000000 | PA      | $65300092.50   | 0.21%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                               | INVESCO FIN PLC                | CUSIP: 46132FAB6<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    12165000 | PA      | $12067786.57   | 0.04%             | 2024-01-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                       | GOLDMAN SACHS GP               | CUSIP: 38141GRD8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      295000 | PA      | $294661.20     | 0.00%             | 2023-01-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4262                      | CUSIP: 36179SWX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1678657 | PA      | $1567422.53    | 0.00%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZS4747                      | CUSIP: 3132A5HY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5127121 | PA      | $4754243.86    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCL 4.5 1/23                  | CUSIP: 01F042616<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -265000000 | PA      | $-255725000.00 | -0.81%            | 2023-01-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 9128284R8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   123000000 | PA      | $118887187.50  | 0.38%             | 2025-05-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                           | CHARLES SCHWAB                 | CUSIP: 808513BV6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     3670000 | PA      | $3573987.15    | 0.01%             | 2025-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 783637                      | CUSIP: 3622A2BE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60832 | PA      | $56086.82      | 0.00%             | 2042-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 783366                      | CUSIP: 36241LW36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       76999 | PA      | $79641.77      | 0.00%             | 2041-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST ALLYA_22-3                            | ALLYA 2022-3 A3                | CUSIP: 02008DAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9890000 | PA      | $9924154.13    | 0.03%             | 2027-04-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM3472                      | CUSIP: 3617YN2D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      983541 | PA      | $876227.54     | 0.00%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                      | HUNTINGTON NATL                | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $6275711.44    | 0.02%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_20-A                           | FORDO 2020-A A4                | CUSIP: 34528GAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2250000 | PA      | $2173935.38    | 0.01%             | 2025-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     7440000 | PA      | $5699518.17    | 0.02%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_19-4   | GMCAR 2019-4 A4                | CUSIP: 36258MAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3710000 | PA      | $3662544.65    | 0.01%             | 2025-01-16      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                                         | DLLST 2022-1A A4               | CUSIP: 23292GAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1470000 | PA      | $1408466.68    | 0.00%             | 2028-09-20      | Fixed         | 3.69%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4818                      | CUSIP: 31418EK82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    48419389 | PA      | $49215626.50   | 0.16%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_21-1               | COPAR 2021-1 A4                | CUSIP: 14044CAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10950000 | PA      | $9961612.49    | 0.03%             | 2027-04-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                             | GENERAL DYNAMICS               | CUSIP: 369550AX6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     4694000 | PA      | $4301263.25    | 0.01%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                 | STATE STREET CRP               | CUSIP: 857477BE2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1335518.87    | 0.00%             | 2025-11-01      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RB5135                      | CUSIP: 3133KYV48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34664665 | PA      | $29151395.84   | 0.09%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BJ4590                      | CUSIP: 3140H6C49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      314675 | PA      | $291621.58     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                    | PUBLIC STORAGE                 | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    11800000 | PA      | $10784427.81   | 0.03%             | 2029-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA6799                      | CUSIP: 3133KNRU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18886005 | PA      | $17309499.71   | 0.05%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     8000000 | PA      | $7005482.08    | 0.02%             | 2029-07-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CH3202                      | CUSIP: 3617WURX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1075593 | PA      | $926820.68     | 0.00%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                              | ROYAL BK CANADA                | CUSIP: 78013XW20<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     7665000 | PA      | $7590268.24    | 0.02%             | 2023-10-05      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AH4733                      | CUSIP: 3138A6HK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      362318 | PA      | $359020.72     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AE0391                      | CUSIP: 36180SNG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       45121 | PA      | $41874.13      | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                            | UNITEDHEALTH GRP               | CUSIP: 91324PDW9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     6810000 | PA      | $6179691.73    | 0.02%             | 2026-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 635122                      | CUSIP: 36291QSK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7625456 | PA      | $6889739.81    | 0.02%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q37204                      | CUSIP: 3132QUAE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      130772 | PA      | $122102.65     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                             | ENTERGY LA LLC                 | CUSIP: 29365PAP7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     8675000 | PA      | $8729522.38    | 0.03%             | 2024-10-01      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                  | BANK OF MONTREAL               | CUSIP: 06368FAC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    11520000 | PA      | $10094364.52   | 0.03%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 737312                      | CUSIP: 3620ARDR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1978850 | PA      | $1983466.41    | 0.01%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 677292                      | CUSIP: 36295QNH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39194 | PA      | $39927.42      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AT8270                      | CUSIP: 36194HFK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1507515 | PA      | $1436568.53    | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS5133                      | CUSIP: 3138WEV30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1752404 | PA      | $1635919.91    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS1256                      | CUSIP: 3140XGME6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23478097 | PA      | $22910366.19   | 0.07%             | 2051-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8190000 | PA      | $7919972.67    | 0.03%             | 2026-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3278                      | CUSIP: 31418CUC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      171367 | PA      | $168390.72     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL0719                      | CUSIP: 3138EGYR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      332647 | PA      | $351607.26     | 0.00%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_22-2   | GMCAR 2022-2 A3                | CUSIP: 362585AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9690000 | PA      | $9396807.73    | 0.03%             | 2027-02-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BM1144                      | CUSIP: 3140J5HW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2530888 | PA      | $2184648.35    | 0.01%             | 2047-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_22-2               | COPAR 2022-2 A4                | CUSIP: 14043GAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1913282.80    | 0.01%             | 2027-12-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL2283                      | CUSIP: 36183XRC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19141 | PA      | $18221.73      | 0.00%             | 2045-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5398                      | CUSIP: 36179T7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      332754 | PA      | $321590.79     | 0.00%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB1638                      | CUSIP: 3140QLZC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7821238 | PA      | $7199592.71    | 0.02%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C31               | JPMBB 2015-C31 A3              | CUSIP: 46644YAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      217032 | PA      | $206997.31     | 0.00%             | 2048-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 733736                      | CUSIP: 3620AMEH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       54268 | PA      | $54631.56      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4576                      | CUSIP: 31418ECN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4833821 | PA      | $3714542.07    | 0.01%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM2609                      | CUSIP: 3617YM3S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16642688 | PA      | $15300531.75   | 0.05%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_21-2                     | HAROT 2021-2 A4                | CUSIP: 43811JAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7710000 | PA      | $7105336.31    | 0.02%             | 2027-08-16      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB3918                      | CUSIP: 3140QPK89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27854980 | PA      | $26883275.92   | 0.09%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AI7282                      | CUSIP: 3138AMCU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4767 | PA      | $4690.45       | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G07972                      | CUSIP: 3128MAFM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       64789 | PA      | $62838.01      | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZM0457                      | CUSIP: 3131XTQJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      836105 | PA      | $780483.61     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 785886                      | CUSIP: 3622ABNB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    25055592 | PA      | $22277377.96   | 0.07%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CH9858                      | CUSIP: 3617X25T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3142124 | PA      | $2785160.53    | 0.01%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280CW7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    10600000 | PA      | $10085716.83   | 0.03%             | 2024-11-22      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                 | JOHNSON&JOHNSON                | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    12444000 | PA      | $11600090.11   | 0.04%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 487825                      | CUSIP: 36210B4J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       79980 | PA      | $80519.49      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA6030                      | CUSIP: 36179UVX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      466515 | PA      | $425673.05     | 0.00%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2602                      | CUSIP: 36179Q3K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      130678 | PA      | $127109.54     | 0.00%             | 2045-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA0317                      | CUSIP: 36179MK66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1149021 | PA      | $1051234.41    | 0.00%             | 2042-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3376                      | CUSIP: 36179RXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1254454 | PA      | $1176701.33    | 0.00%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZJ9282                      | CUSIP: 3131X1J36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2232 | PA      | $2224.68       | 0.00%             | 2026-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                             | GENERAL DYNAMICS               | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     5580000 | PA      | $5318887.86    | 0.02%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1995                      | CUSIP: 36179QGC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      112591 | PA      | $105647.59     | 0.00%             | 2044-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | EUR/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6043.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ascension Health                                                  | ASCENSION HEALTH               | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2141804.10    | 0.01%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AE5839                      | CUSIP: 31419GPZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2063703 | PA      | $2048800.99    | 0.01%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 785379                      | CUSIP: 3622AA2L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    33870415 | PA      | $29472744.57   | 0.09%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                         | AVALONBAY COMMUN               | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2057164.00    | 0.01%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CK1531                      | CUSIP: 3617XVVY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6459291 | PA      | $5811741.50    | 0.02%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                           | BRISTOL-MYERS                  | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    21000000 | PA      | $18320203.44   | 0.06%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                       | ST JOSEPH HLTH                 | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      278000 | PA      | $259538.80     | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280BB4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3650000 | PA      | $3481245.61    | 0.01%             | 2026-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-A                     | TAOT 2022-A A4                 | CUSIP: 89239KAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9540000 | PA      | $8726953.50    | 0.03%             | 2027-05-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 736158                      | CUSIP: 3620APZX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       83479 | PA      | $84499.63      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM2578                      | CUSIP: 3617YM2K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1210513 | PA      | $1111124.01    | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 5207                        | CUSIP: 36202FYC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          49 | PA      | $52.36         | 0.00%             | 2041-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08627                      | CUSIP: 3128MJVV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24071 | PA      | $22474.28      | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 783276                      | CUSIP: 36241LT97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      802803 | PA      | $791402.98     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                | PUBLIC SERVICE E               | CUSIP: 74456QBL9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     8385000 | PA      | $8034478.99    | 0.03%             | 2025-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG D99561                      | CUSIP: 3128E6TS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1024117 | PA      | $896846.07     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4847                      | CUSIP: 31418EL57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      216968 | PA      | $220544.46     | 0.00%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2827                      | CUSIP: 36179RD89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37491 | PA      | $36468.08      | 0.00%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                          | SVENSKA HNDLSBKN               | CUSIP: 86959LAF0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     7000000 | PA      | $6851389.93    | 0.02%             | 2023-06-30      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 662505                      | CUSIP: 36294XAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      446253 | PA      | $470035.82     | 0.00%             | 2037-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5000000 | PA      | $4369879.85    | 0.01%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3377                      | CUSIP: 36179RXE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      718335 | PA      | $698734.91     | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   300000000 | PA      | $269671860.00  | 0.85%             | 2025-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AH3688                      | CUSIP: 36182LCZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16109 | PA      | $15614.45      | 0.00%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C18 Commercial Mortgage Trust                          | CSAIL 2019-C18 A4              | CUSIP: 12597DAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17500000 | PA      | $14715029.00   | 0.05%             | 2052-12-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM1337                      | CUSIP: 3140X4PX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2140492 | PA      | $2092163.91    | 0.01%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                         | APPLE INC                      | CUSIP: 037833BY5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    11092000 | PA      | $10660110.69   | 0.03%             | 2026-02-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BE0891                      | CUSIP: 3140FK7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      527857 | PA      | $455503.55     | 0.00%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_22-2                                    | VZMT 2022-2 A                  | CUSIP: 92348KAH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    21470000 | PA      | $19999543.32   | 0.06%             | 2028-07-20      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD0478                      | CUSIP: 3132DMQ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14160422 | PA      | $13686216.38   | 0.04%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CO2819                      | CUSIP: 3617FEDY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1208321 | PA      | $1023591.10    | 0.00%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 732926                      | CUSIP: 3620ALHB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       62733 | PA      | $61831.02      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AH3681                      | CUSIP: 36182LCS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27097 | PA      | $26094.52      | 0.00%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    12100000 | PA      | $11086591.48   | 0.04%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS6075                      | CUSIP: 3138WFXD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      220692 | PA      | $207651.78     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS2478                      | CUSIP: 3140XHXG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24726237 | PA      | $20199817.62   | 0.06%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C21                          | WFRBS 2014-C21 A5              | CUSIP: 92939FAU3<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |    15000000 | PA      | $14472079.50   | 0.05%             | 2047-08-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3575000 | PA      | $3138408.70    | 0.01%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                    | AMAZON.COM INC                 | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    36455000 | PA      | $36218075.67   | 0.11%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA2542                      | CUSIP: 31418BZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2385679 | PA      | $2150094.27    | 0.01%             | 2046-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                         | KOREA ELEC PWR                 | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | DBT              | NUSS              | KR        |    18400000 | PA      | $16615385.84   | 0.05%             | 2025-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL1504                      | CUSIP: 36183WU59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      120129 | PA      | $112975.53     | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 736568                      | CUSIP: 3620AQJM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       57829 | PA      | $58146.47      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                  | WELLS FARGO CO                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    15900000 | PA      | $15057460.91   | 0.05%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_22-1                           | FORDR 2022-1 A                 | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20470000 | PA      | $19560239.51   | 0.06%             | 2034-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB4970                      | CUSIP: 3140QQQY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   146067521 | PA      | $147189349.15  | 0.47%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA2755                      | CUSIP: 31418CBZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      307330 | PA      | $295003.96     | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 784179                      | CUSIP: 3622A2UC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3319 | PA      | $3248.46       | 0.00%             | 2046-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                  | BMARK 2018-B1 AM               | CUSIP: 08162PAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1360000 | PA      | $1223692.10    | 0.00%             | 2051-01-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA8501                      | CUSIP: 3140QGNT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10531384 | PA      | $8597612.04    | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 774484                      | CUSIP: 36176SFZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5583 | PA      | $5790.89       | 0.00%             | 2041-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5932                      | CUSIP: 36179USV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1905888 | PA      | $1878624.02    | 0.01%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 736548                      | CUSIP: 3620AQHZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15749 | PA      | $15855.57      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                   | PHILIP MORRIS IN               | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    17680000 | PA      | $18083689.38   | 0.06%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QD6060                      | CUSIP: 3133B3WV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    79570960 | PA      | $71403327.53   | 0.23%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                           | BRISTOL-MYERS                  | CUSIP: 110122CY2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    24000000 | PA      | $23944431.84   | 0.08%             | 2023-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08735                      | CUSIP: 3128MJY95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49963 | PA      | $49186.16      | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                               | NORTHERN TRST CO               | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    15400000 | PA      | $15045450.88   | 0.05%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_22-2   | GMCAR 2022-2 A4                | CUSIP: 362585AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9090000 | PA      | $8667756.77    | 0.03%             | 2028-04-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5019                      | CUSIP: 36179TSG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      247009 | PA      | $228523.30     | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL8489                      | CUSIP: 3617YGNE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5241947 | PA      | $4807178.50    | 0.02%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL6395                      | CUSIP: 3617YEC81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      788626 | PA      | $723466.66     | 0.00%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QD0328                      | CUSIP: 3133AWLH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1318865 | PA      | $1089722.14    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BQ7369                      | CUSIP: 3617LSFJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      293390 | PA      | $274432.79     | 0.00%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                             | TEXAS INSTRUMENT               | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8646409.80    | 0.03%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_16-A                         | SMB 2016-A A2A                 | CUSIP: 78449FAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       74435 | PA      | $71765.56      | 0.00%             | 2031-05-15      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BO3166                      | CUSIP: 3140JXQU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      561264 | PA      | $543881.64     | 0.00%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B15 Mortgage Trust                                 | BMARK 2019-B15 A5              | CUSIP: 08160KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $5228831.40    | 0.02%             | 2072-12-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CK4095                      | CUSIP: 3617XYRQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7371905 | PA      | $6571653.74    | 0.02%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT_22-A2                    | DCENT 2022-A2 A                | CUSIP: 254683CS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    51070000 | PA      | $49254910.92   | 0.16%             | 2027-05-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                         | AFLAC INC                      | CUSIP: 001055BK7<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     3375000 | PA      | $2989159.81    | 0.01%             | 2026-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB2910                      | CUSIP: 3140QNGU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13564344 | PA      | $12352715.44   | 0.04%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                  | BANK OF NY MELLO               | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     7827000 | PA      | $7345151.88    | 0.02%             | 2028-02-07      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    19688000 | PA      | $18453221.21   | 0.06%             | 2025-04-22      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CO2536                      | CUSIP: 3617FDY98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1703309 | PA      | $1442852.18    | 0.00%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786227                      | CUSIP: 3622ABYY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    46953602 | PA      | $41801679.02   | 0.13%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                    | BP CAP MKTS AMER               | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     2630000 | PA      | $2452095.52    | 0.01%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM2055                      | CUSIP: 3617YMH88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2820682 | PA      | $2749836.52    | 0.01%             | 2050-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    14330000 | PA      | $12726296.02   | 0.04%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZJ9427                      | CUSIP: 3131X1PL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11034 | PA      | $10220.38      | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST JDOT_20-B                                  | JDOT 2020-B A4                 | CUSIP: 47787NAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2410000 | PA      | $2291108.43    | 0.01%             | 2027-06-15      | Fixed         | 0.72%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                       | EXP-IMP BK KOREA               | CUSIP: 302154CC1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     2000000 | PA      | $1865341.96    | 0.01%             | 2026-05-26      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3182                      | CUSIP: 31418CRC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      727318 | PA      | $675117.06     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA0850                      | CUSIP: 36179M5K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23160 | PA      | $20134.32      | 0.00%             | 2043-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA0391                      | CUSIP: 36179MNG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      858888 | PA      | $785786.62     | 0.00%             | 2042-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A97169                      | CUSIP: 3129456E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       93793 | PA      | $97036.28      | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNIT_22-A2                                                       | SYNIT 2022-A2 A                | CUSIP: 87166PAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    26050000 | PA      | $25398109.17   | 0.08%             | 2028-07-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    10000000 | PA      | $8076699.60    | 0.03%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1838                      | CUSIP: 36179QBF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      378408 | PA      | $355072.91     | 0.00%             | 2044-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                     | UBS AG LONDON                  | CUSIP: 902674YF1<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     8000000 | PA      | $7847390.56    | 0.02%             | 2023-06-01      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 711030                      | CUSIP: 36297F4P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1977304 | PA      | $1997423.85    | 0.01%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB5027                      | CUSIP: 3140QQSR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    84749408 | PA      | $85312347.38   | 0.27%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AW6549                      | CUSIP: 3138XWH35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15492 | PA      | $15610.36      | 0.00%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK43                                                   | BANK 2022-BNK43 A5             | CUSIP: 06541QAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9800000 | PA      | $9265516.82    | 0.03%             | 2055-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1449                      | CUSIP: 36179NTE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      657219 | PA      | $636022.81     | 0.00%             | 2043-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3000000 | PA      | $2786781.63    | 0.01%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 766310                      | CUSIP: 36176HDP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       57507 | PA      | $58190.91      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                           | DUKE ENERGY FLA                | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4071558.25    | 0.01%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                       | TRUIST BANK                    | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     5950000 | PA      | $4804229.38    | 0.02%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                             | MIDAMERICAN ENER               | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1096109.15    | 0.00%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                    | BANK 2017-BNK7 A4              | CUSIP: 06541XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11540000 | PA      | $10525970.97   | 0.03%             | 2060-09-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC35                     | CGCMT 2015-GC35 A3             | CUSIP: 17324KAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11367878 | PA      | $10810400.67   | 0.03%             | 2048-11-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QD5502                      | CUSIP: 3133B3DF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7104748 | PA      | $6088376.43    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                           | CHARLES SCHWAB                 | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     4574000 | PA      | $4331799.61    | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                       | STATOIL ASA                    | CUSIP: 85771PAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     7000000 | PA      | $6902197.75    | 0.02%             | 2024-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCL 6 1/21                    | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   436000000 | PA      | $442880603.20  | 1.40%             | 2023-01-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD7535                      | CUSIP: 3132DVLQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16718079 | PA      | $14374755.72   | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS2850                      | CUSIP: 3140XJEY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    35396585 | PA      | $30252873.71   | 0.10%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BE3048                      | CUSIP: 3617BWL52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1847004 | PA      | $1737862.97    | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM2640                      | CUSIP: 3617YM4Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2150599 | PA      | $2096731.19    | 0.01%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                        | PFIZER INC                     | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $7453130.23    | 0.02%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                 | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |     6484866 | NS      | $648421782.44  | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BD2381                      | CUSIP: 3140F9UF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      116041 | PA      | $114486.63     | 0.00%             | 2046-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                      | CHEVRON CORP                   | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19000000 | PA      | $17074979.66   | 0.05%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BK5181                      | CUSIP: 3140HJXK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1117136 | PA      | $1070906.31    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                      | COMCAST CORP                   | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    40135000 | PA      | $38575760.07   | 0.12%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3238                      | CUSIP: 31418CS47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      405932 | PA      | $376789.27     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2021-INV2                     | NRZT 2021-INV2 A13             | CUSIP: 64831GAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    39634939 | PA      | $32748368.34   | 0.10%             | 2051-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                   | BANK 2019-BN24 A3              | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17620000 | PA      | $15280516.83   | 0.05%             | 2062-11-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 733720                      | CUSIP: 3620AMDZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      101660 | PA      | $103268.51     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BL1036                      | CUSIP: 3617JDEH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6159252 | PA      | $5902691.68    | 0.02%             | 2049-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CP0149                      | CUSIP: 3617FPEW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4106006 | PA      | $3891843.31    | 0.01%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA0154                      | CUSIP: 36179ME30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      742357 | PA      | $696514.25     | 0.00%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                               | CHILE                          | CUSIP: 168863DP0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    17771000 | PA      | $14761886.33   | 0.05%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| American Express Co                                               | AMERICAN EXPRESS               | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $15115574.88   | 0.05%             | 2025-03-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Banco del Estado de Chile                                         | BANCO DEL ESTADO               | CUSIP: 05965MAG8<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |     9000000 | PA      | $8535021.12    | 0.03%             | 2025-01-09      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS5597                      | CUSIP: 3138WFGF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1467068 | PA      | $1340836.03    | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 367095                      | CUSIP: 36204DXY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42032 | PA      | $42541.87      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL9283                      | CUSIP: 36184HJ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33403 | PA      | $30995.25      | 0.00%             | 2045-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2446                      | CUSIP: 36179QWF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      470784 | PA      | $457924.24     | 0.00%             | 2044-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                        | US BANCORP                     | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $18696590.82   | 0.06%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   367500000 | PA      | $368763281.25  | 1.17%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 784190                      | CUSIP: 3622A2UP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17501682 | PA      | $16889116.44   | 0.05%             | 2046-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786148                      | CUSIP: 3622ABWH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    51212661 | PA      | $45597720.33   | 0.14%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-C7                       | CGCMT 2019-C7 AAB              | CUSIP: 17328CAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8630000 | PA      | $7725025.41    | 0.02%             | 2072-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2SF 5 1/23                    | CUSIP: 21H050615<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    69000000 | PA      | $68363902.80   | 0.22%             | 2023-01-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-RC1                    | WFCM 2017-RC1 A4               | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      396000 | PA      | $369274.91     | 0.00%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCI 2.5 1/23                  | CUSIP: 01F022410<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -114500000 | PA      | $-104982187.50 | -0.33%            | 2023-01-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C16                                     | BBCMS 2022-C16 A5              | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5750000 | PA      | $5519065.05    | 0.02%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CK3145                      | CUSIP: 3617XXP60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      550155 | PA      | $490930.72     | 0.00%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_22-1A                         | WFLF 2022-1A A                 | CUSIP: 96328GAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4415552 | PA      | $4302036.16    | 0.01%             | 2036-10-18      | Fixed         | 2.47%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZA2023                      | CUSIP: 31329KG81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4141 | PA      | $4139.94       | 0.00%             | 2027-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   100000000 | PA      | $89171880.00   | 0.28%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AN9448                      | CUSIP: 36187SP92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      356562 | PA      | $329571.28     | 0.00%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q31550                      | CUSIP: 3132QMWL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1170238 | PA      | $1093628.58    | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_20-B                    | NAROT 2020-B A4                | CUSIP: 65479CAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3240000 | PA      | $3123615.96    | 0.01%             | 2027-02-16      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AZ2319                      | CUSIP: 3138YTSH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       43932 | PA      | $42285.50      | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                  | WELLS FARGO CO                 | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    14968000 | PA      | $14174516.53   | 0.04%             | 2025-10-30      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_17-B                         | SMB 2017-B A2A                 | CUSIP: 83189DAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      196027 | PA      | $186824.94     | 0.00%             | 2035-10-15      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    11900000 | PA      | $10571256.59   | 0.03%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                             | BERMUDA-GOVT OF                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BM        |     3810000 | PA      | $3797236.50    | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                        | MIZUHO FINANCIAL               | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     8000000 | PA      | $6962155.92    | 0.02%             | 2027-07-09      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BK4909                      | CUSIP: 3140HJN31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      101781 | PA      | $99379.53      | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 479925                      | CUSIP: 36209SD65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       55470 | PA      | $52328.53      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3210                      | CUSIP: 31418CR89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6799520 | PA      | $6311416.92    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                             | ATHENE GLOBAL FU               | CUSIP: 04685A3A7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     4880000 | PA      | $4475419.45    | 0.01%             | 2024-08-19      | Fixed         | 0.91%                 | Yes           |                  2 | On Loan: No      |
| Southwestern Public Service Co                                    | SOUTHWESTERN PUB               | CUSIP: 845743BP7<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    14881000 | PA      | $14543446.39   | 0.05%             | 2024-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 723640                      | CUSIP: 3620A94Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2910 | PA      | $2979.47       | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    21840000 | PA      | $20120575.02   | 0.06%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BM5822                      | CUSIP: 3140JAPG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6366828 | PA      | $5717573.70    | 0.02%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 776656                      | CUSIP: 36176UTM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12664 | PA      | $12235.99      | 0.00%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-B                           | FORDO 2022-B A3                | CUSIP: 34534LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    30400000 | PA      | $29609572.64   | 0.09%             | 2026-09-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08702                      | CUSIP: 3128MJX88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      297588 | PA      | $277160.74     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DBJPM 2016-C3 Mortgage Trust                                      | DBJPM 2016-C3 A4               | CUSIP: 23312VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9200000 | PA      | $8346022.88    | 0.03%             | 2049-08-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QU7234                      | CUSIP: 3133JLBB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1025857 | PA      | $928708.59     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CJ3458                      | CUSIP: 3617XKZX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1792914 | PA      | $1561804.68    | 0.00%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                          | WALT DISNEY CO                 | CUSIP: 25468PDK9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    13228000 | PA      | $12533298.64   | 0.04%             | 2026-02-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 697827                      | CUSIP: 36296QHC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4454 | PA      | $4572.94       | 0.00%             | 2039-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB2762                      | CUSIP: 3140QNB84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    79400266 | PA      | $64849905.51   | 0.21%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                      | NEW YORK LIFE GL               | CUSIP: 64952WEG4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3940506.85    | 0.01%             | 2031-08-01      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Hudson Yards 2019-30HY Mortgage Trust                             | HY 2019-30HY A                 | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5180000 | PA      | $4448733.70    | 0.01%             | 2039-07-10      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN1093                      | CUSIP: 3617YYGA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5649083 | PA      | $5191700.31    | 0.02%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACER AUTO RECEIVABLES TRUST CPART_19-1                  | CPART 2019-1A A4               | CUSIP: 13646BAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      818843 | PA      | $816516.32     | 0.00%             | 2024-06-19      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL8764                      | CUSIP: 3617YGWZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4593281 | PA      | $4212444.97    | 0.01%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN1128                      | CUSIP: 3617YYHD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1102217 | PA      | $1074543.07    | 0.00%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCL 6 2/21                    | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   204000000 | PA      | $207036091.20  | 0.66%             | 2023-02-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB3032                      | CUSIP: 3140QNLN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15792470 | PA      | $13061242.52   | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                    | AMAZON.COM INC                 | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8605559.90    | 0.03%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $10372304.40   | 0.03%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                       | PROLOGIS LP                    | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2165447.02    | 0.01%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 745125                      | CUSIP: 3620C0YW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      254909 | PA      | $241628.89     | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                              | PNC FINANCIAL                  | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5061243.25    | 0.02%             | 2025-10-28      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AO2429                      | CUSIP: 3617A2VW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       86320 | PA      | $76661.18      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL2310                      | CUSIP: 3138EJR83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1251024 | PA      | $1144379.27    | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                  | BANK OF NY MELLO               | CUSIP: 06406RAN7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    12400000 | PA      | $11522726.04   | 0.04%             | 2025-04-24      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-B                     | TAOT 2022-B A4                 | CUSIP: 89238FAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7990000 | PA      | $7554347.65    | 0.02%             | 2027-08-16      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AS6433                      | CUSIP: 36193SEE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1332310 | PA      | $1205519.90    | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                           | RECKITT BEN TSY                | CUSIP: 75625QAD1<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |     3340000 | PA      | $3224654.94    | 0.01%             | 2024-06-26      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q15206                      | CUSIP: 3132J6GQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      120665 | PA      | $107842.84     | 0.00%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | EUR/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11235.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_20-1                   | TALNT 2020-1A A                | CUSIP: 89237JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8600000 | PA      | $7852532.72    | 0.02%             | 2033-05-25      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3     | JPMCC 2016-JP3 A5              | CUSIP: 46590RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1525000 | PA      | $1388808.20    | 0.00%             | 2049-08-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BR2441                      | CUSIP: 3617LYWA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1770413 | PA      | $1605951.43    | 0.01%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB2763                      | CUSIP: 3140QNB92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   118962285 | PA      | $97090069.72   | 0.31%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BU7818                      | CUSIP: 3140M9VL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6019533 | PA      | $4977669.08    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2022-PJ3                      | GSMBS 2022-PJ3 A6              | CUSIP: 362924AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4979102 | PA      | $4113983.03    | 0.01%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 744034                      | CUSIP: 3620AYSX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       80781 | PA      | $80388.08      | 0.00%             | 2041-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4715                        | CUSIP: 36202FGY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37658 | PA      | $38301.19      | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 6174468R3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $4779794.03    | 0.02%             | 2025-10-21      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-C                     | TAOT 2022-C A3                 | CUSIP: 89231CAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5400000 | PA      | $5245316.46    | 0.02%             | 2027-04-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                           | CHARLES SCHWAB                 | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $8072331.36    | 0.03%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AD3808                      | CUSIP: 31418RGS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9902 | PA      | $9807.63       | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QA5543                      | CUSIP: 3133A0EQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      346648 | PA      | $341716.67     | 0.00%             | 2049-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BE5603                      | CUSIP: 3140FRGM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      177163 | PA      | $169838.75     | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_19-2   | GMCAR 2019-2 A4                | CUSIP: 36257FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4338409 | PA      | $4330341.87    | 0.01%             | 2024-08-16      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                  | BANK OF NY MELLO               | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10401957.70   | 0.03%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AM2778                      | CUSIP: 36184NCP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3455 | PA      | $3243.64       | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 698097                      | CUSIP: 36296QRS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46222 | PA      | $46534.74      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State Grid Overseas Investment 2013 Ltd                           | STATE GRID OSEAS               | CUSIP: N/A<br>LEI: 529900GBH9XYPD4XZZ70       | Long             | DBT              | CORP              | VG        |      800000 | PA      | $794351.84     | 0.00%             | 2023-05-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AT7695                      | CUSIP: 36194GRQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      808583 | PA      | $731153.89     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BM4049                      | CUSIP: 3140J8QB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3516726 | PA      | $3063599.31    | 0.01%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AK6854                      | CUSIP: 36183QTK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3076854 | PA      | $2725609.21    | 0.01%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                | JPMDB 2017-C7 AS               | CUSIP: 46648KAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3720000 | PA      | $3323953.18    | 0.01%             | 2050-10-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                  | WELLS FARGO CO                 | CUSIP: 95000U2C6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    18285000 | PA      | $18049540.95   | 0.06%             | 2024-01-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB2905                      | CUSIP: 3140QNGP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16054698 | PA      | $14717081.31   | 0.05%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C58                    | WFCM 2020-C58 ASB              | CUSIP: 95002UAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2850000 | PA      | $2397423.71    | 0.01%             | 2053-07-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                          | MARSH & MCLENNAN               | CUSIP: 571748AX0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4854305.70    | 0.02%             | 2025-03-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_19-A                           | FORDO 2019-A A4                | CUSIP: 34533FAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8036220 | PA      | $8020054.27    | 0.03%             | 2024-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                   | DTE ELECTRIC CO                | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $3821230.20    | 0.01%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                         | DUKE ENERGY CAR                | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     7430000 | PA      | $6387021.85    | 0.02%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BK8723                      | CUSIP: 3140HNVR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       48902 | PA      | $49532.47      | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST BMWOT_20-A                                | BMWOT 2020-A A4                | CUSIP: 09661RAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2720000 | PA      | $2589400.56    | 0.01%             | 2027-04-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| University of California                                          | UNIV CA-AX-TXBL                | CUSIP: 91412GU94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3430000 | PA      | $3298517.12    | 0.01%             | 2025-07-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL1868                      | CUSIP: 3617Y9CD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3182948 | PA      | $2821324.39    | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL2996                      | CUSIP: 3617YAKH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      798839 | PA      | $732605.21     | 0.00%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA2705                      | CUSIP: 31418CAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      178079 | PA      | $159990.20     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 783610                      | CUSIP: 3622A2AK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41031 | PA      | $41308.96      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BW6351                      | CUSIP: 3617NYBU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9615211 | PA      | $8396709.18    | 0.03%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 727729                      | CUSIP: 3620AEPN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7275 | PA      | $7184.06       | 0.00%             | 2040-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                            | TOTAL CAP INTL                 | CUSIP: 89153VAS8<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    10450000 | PA      | $9982573.17    | 0.03%             | 2025-01-10      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-D                      | WOART 2021-D A4                | CUSIP: 98163KAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11450000 | PA      | $10396511.84   | 0.03%             | 2027-11-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| QatarEnergy Trading LLC                                           | QATAR ENERGY                   | CUSIP: N/A<br>LEI: 254900QTESJKJ3P87J26       | Long             | DBT              | CORP              | QA        |    10000000 | PA      | $8267786.00    | 0.03%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1522                      | CUSIP: 36179NVP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      247333 | PA      | $239360.16     | 0.00%             | 2043-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 784368                      | CUSIP: 3622A2Z96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14025774 | PA      | $13164085.46   | 0.04%             | 2047-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2022-J2 Trust                                                 | OBX 2022-J2 A2                 | CUSIP: 67115QAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    83190458 | PA      | $69360044.26   | 0.22%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG V81873                      | CUSIP: 3132L7CJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      131227 | PA      | $126307.11     | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 627045                      | CUSIP: 36291FTA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4332821 | PA      | $4038495.39    | 0.01%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_21-1                                    | VZMT 2021-1 A                  | CUSIP: 92348KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    30100000 | PA      | $28301073.50   | 0.09%             | 2027-05-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786144                      | CUSIP: 3622ABWD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21138447 | PA      | $18886326.96   | 0.06%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G18559                      | CUSIP: 3128MMTR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      723133 | PA      | $659936.98     | 0.00%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                    | SHELL INTL FIN                 | CUSIP: 822582BD3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    24880000 | PA      | $24114474.74   | 0.08%             | 2025-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1760                      | CUSIP: 36179N5V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1087989 | PA      | $1020825.58    | 0.00%             | 2044-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK30                                                   | BANK 2020-BN30 ASB             | CUSIP: 06541UBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5050000 | PA      | $4232894.85    | 0.01%             | 2053-12-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_20-1               | COPAR 2022-2 A3                | CUSIP: 14043GAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3400000 | PA      | $3321727.24    | 0.01%             | 2027-05-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| CCUBS Commercial Mortgage Trust 2017-C1                           | CCUBS 2017-C1 A3               | CUSIP: 12508GAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4559949.00    | 0.01%             | 2050-11-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                           | KEY BANK NA                    | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    10650000 | PA      | $10414570.89   | 0.03%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A85077                      | CUSIP: 312931UA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      469545 | PA      | $470345.27     | 0.00%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2015-UBS8                          | MSC 2015-UBS8 A4               | CUSIP: 61691ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7386100 | PA      | $6944148.27    | 0.02%             | 2048-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-D                           | FORDO 2022-D A4                | CUSIP: 345295AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7340000 | PA      | $7406093.03    | 0.02%             | 2028-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA0487                      | CUSIP: 3140Q7RH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      988536 | PA      | $923335.42     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AI5193                      | CUSIP: 36198RXW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      190602 | PA      | $176866.53     | 0.00%             | 2045-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                | HOME DEPOT INC                 | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    16365000 | PA      | $14287828.03   | 0.05%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                         | APPLE INC                      | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     7245000 | PA      | $6727300.48    | 0.02%             | 2026-08-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA4579                      | CUSIP: 3140QCCR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5126744 | PA      | $5001906.54    | 0.02%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CG5451                      | CUSIP: 3617WKBU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1650489 | PA      | $1473727.07    | 0.00%             | 2044-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                     | CITIGROUP INC                  | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1372247.15    | 0.00%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BR6121                      | CUSIP: 3617M4YS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      601562 | PA      | $545809.59     | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1225                      | CUSIP: 36179NLE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       93212 | PA      | $89117.36      | 0.00%             | 2043-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM9763                      | CUSIP: 3140XDZ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25777466 | PA      | $22770155.76   | 0.07%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5817                      | CUSIP: 36179UPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11790 | PA      | $11349.09      | 0.00%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q01659                      | CUSIP: 3132GEZY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       79912 | PA      | $79298.86      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM2419                      | CUSIP: 3617YMVL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1219719 | PA      | $1086527.84    | 0.00%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG J31975                      | CUSIP: 31307NFQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      744091 | PA      | $679083.92     | 0.00%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5922                      | CUSIP: 36179USK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      469480 | PA      | $439869.27     | 0.00%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4263                      | CUSIP: 36179SWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      303774 | PA      | $295490.02     | 0.00%             | 2047-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AF3757                      | CUSIP: 36181KE63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2005595 | PA      | $1886504.81    | 0.01%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS8073                      | CUSIP: 3138WH6K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1031307 | PA      | $890156.58     | 0.00%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                         | TORONTO DOM BANK               | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    37600000 | PA      | $32402418.14   | 0.10%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CK8304                      | CUSIP: 3617Y4GM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7230438 | PA      | $6517249.87    | 0.02%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS0032                      | CUSIP: 3140XFBA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8707619 | PA      | $7819356.99    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                        | CD 2018-CD7 A3                 | CUSIP: 12512JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2700000 | PA      | $2525166.63    | 0.01%             | 2051-08-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2013-LC12                   | WFCM 2013-LC12 ASB             | CUSIP: 94988QAL5<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.01          | 0.00%             | 2046-07-15      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                       | AMERICAN HONDA F               | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $15875864.00   | 0.05%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN 257498                      | CUSIP: 31371N7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21082 | PA      | $22381.03      | 0.00%             | 2038-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3                    | PROG 2022-SFR3 A               | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4420000 | PA      | $3980096.85    | 0.01%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM3204                      | CUSIP: 3617YNRZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2854230 | PA      | $2617573.07    | 0.01%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                        | MIZUHO FINANCIAL               | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     2250000 | PA      | $2120777.51    | 0.01%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BR7708                      | CUSIP: 3140L6R63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4169408 | PA      | $3738324.24    | 0.01%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BU3240                      | CUSIP: 3140M4S66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1472195 | PA      | $1215809.40    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM8234                      | CUSIP: 3617YUEF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5554142 | PA      | $4951648.25    | 0.02%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA0624                      | CUSIP: 36179MVR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       89998 | PA      | $82337.17      | 0.00%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 651881                      | CUSIP: 36292LFW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18638 | PA      | $19041.89      | 0.00%             | 2036-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BD7239                      | CUSIP: 3140FFBH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      386204 | PA      | $333504.09     | 0.00%             | 2046-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-1               | FORDF 2020-1 A1                | CUSIP: 34528QHK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9520000 | PA      | $9212669.65    | 0.03%             | 2025-09-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 742224                      | CUSIP: 3620AWSM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       59858 | PA      | $58996.22      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QD4137                      | CUSIP: 3133B1S28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11540439 | PA      | $9888392.00    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                    | VIRGINIA EL&PWR                | CUSIP: 927804FS8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     6210000 | PA      | $5963280.92    | 0.02%             | 2025-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 755123                      | CUSIP: 36230PVQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       96845 | PA      | $94587.60      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C17                                     | BBCMS 2022-C17 A5              | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5750000 | PA      | $5449486.03    | 0.02%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BJ2692                      | CUSIP: 3140H37E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3171394 | PA      | $2939246.73    | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust 2013-C6                    | UBSBB 2013-C6 AS               | CUSIP: 90349GBH7<br>LEI: 549300G1IXWLFE766Q13 | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $148750.70     | 0.00%             | 2046-04-10      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp II                                    | GSMS 2018-GS10 A5              | CUSIP: 36250SAE9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |      720000 | PA      | $674405.42     | 0.00%             | 2051-07-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                       | PEPSICO INC                    | CUSIP: 713448CP1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     6883000 | PA      | $7204709.68    | 0.02%             | 2026-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QU7368                      | CUSIP: 3133JLFH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1639076 | PA      | $1510886.20    | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                               | SUMITOMO MITSUI                | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    13550000 | PA      | $11754810.50   | 0.04%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM4582                      | CUSIP: 3140X8CU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13609649 | PA      | $11289441.62   | 0.04%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                      | COMCAST CORP                   | CUSIP: 20030NBN0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14468835.00   | 0.05%             | 2025-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM3479                      | CUSIP: 3617YN2L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2617447 | PA      | $2332515.95    | 0.01%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4494                      | CUSIP: 31418D7G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    69727617 | PA      | $61700762.19   | 0.20%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-C                       | WOART 2022-C A4                | CUSIP: 98163TAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1670000 | PA      | $1599598.81    | 0.01%             | 2028-09-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                       | BRANCH BKG & TR                | CUSIP: 07330NAT2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    44575000 | PA      | $42389979.41   | 0.13%             | 2024-12-06      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BT1920                      | CUSIP: 3140LQD23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14437265 | PA      | $12768135.65   | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                       | PEPSICO INC                    | CUSIP: 713448DF2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     6674000 | PA      | $6347828.14    | 0.02%             | 2026-02-24      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 785945                      | CUSIP: 3622ABP63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    53530629 | PA      | $47643100.41   | 0.15%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q02438                      | CUSIP: 3132GFV79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       70537 | PA      | $69994.52      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C7 Commercial Mortgage Trust                           | CSAIL 2016-C7 A5               | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |     2713000 | PA      | $2514703.30    | 0.01%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AU7266                      | CUSIP: 36194VCB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1210472 | PA      | $1094624.56    | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA5871                      | CUSIP: 3140QDQZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      704992 | PA      | $733749.66     | 0.00%             | 2050-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AT2769                      | CUSIP: 3138WQCF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       42313 | PA      | $39703.69      | 0.00%             | 2028-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL2311                      | CUSIP: 3617Y9R86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      951718 | PA      | $902277.92     | 0.00%             | 2049-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC VFET_20-1                           | VFET 2020-1A A3                | CUSIP: 92888EAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6718530 | PA      | $6588994.20    | 0.02%             | 2024-10-15      | Fixed         | 0.51%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA2343                      | CUSIP: 3140Q9S95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3924160 | PA      | $3859689.96    | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NongHyup Bank                                                     | NONGHYUP BANK                  | CUSIP: 65540JAJ7<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | KR        |    17500000 | PA      | $16776694.73   | 0.05%             | 2027-07-06      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| City of New York NY                                               | NEW YORK-B-2                   | CUSIP: 64966QEM8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     5000000 | PA      | $4203139.50    | 0.01%             | 2029-10-01      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                    | VIRGINIA EL&PWR                | CUSIP: 927804FU3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5435893.64    | 0.02%             | 2026-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL6273                      | CUSIP: 3138EN6K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      704943 | PA      | $697154.02     | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                           | JOHN DEERE CAP                 | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $20242861.50   | 0.06%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AX0458                      | CUSIP: 36196BQK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      176422 | PA      | $174069.03     | 0.00%             | 2046-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5078                      | CUSIP: 36179TUB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5312588 | PA      | $5126924.72    | 0.02%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                         | APPLE INC                      | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    67870000 | PA      | $62875824.74   | 0.20%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A77257                      | CUSIP: 3128LBB23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       44401 | PA      | $45872.45      | 0.00%             | 2038-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3027                      | CUSIP: 31418CLH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       29226 | PA      | $27985.23      | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2960                      | CUSIP: 36179RJD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      396061 | PA      | $362244.74     | 0.00%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AX0889                      | CUSIP: 3138Y17B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      202017 | PA      | $196726.33     | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3444                      | CUSIP: 31418CZJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       95799 | PA      | $93508.63      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4281                      | CUSIP: 31418DXK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19703288 | PA      | $16127322.73   | 0.05%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc                                      | BON SECOURS HLTH               | CUSIP: 58942HAC5<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6629615.37    | 0.02%             | 2028-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_20-B                     | TAOT 2020-B A4                 | CUSIP: 89239RAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4570000 | PA      | $4414976.92    | 0.01%             | 2025-09-15      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB5313                      | CUSIP: 3140QQ3X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    53700309 | PA      | $54789399.74   | 0.17%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                     | WISCONSIN PUBLIC               | CUSIP: 976843BP6<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4042702.20    | 0.01%             | 2025-11-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG C91485                      | CUSIP: 3128P7UJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6843130 | PA      | $6567365.19    | 0.02%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Westpac Securities NZ Ltd/London                                  | WESTPAC SEC NZ                 | CUSIP: N/A<br>LEI: 549300W0N3O6Q4RCKE25       | Long             | DBT              | CORP              | NZ        |     6800000 | PA      | $6315998.14    | 0.02%             | 2026-12-14      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4125                      | CUSIP: 36179SSN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      477486 | PA      | $414439.03     | 0.00%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM3194                      | CUSIP: 3617YNRP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1281779 | PA      | $1177007.47    | 0.00%             | 2050-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS8271                      | CUSIP: 3138WJFM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      217392 | PA      | $195256.70     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786151                      | CUSIP: 3622ABWL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    57155358 | PA      | $50668830.58   | 0.16%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G07924                      | CUSIP: 3128MAD55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      580436 | PA      | $548893.42     | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_20-C                           | FORDO 2020-C A4                | CUSIP: 34533YAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10470000 | PA      | $9653724.25    | 0.03%             | 2026-08-15      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25       | MSBAM 2015-C25 A5              | CUSIP: 61765TAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1648200 | PA      | $1563919.62    | 0.00%             | 2048-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_19-A                      | WOART 2019-A A4                | CUSIP: 98162YAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4348293 | PA      | $4341179.60    | 0.01%             | 2025-06-16      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                | META PLATFORMS                 | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    21350000 | PA      | $18786652.60   | 0.06%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5253                      | CUSIP: 36179TZS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       57267 | PA      | $51355.32      | 0.00%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| University of California                                          | UNIV OF CALIFORNIA-BD          | CUSIP: 91412HFG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    48635000 | PA      | $44435771.42   | 0.14%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM5705                      | CUSIP: 3617YRKS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1750630 | PA      | $1706546.79    | 0.01%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1375                      | CUSIP: 36179NQ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      610638 | PA      | $572955.82     | 0.00%             | 2043-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                     | INTERCONTINENT                 | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10143147.84   | 0.03%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNPC General Capital Ltd                                          | CNPC GENERAL CAP               | CUSIP: 12623TAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     1000000 | PA      | $995586.41     | 0.00%             | 2023-04-16      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CJ4271                      | CUSIP: 3617XLW84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      964610 | PA      | $859901.33     | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CO9677                      | CUSIP: 3617FMXE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4728299 | PA      | $4609588.81    | 0.01%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2SF 3.5 12/22                 | CUSIP: 21H0326C9<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -1000000 | PA      | $-918273.29    | -0.00%            | 2052-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CH5381                      | CUSIP: 3617WW6S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3865551 | PA      | $3341662.77    | 0.01%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_22-1                                | CARMX 2022-1 A3                | CUSIP: 14317CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12840000 | PA      | $12194721.95   | 0.04%             | 2026-12-15      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BY0784                      | CUSIP: 3617QG2R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5494254 | PA      | $4941020.13    | 0.02%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BV1912                      | CUSIP: 3140MFDS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3208817 | PA      | $2839550.30    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_21-4   | GMCAR 2021-4 A3                | CUSIP: 362554AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12410000 | PA      | $11684738.50   | 0.04%             | 2026-09-16      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | EUR/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-433541.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AC3752                      | CUSIP: 36179DEZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      151278 | PA      | $134378.84     | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AT8110                      | CUSIP: 36194HAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1286983 | PA      | $1226432.80    | 0.00%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRAZOS HIGHER EDUCATION AUTHORITY INC BRHEA_11-1                  | BRHEA 2011-1 A2                | CUSIP: 10620NCG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      114892 | PA      | $114784.06     | 0.00%             | 2030-02-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q01349                      | CUSIP: 3132GEQA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49502 | PA      | $53514.28      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 745242                      | CUSIP: 3620C05B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12785 | PA      | $12871.57      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C27               | JPMBB 2015-C27 A4              | CUSIP: 46644ABF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110000 | PA      | $104117.79     | 0.00%             | 2048-02-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA6646                      | CUSIP: 3133KNL35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6791912 | PA      | $6185135.93    | 0.02%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust                               | PEPAU 21A A1U                  | CUSIP: 71336WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |       46233 | PA      | $46147.37      | 0.00%             | 2060-01-16      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 61746BDQ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    17649000 | PA      | $17379897.40   | 0.06%             | 2024-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786220                      | CUSIP: 3622ABYR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    73641458 | PA      | $64506161.59   | 0.20%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A93280                      | CUSIP: 312941UD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11073 | PA      | $10967.66      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CK3144                      | CUSIP: 3617XXP52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3120659 | PA      | $2780495.77    | 0.01%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA2971                      | CUSIP: 3140QAJR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1715212 | PA      | $1749736.95    | 0.01%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    21500000 | PA      | $16472670.48   | 0.05%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AV5898                      | CUSIP: 36195GRT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1464649 | PA      | $1324441.90    | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL3300                      | CUSIP: 3617YAUZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2464634 | PA      | $2184619.97    | 0.01%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AI4463                      | CUSIP: 36198Q5Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      102044 | PA      | $95888.12      | 0.00%             | 2044-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                             | COSTCO COMPANIES               | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    42322000 | PA      | $34628295.05   | 0.11%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CREDIT CARD TRUST BACCT_22-A2                     | BACCT 2022-A2 A2               | CUSIP: 05522RDF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14370000 | PA      | $14491889.21   | 0.05%             | 2028-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                  | WELLS FARGO CO                 | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6532163.68    | 0.02%             | 2026-02-11      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2149                      | CUSIP: 36179QL66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1015000 | PA      | $987274.32     | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_21-1                    | VALET 2021-1 A4                | CUSIP: 92868KAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12800000 | PA      | $11675584.00   | 0.04%             | 2028-10-20      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL6396                      | CUSIP: 3617YEC99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2989694 | PA      | $2837540.56    | 0.01%             | 2049-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AB2468                      | CUSIP: 31416XW63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      459346 | PA      | $455320.64     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A97618                      | CUSIP: 312946PB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       59151 | PA      | $58694.49      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                     | CME GROUP INC                  | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    15300000 | PA      | $12830725.50   | 0.04%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                            | CHUBB INA HLDGS                | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    19939000 | PA      | $15487813.25   | 0.05%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    87300000 | PA      | $86999906.25   | 0.28%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08597                      | CUSIP: 3128MJUX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      285370 | PA      | $266719.24     | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AI1193                      | CUSIP: 3138AEKF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4905033 | PA      | $4859862.27    | 0.02%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                         | TORONTO DOM BANK               | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    15000000 | PA      | $11808180.45   | 0.04%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A93996                      | CUSIP: 312942NM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4290 | PA      | $4249.24       | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A94717                      | CUSIP: 312943G23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      104852 | PA      | $106441.91     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance                                 | MELLO 2021-MTG2 A1             | CUSIP: 585494AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7299615 | PA      | $5814599.68    | 0.02%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BR7011                      | CUSIP: 3140L5YH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3186805 | PA      | $2744361.74    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CAW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   105120000 | PA      | $101079450.00  | 0.32%             | 2023-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280AW9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     4840000 | PA      | $4683483.64    | 0.01%             | 2026-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                    | HERSHEY COMPANY                | CUSIP: 427866BD9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8603078.30    | 0.03%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB3283                      | CUSIP: 3140QNUH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10834049 | PA      | $8900466.91    | 0.03%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS5595                      | CUSIP: 3138WFGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      105010 | PA      | $98731.75      | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC25                     | CGCMT 2014-GC25 A4             | CUSIP: 17322YAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15000000 | PA      | $14435193.00   | 0.05%             | 2047-10-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA0243                      | CUSIP: 3140Q7HV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3051160 | PA      | $2946884.27    | 0.01%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                  | BURLINGTON NORTH               | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7535000 | PA      | $7128708.05    | 0.02%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_22-P1                        | CRVNA 2022-P1 A3               | CUSIP: 14688DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6500000 | PA      | $6244098.25    | 0.02%             | 2027-02-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS0285                      | CUSIP: 3138W9J76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      566677 | PA      | $531770.04     | 0.00%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                      | CHEVRON CORP                   | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8810000 | PA      | $8197603.95    | 0.03%             | 2025-05-11      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2891                      | CUSIP: 36179RF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      456419 | PA      | $417456.82     | 0.00%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-UBS9                          | MSC 2016-UBS9 A4               | CUSIP: 61766CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5373000 | PA      | $5058300.70    | 0.02%             | 2049-03-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BT3391                      | CUSIP: 3617MRXU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      480018 | PA      | $424997.30     | 0.00%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL5265                      | CUSIP: 36184BZ67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       75052 | PA      | $69666.05      | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM2537                      | CUSIP: 3617YMZA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1064935 | PA      | $977669.64     | 0.00%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3522                      | CUSIP: 31418C4G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      156957 | PA      | $153021.98     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                     | CITIGROUP INC                  | CUSIP: 172967MR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    38445000 | PA      | $37899671.52   | 0.12%             | 2024-05-15      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G07621                      | CUSIP: 3128M9YS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1559893 | PA      | $1596223.02    | 0.01%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                  | BANK OF NY MELLO               | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    21080000 | PA      | $19830986.60   | 0.06%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSAIL 2020-C19 Commercial Mortgage Trust                          | CSAIL 2020-C19 A3              | CUSIP: 12597NAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $3720793.95    | 0.01%             | 2053-03-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                              | ROYAL BK CANADA                | CUSIP: 78016EZX8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    22907000 | PA      | $21303977.99   | 0.07%             | 2024-10-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AX9528                      | CUSIP: 3138YBSS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      320106 | PA      | $295119.79     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN 890527                      | CUSIP: 31410LLG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5342530 | PA      | $5256605.09    | 0.02%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT_22-4                     | DCENT 2022-A4 A                | CUSIP: 254683CX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15970000 | PA      | $16123498.85   | 0.05%             | 2027-10-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    22727000 | PA      | $20716932.08   | 0.07%             | 2026-06-04      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD0812                      | CUSIP: 3132DM3V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    86561120 | PA      | $76179991.93   | 0.24%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BO6291                      | CUSIP: 3140K17D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4532174 | PA      | $4451205.32    | 0.01%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AT2717                      | CUSIP: 3138WQAT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      391648 | PA      | $342868.62     | 0.00%             | 2043-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA0462                      | CUSIP: 36179MQP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1665362 | PA      | $1562488.32    | 0.00%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE17 Mortgage Trust                                   | COMM 2014-CR17 A5              | CUSIP: 12631DBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15000000 | PA      | $14603929.50   | 0.05%             | 2047-05-10      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 747148                      | CUSIP: 3620C3BR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      233066 | PA      | $227007.57     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL8722                      | CUSIP: 3617YGVP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      435255 | PA      | $399486.71     | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| University of California                                          | UNIV OF CALIFORNIA-BG          | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    25000000 | PA      | $21561185.00   | 0.07%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                               | SUMITOMO MITSUI                | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     2850000 | PA      | $2679390.36    | 0.01%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BW7705                      | CUSIP: 3140N0R31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       90602 | PA      | $93145.96      | 0.00%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AB1389                      | CUSIP: 31416WRK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5768 | PA      | $5712.84       | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_20-1                           | FORDR 2020-1 A                 | CUSIP: 34531NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9298000 | PA      | $8727409.63    | 0.03%             | 2031-08-15      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AU7261                      | CUSIP: 36194VB67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      991588 | PA      | $896397.48     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                              | LOCKHEED MARTIN                | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    16210000 | PA      | $16602182.31   | 0.05%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2SF 3 1/23                    | CUSIP: 21H030617<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -1040950000 | PA      | $-927909283.89 | -2.94%            | 2023-01-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 738108                      | CUSIP: 3620ASAH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      587861 | PA      | $594819.01     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WHEELS SPV LLC WHLS_20-1                                          | WHLS 2020-1A A3                | CUSIP: 96328DBU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1700000 | PA      | $1634327.81    | 0.01%             | 2029-08-20      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AU6178                      | CUSIP: 3138X52L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10398 | PA      | $10589.75      | 0.00%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5397                      | CUSIP: 36179T7J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      164483 | PA      | $153342.91     | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08681                      | CUSIP: 3128MJXK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      562529 | PA      | $525208.38     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_20-2                     | HAROT 2020-2 A4                | CUSIP: 43813DAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4300000 | PA      | $4163359.76    | 0.01%             | 2026-10-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4922                        | CUSIP: 36202FPF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      174617 | PA      | $169843.84     | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_22-1                   | TALNT 2022-1A A                | CUSIP: 89231EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    24670000 | PA      | $23171060.67   | 0.07%             | 2035-04-25      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_22-A                           | FORDL 2022-A A4                | CUSIP: 34528LAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6290000 | PA      | $6105465.24    | 0.02%             | 2025-07-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                          | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     7300000 | PA      | $7579156.29    | 0.02%             | 2024-02-27      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AM4931                      | CUSIP: 36184SPQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1375797 | PA      | $1294277.19    | 0.00%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BE5927                      | CUSIP: 3140FRSR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      592396 | PA      | $567880.10     | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                               | AMERICAN EXPRESS               | CUSIP: 025816BR9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    18265000 | PA      | $17680838.91   | 0.06%             | 2024-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   200000000 | PA      | $176656240.00  | 0.56%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                       | GOLDMAN SACHS GP               | CUSIP: 38141GWT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9977453.20    | 0.03%             | 2023-02-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                 | NATL RURAL UTIL                | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    10945000 | PA      | $10278276.35   | 0.03%             | 2028-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-2     | GMCAR 2021-2 A4                | CUSIP: 380149AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6480000 | PA      | $5979707.06    | 0.02%             | 2026-10-16      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | EURO-BOBL FUTURE  Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -513 | NC      | $1961842.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL2966                      | CUSIP: 3617YAJK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1074896 | PA      | $959409.70     | 0.00%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA5142                      | CUSIP: 3133KLWB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   142762301 | PA      | $122157603.74  | 0.39%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                  | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |    15280000 | PA      | $15730461.32   | 0.05%             | 2024-04-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P3                        | CRVNA 2021-P3 A4               | CUSIP: 14687JAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8360000 | PA      | $7261894.77    | 0.02%             | 2027-06-10      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                   | TJX COS INC                    | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9322476.80    | 0.03%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN 310204                      | CUSIP: 31374CRZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    60471045 | PA      | $55912549.98   | 0.18%             | 2044-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                | HOME DEPOT INC                 | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     5505000 | PA      | $4677552.31    | 0.01%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CJ7433                      | CUSIP: 3617XQHJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2325833 | PA      | $2062214.01    | 0.01%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN6793                      | CUSIP: 3617F6RN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13189361 | PA      | $12232057.22   | 0.04%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_22-A3               | COMET 2022-A3 A                | CUSIP: 14041NGB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15150000 | PA      | $15249141.60   | 0.05%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BR2354                      | CUSIP: 3617LYTK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      743460 | PA      | $689787.33     | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AJ1415                      | CUSIP: 3138ASSD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11706 | PA      | $11598.13      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM5021                      | CUSIP: 3140X8SK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17054150 | PA      | $14140231.77   | 0.04%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RE6020                      | CUSIP: 3133N3VM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      338895 | PA      | $306937.36     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL3492                      | CUSIP: 3617YA2Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1035037 | PA      | $902109.41     | 0.00%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                          | TOYOTA MTR CRED                | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $18799740.20   | 0.06%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCL 5.5 2/23                  | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   224000000 | PA      | $224594988.80  | 0.71%             | 2023-02-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS2337                      | CUSIP: 3138WBS30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9065 | PA      | $8875.56       | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCL 5 1/23                    | CUSIP: 01F050619<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -37500000 | PA      | $-36978517.50  | -0.12%            | 2023-01-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM9556                      | CUSIP: 3140XDTN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27568443 | PA      | $24411646.82   | 0.08%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM3301                      | CUSIP: 3617YNU24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      881475 | PA      | $836555.05     | 0.00%             | 2049-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C18               | JPMBB 2014-C18 AS              | CUSIP: 46641JBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      450000 | PA      | $436534.16     | 0.00%             | 2047-02-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST MCCT_22-1A                               | MCCT 2022-1A A                 | CUSIP: 576339CM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    22370000 | PA      | $20908836.34   | 0.07%             | 2026-07-21      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                   | BANK 2019-BN17 A4              | CUSIP: 065403BC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4459000 | PA      | $4095278.48    | 0.01%             | 2052-04-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                  | GALAXY PIPELINE                | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |    22000000 | PA      | $17691005.20   | 0.06%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM3083                      | CUSIP: 3140X6M99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1858107 | PA      | $1810916.87    | 0.01%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA6700                      | CUSIP: 3133KNNR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8564809 | PA      | $7840948.45    | 0.02%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA2806                      | CUSIP: 31418CDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8814013 | PA      | $7918420.32    | 0.03%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q23414                      | CUSIP: 3132M3N78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18495 | PA      | $17940.78      | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                        | MIZUHO FINANCIAL               | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     5000000 | PA      | $3905061.05    | 0.01%             | 2031-07-10      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                            | ACE INA HOLDINGS               | CUSIP: 00440EAR8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    25075000 | PA      | $24536825.05   | 0.08%             | 2024-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CO7371                      | CUSIP: 3617FKFL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8006668 | PA      | $7805771.88    | 0.02%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AM6376                      | CUSIP: 36184XCM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23836 | PA      | $23115.87      | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B10 Mortgage Trust                                 | BMARK 2019-B10 ASB             | CUSIP: 08162VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      305000 | PA      | $286458.14     | 0.00%             | 2062-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BC2738                      | CUSIP: 3140EXBG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7774555 | PA      | $6837691.15    | 0.02%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RESIMAC Bastille Trust Series 2018-1NC                            | RESI 2018-1NCA A1              | CUSIP: 76118VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |       72770 | PA      | $72669.98      | 0.00%             | 2059-12-05      | Floating      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL5269                      | CUSIP: 36184B2A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14165 | PA      | $13144.53      | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                    | SHELL INTL FIN                 | CUSIP: 822582CG5<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     6080000 | PA      | $5343851.41    | 0.02%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_21-C                          | HART 2021-C A4                 | CUSIP: 44935FAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7710000 | PA      | $6974243.95    | 0.02%             | 2027-12-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13     | JPMCC 2013-C13 A4              | CUSIP: 46640JAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1852492 | PA      | $1842235.74    | 0.01%             | 2046-01-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                    | HART 2021-C A3                 | CUSIP: 44935FAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7170000 | PA      | $6756425.80    | 0.02%             | 2026-05-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                           | SIMON PROP GP LP               | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $9566041.55    | 0.03%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_19-4                                | CARMX 2019-4 A4                | CUSIP: 14315WAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4790000 | PA      | $4668180.24    | 0.01%             | 2025-07-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                              | WESTPAC BANKING                | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     1170000 | PA      | $1101925.59    | 0.00%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4474                      | CUSIP: 31418D6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    80577185 | PA      | $67762898.38   | 0.21%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS6856                      | CUSIP: 3138WGTN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14167 | PA      | $13855.99      | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6                 | SDART 2022-6 A3                | CUSIP: 802918AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11890000 | PA      | $11654199.90   | 0.04%             | 2026-11-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4833                        | CUSIP: 36202FLN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1307316 | PA      | $1271579.34    | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA2386                      | CUSIP: 31418BUL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1242314 | PA      | $1119585.21    | 0.00%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                       | AMERICAN HONDA F               | CUSIP: 02665WDS7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     8755000 | PA      | $8186363.28    | 0.03%             | 2024-07-12      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 732186                      | CUSIP: 3620AKNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33178 | PA      | $32632.49      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3565                      | CUSIP: 31418C6B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3655163 | PA      | $3641456.79    | 0.01%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786155                      | CUSIP: 3622ABWQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    50917767 | PA      | $44777425.51   | 0.14%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL5414                      | CUSIP: 36184CAP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60972 | PA      | $57326.84      | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA4120                      | CUSIP: 3140QBSJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      581972 | PA      | $516526.77     | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA7311                      | CUSIP: 36179WDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6886262 | PA      | $5775403.16    | 0.02%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3148                      | CUSIP: 31418CQA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1270739 | PA      | $1179550.26    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                     | CITIGROUP INC                  | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     8380000 | PA      | $6875191.84    | 0.02%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS2963                      | CUSIP: 3140XJJH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    46462816 | PA      | $45910786.65   | 0.15%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co Ltd                                | KOREA HYDRO & NU               | CUSIP: 50064YAQ6<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |    35000000 | PA      | $33635334.25   | 0.11%             | 2027-07-27      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS2740                      | CUSIP: 3140XJBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    65785456 | PA      | $61259522.18   | 0.19%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                        | US BANCORP                     | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $7761256.90    | 0.02%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                | PUBLIC SERVICE                 | CUSIP: 74456QBU9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     1980000 | PA      | $1886332.97    | 0.01%             | 2028-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BE0685                      | CUSIP: 3140FKXP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4874166 | PA      | $4391454.50    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08660                      | CUSIP: 3128MJWW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       89009 | PA      | $85668.60      | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                               | NYC-F3-TXBL                    | CUSIP: 64966LM73<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     1020000 | PA      | $958423.01     | 0.00%             | 2028-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                | CONN LIGHT & PWR               | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    21650000 | PA      | $20349970.54   | 0.06%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1157                      | CUSIP: 36179NJA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44532 | PA      | $41783.37      | 0.00%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2072                      | CUSIP: 36179QJR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      141445 | PA      | $129608.15     | 0.00%             | 2044-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3664                      | CUSIP: 36179SB97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58546 | PA      | $56949.22      | 0.00%             | 2046-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD0928                      | CUSIP: 3132DNA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23739984 | PA      | $19518679.87   | 0.06%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2372                      | CUSIP: 36179QT50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      281213 | PA      | $273531.74     | 0.00%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 769934                      | CUSIP: 36176MEF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19607 | PA      | $19840.20      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM7566                      | CUSIP: 3617YTMP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1067915 | PA      | $907480.74     | 0.00%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AP0075                      | CUSIP: 36188KCL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2425826 | PA      | $2243621.27    | 0.01%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS3                             | GSMS 2016-GS3 A4               | CUSIP: 36251PAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      180000 | PA      | $163554.35     | 0.00%             | 2049-10-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                | CAN IMPERIAL BK                | CUSIP: 13607HR46<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    18736000 | PA      | $17981035.88   | 0.06%             | 2025-04-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4979                        | CUSIP: 36202FQ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2980585 | PA      | $3031430.47    | 0.01%             | 2041-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AM2842                      | CUSIP: 36184NEP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31366 | PA      | $29490.92      | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 774502                      | CUSIP: 36176SGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36959 | PA      | $37364.05      | 0.00%             | 2041-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST KCOT_20-2                               | KCOT 2020-2A A3                | CUSIP: 50116YAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6713456 | PA      | $6567725.38    | 0.02%             | 2024-10-15      | Fixed         | 0.59%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 737286                      | CUSIP: 3620ARCX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      356474 | PA      | $357296.43     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 626951                      | CUSIP: 36291FQC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      125062 | PA      | $113334.72     | 0.00%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G60985                      | CUSIP: 31335BCW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    95324892 | PA      | $85260156.42   | 0.27%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q57270                      | CUSIP: 3132Y1CG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1836802 | PA      | $1760780.77    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C32               | JPMBB 2015-C32 A5              | CUSIP: 46590JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3488500 | PA      | $3290654.26    | 0.01%             | 2048-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1012                      | CUSIP: 36179NDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      494712 | PA      | $471802.74     | 0.00%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AI9475                      | CUSIP: 3138APQ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3852 | PA      | $3875.14       | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08655                      | CUSIP: 3128MJWR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12836 | PA      | $12355.35      | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL8626                      | CUSIP: 36184FSP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      103191 | PA      | $91664.62      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CO9407                      | CUSIP: 3617FMNY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1130318 | PA      | $1034604.17    | 0.00%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                       | AMERICAN HONDA F               | CUSIP: 02665WDD0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     8750000 | PA      | $8351558.25    | 0.03%             | 2024-09-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4800                        | CUSIP: 36202FKM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      201176 | PA      | $195673.01     | 0.00%             | 2040-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 785532                      | CUSIP: 3622ABA93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    34857189 | PA      | $31125437.77   | 0.10%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3736                      | CUSIP: 36179SEH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      137522 | PA      | $128602.97     | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    13670000 | PA      | $12609411.82   | 0.04%             | 2025-09-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                 | SDART 2022-5 A3                | CUSIP: 80287HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17450000 | PA      | $17086029.65   | 0.05%             | 2026-08-17      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AI4695                      | CUSIP: 36198RGC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      193773 | PA      | $187437.17     | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 711765                      | CUSIP: 36297GW22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      328822 | PA      | $285121.92     | 0.00%             | 2043-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C15                          | WFRBS 2013-C15 A4              | CUSIP: 92938CAD9<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |      255000 | PA      | $250712.94     | 0.00%             | 2046-08-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 726380                      | CUSIP: 3620AC6R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37791 | PA      | $37341.04      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB1831                      | CUSIP: 3140QMA95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5887418 | PA      | $4818391.61    | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_21-B                | HALST 2021-B A3                | CUSIP: 44891VAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4060000 | PA      | $3998709.43    | 0.01%             | 2024-06-17      | Fixed         | 0.33%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BB3612                      | CUSIP: 3617AUAM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3768232 | PA      | $3550228.40    | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM 2019-GC44 Mortgage Trust                                     | COMM 2019-GC44 A5              | CUSIP: 12655TBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9970000 | PA      | $8507466.80    | 0.03%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CI6124                      | CUSIP: 3617XAYV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8004415 | PA      | $7204168.53    | 0.02%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA0783                      | CUSIP: 36179M2Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      890319 | PA      | $849077.83     | 0.00%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A92533                      | CUSIP: 312940Y60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16437 | PA      | $16279.90      | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2769242.82    | 0.01%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                      | CHEVRON CORP                   | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1112999.58    | 0.00%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF3                    | CF 2019-CF3 A4                 | CUSIP: 12529TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $5090282.40    | 0.02%             | 2053-01-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN1548                      | CUSIP: 3617YYWH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1341770 | PA      | $1181480.34    | 0.00%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                         | ADOBE INC                      | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    46105000 | PA      | $42009635.31   | 0.13%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                   | BANK 2019-BN23 ASB             | CUSIP: 06541RAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1900000 | PA      | $1722313.90    | 0.01%             | 2052-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AK0397                      | CUSIP: 36183HNN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3909 | PA      | $3799.56       | 0.00%             | 2044-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4679                        | CUSIP: 36202FFU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13444 | PA      | $13673.31      | 0.00%             | 2040-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                      | HUNTINGTON NATL                | CUSIP: 44644AAE7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9891845.90    | 0.03%             | 2023-10-06      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2SF 5.5 1/23                  | CUSIP: 21H052611<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   229000000 | PA      | $230216562.50  | 0.73%             | 2023-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QD5477                      | CUSIP: 3133B3CN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6667001 | PA      | $6133673.29    | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL3691                      | CUSIP: 36184AC49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         681 | PA      | $644.75        | 0.00%             | 2045-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CA4178                      | CUSIP: 3617UBUB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1147950 | PA      | $1034643.08    | 0.00%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4128                      | CUSIP: 36179SSR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      136494 | PA      | $132772.56     | 0.00%             | 2046-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA2888                      | CUSIP: 31418CF66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17222 | PA      | $14870.28      | 0.00%             | 2047-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QE4085                      | CUSIP: 3133BDRE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      662746 | PA      | $673425.51     | 0.00%             | 2052-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD8134                      | CUSIP: 3132DWBB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   190317319 | PA      | $155773755.27  | 0.49%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1761                      | CUSIP: 36179N5W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      664589 | PA      | $646447.09     | 0.00%             | 2044-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM5563                      | CUSIP: 3617YRFC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4052388 | PA      | $3591992.59    | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                          | AMERIPRISE FINL                | CUSIP: 03076CAK2<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $28741552.20   | 0.09%             | 2025-04-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                                                     | BLACKROCK INC                  | CUSIP: 09247XAR2<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2265648.03    | 0.01%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                                                     | BLACKROCK INC                  | CUSIP: 09247XAQ4<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2561278.62    | 0.01%             | 2030-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AV1610                      | CUSIP: 3138XCYG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      538230 | PA      | $536202.98     | 0.00%             | 2043-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL7631                      | CUSIP: 3617YFPQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6713361 | PA      | $6159041.65    | 0.02%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4835                        | CUSIP: 36202FLQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       83532 | PA      | $84956.85      | 0.00%             | 2040-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AT8116                      | CUSIP: 36194HAR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1258692 | PA      | $1199871.42    | 0.00%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA2811                      | CUSIP: 31418CDR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2389073 | PA      | $2079734.24    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q24379                      | CUSIP: 3132M4Q81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24057 | PA      | $23730.56      | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4513                      | CUSIP: 31418EAP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11468105 | PA      | $10095340.95   | 0.03%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 785559                      | CUSIP: 3622ABB43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21648704 | PA      | $19385914.35   | 0.06%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BE5978                      | CUSIP: 3140FRUC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7000 | PA      | $6781.42       | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM3366                      | CUSIP: 3617YNW30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1276228 | PA      | $1170237.51    | 0.00%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                           | BANK NOVA SCOTIA               | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    10000000 | PA      | $7938833.30    | 0.03%             | 2031-08-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                    | MASTERCARD INC                 | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $9931252.10    | 0.03%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST DEFT_20-2                            | DEFT 2020-2 A3                 | CUSIP: 24704GAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4944404 | PA      | $4897600.44    | 0.02%             | 2023-10-23      | Fixed         | 0.57%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BM6110                      | CUSIP: 3140JAYG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3018029 | PA      | $2740441.30    | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                | AMEREN ILLINOIS                | CUSIP: 02361DAV2<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     8575000 | PA      | $6746723.82    | 0.02%             | 2030-11-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4557                        | CUSIP: 36202FB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      133133 | PA      | $130395.63     | 0.00%             | 2039-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08368                      | CUSIP: 3128MJMS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      364815 | PA      | $362570.57     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                         | TORONTO DOM BANK               | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    16785000 | PA      | $15956194.13   | 0.05%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AM0240                      | CUSIP: 36184KHR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       73708 | PA      | $69231.47      | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_20-3   | GMCAR 2020-3 A4                | CUSIP: 362590AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4500000 | PA      | $4255276.05    | 0.01%             | 2026-01-16      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BH4101                      | CUSIP: 3140GSRX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2355216 | PA      | $2186148.91    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                       | METLIFE INC                    | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     6197000 | PA      | $6102788.37    | 0.02%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AD1625                      | CUSIP: 36180CYW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14406 | PA      | $13481.30      | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-1                           | EFF 2022-1 A2                  | CUSIP: 29375JAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11802563 | PA      | $11499340.94   | 0.04%             | 2028-01-20      | Fixed         | 3.03%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CK5878                      | CUSIP: 3617Y1Q76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6282530 | PA      | $5570702.02    | 0.02%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB2679                      | CUSIP: 3140QM6R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10493460 | PA      | $9648579.37    | 0.03%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM5239                      | CUSIP: 3617YQZC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      884036 | PA      | $861908.80     | 0.00%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN3197                      | CUSIP: 3617F2RS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2428760 | PA      | $2252225.38    | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA2781                      | CUSIP: 31418CCT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       87113 | PA      | $75212.98      | 0.00%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   278200000 | PA      | $263246750.00  | 0.83%             | 2025-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZL5159                      | CUSIP: 3131XLWU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1713305 | PA      | $1546894.99    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST CNH_22-B                                      | CNH 2022-B A4                  | CUSIP: 12663JAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2200000 | PA      | $2105970.46    | 0.01%             | 2028-03-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $17658603.00   | 0.06%             | 2026-11-19      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                            | TOTAL CAP INTL                 | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    10295000 | PA      | $9099489.62    | 0.03%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15       | MSBAM 2014-C15 A3              | CUSIP: 61763KAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      586454 | PA      | $581846.96     | 0.00%             | 2047-04-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CK0946                      | CUSIP: 3617XVBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2397394 | PA      | $2037990.61    | 0.01%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C37                    | WFCM 2016-C37 A4               | CUSIP: 95000PAD6<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |     1310000 | PA      | $1226040.40    | 0.00%             | 2049-12-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786311                      | CUSIP: 3622AB3U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    29143272 | PA      | $25940359.52   | 0.08%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD7546                      | CUSIP: 3132DVL37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7416169 | PA      | $6129794.00    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GSA2                            | GSMS 2020-GSA2 A5              | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9640000 | PA      | $7486924.32    | 0.02%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4452                      | CUSIP: 36179S5M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4464823 | PA      | $4308714.66    | 0.01%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BC9096                      | CUSIP: 3140F5DA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      489135 | PA      | $455541.35     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN9803                      | CUSIP: 3617F93L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2389511 | PA      | $2329579.55    | 0.01%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST SRT_21-C                        | SRT 2021-C A4                  | CUSIP: 80286CAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10220000 | PA      | $9656257.65    | 0.03%             | 2026-03-20      | Fixed         | 0.59%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14       | MSBAM 2014-C14 AS              | CUSIP: 61690GAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $194660.54     | 0.00%             | 2047-02-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| State of California                                               | CALIFORNIA ST-TXBL-B           | CUSIP: 13063DMA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    50000000 | PA      | $47014520.00   | 0.15%             | 2026-04-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-C5                       | CGCMT 2018-C5 A4               | CUSIP: 17291DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       65000 | PA      | $61549.24      | 0.00%             | 2051-06-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 720060                      | CUSIP: 3620A55V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      346752 | PA      | $342617.42     | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C32                    | WFCM 2016-C32 A4               | CUSIP: 94989YAZ6<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |     2139000 | PA      | $2004771.55    | 0.01%             | 2059-01-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 783278                      | CUSIP: 36241LUB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       76347 | PA      | $78969.65      | 0.00%             | 2041-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4003                      | CUSIP: 36179SNU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      674352 | PA      | $614055.32     | 0.00%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                      | COMCAST CORP                   | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    12400000 | PA      | $12139379.16   | 0.04%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BQ0917                      | CUSIP: 3617LKAS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      429892 | PA      | $390045.54     | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3742                      | CUSIP: 31418DEQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      654592 | PA      | $609772.94     | 0.00%             | 2039-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                           | CHARLES SCHWAB                 | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     4143000 | PA      | $3863305.32    | 0.01%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN9881                      | CUSIP: 3617F96S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3443519 | PA      | $3356983.71    | 0.01%             | 2049-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BD2425                      | CUSIP: 3140F9VT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5475826 | PA      | $5114409.38    | 0.02%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                           | FED HOME LN BANK               | CUSIP: 3130AERV4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     7050000 | PA      | $6831351.30    | 0.02%             | 2025-09-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                             | GENERAL DYNAMICS               | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3819380.91    | 0.01%             | 2030-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q36171                      | CUSIP: 3132QS2D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1406694 | PA      | $1333438.04    | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5467                      | CUSIP: 36179UCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6246836 | PA      | $6157460.17    | 0.02%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    23795000 | PA      | $20478912.86   | 0.06%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AB3419                      | CUSIP: 31416YYR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6842 | PA      | $6778.94       | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QD4138                      | CUSIP: 3133B1S36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3332424 | PA      | $2874253.60    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BM2000                      | CUSIP: 3140J6GJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      585138 | PA      | $544033.50     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BR4928                      | CUSIP: 3140L3PN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    90114096 | PA      | $73756567.57   | 0.23%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank Ltd                                                   | MIZUHO BANK LTD                | CUSIP: 60688XAP5<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |     4200000 | PA      | $4064729.30    | 0.01%             | 2024-09-25      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BH7911                      | CUSIP: 3140GWYH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3508556 | PA      | $3359111.53    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1960000 | PA      | $1780418.55    | 0.01%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AE0577                      | CUSIP: 36180SUA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18171 | PA      | $16594.30      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                     | INTERCONTINENT                 | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    14700000 | PA      | $14221345.36   | 0.05%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C42                    | WFCM 2017-C42 A4               | CUSIP: 95001GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4890000 | PA      | $4492599.48    | 0.01%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AK5750                      | CUSIP: 36183PL70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       77942 | PA      | $72638.66      | 0.00%             | 2044-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4031                      | CUSIP: 31418DPR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       86129 | PA      | $84541.92      | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                        | CD 2017-CD6 A5                 | CUSIP: 125039AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      785000 | PA      | $716955.89     | 0.00%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM2545                      | CUSIP: 3617YMZJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5310816 | PA      | $4927999.39    | 0.02%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3332                      | CUSIP: 31418CV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6325181 | PA      | $5862010.49    | 0.02%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QD7913                      | CUSIP: 3133B5YJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8038249 | PA      | $7317007.00    | 0.02%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                              | PROGRESSIVE CORP               | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $2866071.05    | 0.01%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON OWNER TRUST VZOT_20-1A                                    | VZMT 2021-2 A                  | CUSIP: 92348KAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15980000 | PA      | $14901821.41   | 0.05%             | 2028-04-20      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM9201                      | CUSIP: 3140XDGK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    79178633 | PA      | $68219043.44   | 0.22%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS7023                      | CUSIP: 3138WGYV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5647790 | PA      | $5468866.96    | 0.02%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SCDS: (CHILE)                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -3600000 | NC      | $-14142.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                       | PEPSICO INC                    | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    11745000 | PA      | $9584321.33    | 0.03%             | 2030-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                               | INVESCO FIN PLC                | CUSIP: 46132FAD2<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |     1897000 | PA      | $1821165.28    | 0.01%             | 2026-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WHEELS SPV LLC WHLS_20-1                                          | WHLS 2020-1A A2                | CUSIP: 96328DBT0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1104295 | PA      | $1090954.33    | 0.00%             | 2029-08-20      | Fixed         | 0.51%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS7125                      | CUSIP: 3138WG4K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      129610 | PA      | $111889.40     | 0.00%             | 2046-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA6994                      | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    35649767 | PA      | $30098591.73   | 0.10%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL8485                      | CUSIP: 3617YGNA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10134872 | PA      | $9300555.81    | 0.03%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                   | NEVADA POWER CO                | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     8360000 | PA      | $7019933.80    | 0.02%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CG6280                      | CUSIP: 3617WK6R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13787507 | PA      | $12084163.76   | 0.04%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM8560                      | CUSIP: 3617YUQM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8756273 | PA      | $8124066.79    | 0.03%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AT3444                      | CUSIP: 36194BZH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      565064 | PA      | $538472.97     | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AV3070                      | CUSIP: 36195DMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      961711 | PA      | $916653.85     | 0.00%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CH5568                      | CUSIP: 3617WXFH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4473342 | PA      | $3990701.33    | 0.01%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Europe Finance 18 Ltd                                | CK HUTCHISON E F               | CUSIP: N/A<br>LEI: 2549003J58N9TB141B68       | Long             | DBT              | CORP              | KY        |     9760000 | PA      | $9788218.35    | 0.03%             | 2025-04-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AZ2936                      | CUSIP: 3138YUHN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1516056 | PA      | $1366211.67    | 0.00%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G61422                      | CUSIP: 31335BSK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1048976 | PA      | $1029781.53    | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3105                      | CUSIP: 36179RNW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      616608 | PA      | $578406.41     | 0.00%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM8332                      | CUSIP: 3140XCHJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16386966 | PA      | $15685644.93   | 0.05%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23       | MSBAM 2015-C23 A4              | CUSIP: 61690QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7440000 | PA      | $7051027.13    | 0.02%             | 2050-07-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QU7281                      | CUSIP: 3133JLCS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7354070 | PA      | $6658411.37    | 0.02%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM3619                      | CUSIP: 3140X7AV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4831389 | PA      | $4716275.91    | 0.01%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                        | INTEL CORP                     | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     4660000 | PA      | $4500279.48    | 0.01%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 720065                      | CUSIP: 3620A56A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       51929 | PA      | $51311.57      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST SRT_22-B                        | SRT 2022-B A4                  | CUSIP: 80287UAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11570000 | PA      | $11101037.82   | 0.04%             | 2026-10-20      | Fixed         | 3.33%                 | Yes           |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST KCOT_20-1                               | KCOT 2020-1A A3                | CUSIP: 50117WAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2023518 | PA      | $2011307.67    | 0.01%             | 2024-03-15      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AA8610                      | CUSIP: 36178GR71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      399589 | PA      | $358316.32     | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM1519                      | CUSIP: 3140X4VM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4753520 | PA      | $4508457.20    | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL2929                      | CUSIP: 3617YAHE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2154986 | PA      | $1919481.69    | 0.01%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    25000000 | PA      | $20864184.75   | 0.07%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                  | WELLS FARGO CO                 | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     8575000 | PA      | $8056643.48    | 0.03%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BC5194                      | CUSIP: 3140F0XY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       82127 | PA      | $78727.12      | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                    | BANK 2017-BNK6 A5              | CUSIP: 060352AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1110000 | PA      | $1029605.59    | 0.00%             | 2060-07-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC38                            | GSMS 2019-GC38 A4              | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2600000 | PA      | $2389909.08    | 0.01%             | 2052-02-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786204                      | CUSIP: 3622ABX98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    63300471 | PA      | $58239047.23   | 0.18%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB3090                      | CUSIP: 3140QNNG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14682942 | PA      | $12068598.68   | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_21-1               | COPAR 2021-1 A3                | CUSIP: 14044CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15280000 | PA      | $14374048.80   | 0.05%             | 2026-09-15      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q02171                      | CUSIP: 3132GFMU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       54673 | PA      | $56341.94      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CI1296                      | CUSIP: 3617X5NM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8359486 | PA      | $7190932.83    | 0.02%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NongHyup Bank                                                     | NONGHYUP BANK                  | CUSIP: 65540JAG3<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | KR        |    20000000 | PA      | $17467746.00   | 0.06%             | 2026-07-28      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA2995                      | CUSIP: 31418CKH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      200433 | PA      | $191925.80     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                         | APPLE INC                      | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    28150000 | PA      | $25568458.08   | 0.08%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08848                      | CUSIP: 3128MJ5J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       70994 | PA      | $69608.14      | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BV3049                      | CUSIP: 3140MGL74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11468754 | PA      | $10141368.32   | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                            | BP CAPITAL PLC                 | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     2095000 | PA      | $1983762.75    | 0.01%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG T62157                      | CUSIP: 3128S3ME6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3640398 | PA      | $3205219.48    | 0.01%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 5018                        | CUSIP: 36202FSF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       63642 | PA      | $64987.31      | 0.00%             | 2041-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 704411                      | CUSIP: 36296XR89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27630 | PA      | $27816.93      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS7877                      | CUSIP: 3138WHXF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      343912 | PA      | $296836.74     | 0.00%             | 2046-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 785161                      | CUSIP: 3622AATS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    50803646 | PA      | $45629766.81   | 0.14%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AE0725                      | CUSIP: 31419AYX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16143 | PA      | $15995.01      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A73833                      | CUSIP: 3128L7HJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14016 | PA      | $14028.17      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                               | NORTHERN TRST CO               | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10571218.20   | 0.03%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CI6539                      | CUSIP: 3617XBHQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1087479 | PA      | $947301.22     | 0.00%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     3997000 | PA      | $3742223.59    | 0.01%             | 2025-02-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 798875                      | CUSIP: 36177T2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       61622 | PA      | $59536.16      | 0.00%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                          | MARSH & MCLENNAN               | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $4744060.58    | 0.02%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                     | OHIO POWER CO                  | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     4975000 | PA      | $3854619.20    | 0.01%             | 2031-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                    | BP CAP MKTS AMER               | CUSIP: 10373QBE9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    15500000 | PA      | $14897894.75   | 0.05%             | 2026-02-11      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CR14 Mortgage Trust                                     | COMM 2014-CR14 A3              | CUSIP: 12630DAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3937310.80    | 0.01%             | 2047-02-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CK7488                      | CUSIP: 3617Y3J96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3848301 | PA      | $3263892.14    | 0.01%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AT7913                      | CUSIP: 3138WVYK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2013363 | PA      | $1820396.04    | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    44735000 | PA      | $42673565.12   | 0.14%             | 2026-01-23      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3737                      | CUSIP: 36179SEJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      347785 | PA      | $338303.74     | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM3934                      | CUSIP: 3617YPLP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1600384 | PA      | $1355645.38    | 0.00%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL7266                      | CUSIP: 3617YFCB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7300250 | PA      | $6698865.65    | 0.02%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                   | ONTARIO TEACHERS               | CUSIP: 68329AAH1<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |    25000000 | PA      | $19564806.25   | 0.06%             | 2030-09-27      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN2096                      | CUSIP: 3617F0KH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1281229 | PA      | $1172747.64    | 0.00%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A96229                      | CUSIP: 3129444N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      335536 | PA      | $335305.97     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 764517                      | CUSIP: 36176FDW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24063 | PA      | $25073.13      | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AD8953                      | CUSIP: 31418W5P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14015 | PA      | $14443.99      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BU3241                      | CUSIP: 3140M4S74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3164737 | PA      | $2609606.95    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS6352                      | CUSIP: 3138WGBW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1490028 | PA      | $1443405.53    | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AT7249                      | CUSIP: 3138WVBT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      180566 | PA      | $171420.99     | 0.00%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q63366                      | CUSIP: 3132VPW46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      836578 | PA      | $798704.93     | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-4     | GMCAR 2022-4 A4                | CUSIP: 36265QAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15780000 | PA      | $15716973.10   | 0.05%             | 2028-08-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CO9463                      | CUSIP: 3617FMQQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6016922 | PA      | $5507458.24    | 0.02%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                | PUBLIC SERVICE                 | CUSIP: 74456QBX3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     2730000 | PA      | $2567863.31    | 0.01%             | 2028-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822AU8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    38517000 | PA      | $37487546.13   | 0.12%             | 2025-03-02      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BV3046                      | CUSIP: 3140MGL41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16120773 | PA      | $14286333.48   | 0.05%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                    | ELI LILLY & CO                 | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     8803000 | PA      | $8247594.70    | 0.03%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BU3177                      | CUSIP: 3140M4Q76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1749378 | PA      | $1444763.96    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_22-2                                | CARMX 2022-2 A3                | CUSIP: 14317HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9660000 | PA      | $9394311.36    | 0.03%             | 2027-02-16      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1996                      | CUSIP: 36179QGD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      240798 | PA      | $234220.39     | 0.00%             | 2044-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM2509                      | CUSIP: 3617YMYE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1314155 | PA      | $1204958.60    | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                        | US BANCORP                     | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    35965000 | PA      | $34188284.40   | 0.11%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                | DOMINION ENERGY                | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8054657.60    | 0.03%             | 2031-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2224                      | CUSIP: 36179QPH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       70646 | PA      | $68716.94      | 0.00%             | 2044-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co Ltd                                | KOREA HYDRO & NU               | CUSIP: 50064YAP8<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |    35000000 | PA      | $30827132.00   | 0.10%             | 2026-04-27      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AB5199                      | CUSIP: 31417BX51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      725776 | PA      | $701261.46     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN2071                      | CUSIP: 3617F0JQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1631751 | PA      | $1498198.58    | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US ULTRA BOND CBT Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -345 | NC      | $2369396.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-D                     | TAOT 2022-D A4                 | CUSIP: 89239HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9450000 | PA      | $9600361.79    | 0.03%             | 2028-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                       | PNC BANK NA                    | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    17317000 | PA      | $16215206.91   | 0.05%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM3078                      | CUSIP: 3140X6M40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    80005763 | PA      | $76141452.20   | 0.24%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5753                      | CUSIP: 36179UMA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1068497 | PA      | $1002398.31    | 0.00%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                        | INTEL CORP                     | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    19100000 | PA      | $16228670.26   | 0.05%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG/London                                           | CREDIT SUISSE LD               | CUSIP: N/A<br>LEI: ANGGYXNX0JLX3X63JN86       | Long             | DBT              | CORP              | CH        |     7600000 | PA      | $7023991.46    | 0.02%             | 2026-04-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN 992300                      | CUSIP: 31415XKM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19075 | PA      | $19898.49      | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST BMWOT_22-A                                | BMWOT 2022-A A4                | CUSIP: 05602RAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11800000 | PA      | $11311157.86   | 0.04%             | 2028-12-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM9673                      | CUSIP: 3140XDXB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    42978828 | PA      | $39600782.08   | 0.13%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust 2021-C10                                              | BBCMS 2021-C10 A5              | CUSIP: 05551VBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5750000 | PA      | $4732330.50    | 0.01%             | 2054-07-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AQ1177                      | CUSIP: 36189NJW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1059257 | PA      | $970457.15     | 0.00%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                      | ING GROEP NV                   | CUSIP: 456837AK9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     7850000 | PA      | $7784944.46    | 0.02%             | 2023-10-02      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BH9912                      | CUSIP: 3140H0AN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2799284 | PA      | $2601672.85    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2021-PJ7                      | GSMBS 2021-PJ7 A2              | CUSIP: 36262CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21458218 | PA      | $17092811.84   | 0.05%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG D99403                      | CUSIP: 3128E6NU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      461348 | PA      | $403974.61     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CP0140                      | CUSIP: 3617FPEM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6523149 | PA      | $6183467.53    | 0.02%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_21-3                     | HAROT 2021-4 A4                | CUSIP: 43815GAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7530000 | PA      | $6896388.90    | 0.02%             | 2028-06-21      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2754                      | CUSIP: 36179RBX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1216663 | PA      | $1141275.74    | 0.00%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS7949                      | CUSIP: 3138WHZP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      203400 | PA      | $191480.73     | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 766378                      | CUSIP: 36176HFT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3362 | PA      | $3401.83       | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PBQ8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $29505197.70   | 0.09%             | 2024-06-01      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CI1294                      | CUSIP: 3617X5NK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2458681 | PA      | $2144547.68    | 0.01%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | EURO-SCHATZ FUT   Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -400 | NC      | $483370.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Progress LLC                                          | DUKE ENERGY PROG               | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    12100000 | PA      | $11389196.63   | 0.04%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Schlumberger Finance Canada Ltd                                   | SCHLUMBERGER                   | CUSIP: 80685XAC5<br>LEI: 549300P4EXZFF0LRNF59 | Long             | DBT              | CORP              | CA        |     4350000 | PA      | $3986663.47    | 0.01%             | 2025-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_21-A                | HALST 2021-A A4                | CUSIP: 44891TAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3490000 | PA      | $3433798.09    | 0.01%             | 2024-12-16      | Fixed         | 0.42%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AP4923                      | CUSIP: 36188SPG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1400284 | PA      | $1317401.49    | 0.00%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4961                        | CUSIP: 36202FQN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4454 | PA      | $4757.65       | 0.00%             | 2041-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | GBP/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9582.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM7477                      | CUSIP: 3140XBJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    85323757 | PA      | $83475976.80   | 0.26%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST ALLYA_19-3                            | ALLYA 2019-3 A3                | CUSIP: 02007RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      470807 | PA      | $470352.73     | 0.00%             | 2024-05-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BD7679                      | CUSIP: 3140FFQ95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      137889 | PA      | $124097.84     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB3092                      | CUSIP: 3140QNNJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5804872 | PA      | $4763582.97    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bond                               | QATAR STATE OF                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | QA        |     3600000 | PA      | $3466737.00    | 0.01%             | 2026-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL5929                      | CUSIP: 3617YDSS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1269718 | PA      | $1131051.79    | 0.00%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                    | S&P GLOBAL INC                 | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    10680000 | PA      | $9136266.45    | 0.03%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 912828Z52<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    62500000 | PA      | $58701175.00   | 0.19%             | 2025-01-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                            | TOTAL CAP INTL                 | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    12590000 | PA      | $11688819.26   | 0.04%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CO1584                      | CUSIP: 3617FCXM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1261646 | PA      | $1157340.12    | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SCDS: (CHILE)                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -20850000 | NC      | $-81911.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 785933                      | CUSIP: 3622ABPS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20705842 | PA      | $18433987.10   | 0.06%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q17481                      | CUSIP: 3132J8XK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       83187 | PA      | $73493.63      | 0.00%             | 2043-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZM6196                      | CUSIP: 3131Y03D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      499646 | PA      | $462570.69     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q61585                      | CUSIP: 3132VMXP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      535931 | PA      | $517914.62     | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                               | KIMBERLY-CLARK                 | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1707593.92    | 0.01%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3034                      | CUSIP: 36179RLP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      626832 | PA      | $587979.07     | 0.00%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                               | AMERICAN EXPRESS               | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    11456000 | PA      | $11228376.50   | 0.04%             | 2024-05-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST ARIFL_22-A                                  | ARIFL 2022-A A3                | CUSIP: 00217QAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3300000 | PA      | $3154631.37    | 0.01%             | 2031-01-15      | Fixed         | 3.43%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN3052                      | CUSIP: 3617F2L96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14680842 | PA      | $12852950.89   | 0.04%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas NC Storm Funding LLC                        | DUKE ENERGY CAR                | CUSIP: 26443KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7465127 | PA      | $6035011.27    | 0.02%             | 2033-07-01      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                           | JOHN DEERE CAP                 | CUSIP: 24422EWF2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    10625000 | PA      | $10319857.65   | 0.03%             | 2025-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_20-A                       | HDMOT 2020-A A4                | CUSIP: 41284UAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1970661.00    | 0.01%             | 2027-04-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA8210                      | CUSIP: 3133KQDP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16683697 | PA      | $16861815.94   | 0.05%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-B                           | FORDO 2022-B A4                | CUSIP: 34534LAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12000000 | PA      | $11557468.80   | 0.04%             | 2027-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                     | CITIGROUP INC                  | CUSIP: 172967ND9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3040067.65    | 0.01%             | 2025-11-03      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCL 5 1/23                    | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    47250000 | PA      | $46592932.05   | 0.15%             | 2023-01-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                  | BANK OF MONTREAL               | CUSIP: 06367TQW3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    17014000 | PA      | $15897668.24   | 0.05%             | 2024-07-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4126                      | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2436594 | PA      | $2218712.12    | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA3256                      | CUSIP: 3133KJTM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    68380018 | PA      | $60620362.54   | 0.19%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3936                      | CUSIP: 36179SLR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1436279 | PA      | $1307856.67    | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                    | MASTERCARD INC                 | CUSIP: 57636QAG9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    22315000 | PA      | $21056012.02   | 0.07%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                    | SHELL INTL FIN                 | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     2135000 | PA      | $2055068.93    | 0.01%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 738882                      | CUSIP: 3620AS2P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60838 | PA      | $59220.18      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_21-2                           | EFF 2021-2 A2                  | CUSIP: 29374YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5879992 | PA      | $5628415.94    | 0.02%             | 2027-05-20      | Fixed         | 0.48%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-C                       | WOART 2022-C A3                | CUSIP: 98163TAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2400000 | PA      | $2322478.80    | 0.01%             | 2027-10-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST TESLA_21-B                                 | TESLA 2021-B A4                | CUSIP: 88161KAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6830000 | PA      | $6400746.11    | 0.02%             | 2025-09-22      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G05741                      | CUSIP: 3128M7WA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3953 | PA      | $3928.38       | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA0717                      | CUSIP: 3140Q7YP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12873771 | PA      | $12620487.38   | 0.04%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AE8842                      | CUSIP: 31419KZG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30280 | PA      | $30004.40      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q21997                      | CUSIP: 3132JPGE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46840 | PA      | $45468.46      | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3804                      | CUSIP: 36179SGM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33427 | PA      | $32515.29      | 0.00%             | 2046-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First Republic Bank/CA                                            | FIRST REP BANK                 | CUSIP: 33616CHQ6<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |    13330000 | PA      | $13271695.78   | 0.04%             | 2024-02-12      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK12                                                   | BANK 2018-BN12 A4              | CUSIP: 06541KBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      780000 | PA      | $743257.32     | 0.00%             | 2061-05-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CO1587                      | CUSIP: 3617FCXQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1470773 | PA      | $1352005.87    | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BY3449                      | CUSIP: 3617QKZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20192178 | PA      | $17771488.95   | 0.06%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2022-4                                        | RCKT 2022-4 A2                 | CUSIP: 74938GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    71993044 | PA      | $61902772.58   | 0.20%             | 2052-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                               | US LONG BOND(CBT) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         227 | NC      | $-612042.14    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL6058                      | CUSIP: 3617YDWT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1033237 | PA      | $920835.42     | 0.00%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                        | KOREA DEV BANK                 | CUSIP: 500630DQ8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    20000000 | PA      | $18784496.80   | 0.06%             | 2025-02-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3816538.85    | 0.01%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RB5141                      | CUSIP: 3133KYWA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    83614471 | PA      | $71018210.00   | 0.22%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                          | TOYOTA MTR CRED                | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    31620000 | PA      | $31191932.55   | 0.10%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2777000 | PA      | $2602066.27    | 0.01%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CB9155                      | CUSIP: 3617UVE44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10032119 | PA      | $8705154.66    | 0.03%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SCDS: (CHILE)                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -44210000 | NC      | $-173683.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCI 1.5 1/23                  | CUSIP: 01F012411<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -42500000 | PA      | $-36895312.50  | -0.12%            | 2023-01-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AE0217                      | CUSIP: 31419AG35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12990 | PA      | $12736.14      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3121                      | CUSIP: 31418CPF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32423 | PA      | $31046.42      | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                | ROCHE HLDGS INC                | CUSIP: 771196BK7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $934416.18     | 0.00%             | 2026-05-15      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA9318                      | CUSIP: 3140QHK87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5424809 | PA      | $5032559.60    | 0.02%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                  | WELLS FARGO CO                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4135427.25    | 0.01%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AD4567                      | CUSIP: 31418SCD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         675 | PA      | $686.82        | 0.00%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN0950                      | CUSIP: 3617YYBT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3241066 | PA      | $3160013.84    | 0.01%             | 2050-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RE5018                      | CUSIP: 3133N2SF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3248389 | PA      | $2940698.47    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL4863                      | CUSIP: 3617YCML5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3651906 | PA      | $3093440.57    | 0.01%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                | HOME DEPOT INC                 | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     7700000 | PA      | $7419103.85    | 0.02%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BE0878                      | CUSIP: 3140FK6Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      197460 | PA      | $178752.76     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB2145                      | CUSIP: 3140QML36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1555322 | PA      | $1289389.23    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       75000 | PA      | $60930.45      | 0.00%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_22-1                   | MBART 2022-1 A4                | CUSIP: 58768PAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    22280000 | PA      | $22194001.43   | 0.07%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AW3240                      | CUSIP: 36195RS59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      247766 | PA      | $244472.55     | 0.00%             | 2046-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AB1047                      | CUSIP: 31416WEV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      361704 | PA      | $358359.43     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN1776                      | CUSIP: 3617YY6M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8348789 | PA      | $7657659.46    | 0.02%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-3               | AMCAR 2021-3 A3                | CUSIP: 03066JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11490000 | PA      | $10928789.33   | 0.03%             | 2026-08-18      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   518540000 | PA      | $508007156.25  | 1.61%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CO9421                      | CUSIP: 3617FMPE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6198258 | PA      | $6042619.50    | 0.02%             | 2050-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM3574                      | CUSIP: 3617YN6K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1190433 | PA      | $1091884.63    | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                              | IBM CORP                       | CUSIP: 459200JG7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2401337.43    | 0.01%             | 2026-02-19      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3910000 | PA      | $3657238.91    | 0.01%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_19-3                           | EFF 2019-3 A2                  | CUSIP: 29374WAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      357025 | PA      | $356453.77     | 0.00%             | 2025-05-20      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    15020000 | PA      | $14009558.49   | 0.04%             | 2025-06-01      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                | PUBLIC SERVICE                 | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $6426893.55    | 0.02%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08753                      | CUSIP: 3128MJZT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      138373 | PA      | $134129.64     | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10177997.50   | 0.03%             | 2025-12-10      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                          | LLOYDS BK GR PLC               | CUSIP: 53944YAH6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     5000000 | PA      | $4907440.45    | 0.02%             | 2024-03-12      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                   | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |     7600000 | PA      | $7778594.78    | 0.02%             | 2025-03-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BN4458                      | CUSIP: 3140JL5U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      928520 | PA      | $907220.13     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-INV3 Trust                                              | GCAT 2022-INV3 1A1             | CUSIP: 36830RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    38087143 | PA      | $34761944.97   | 0.11%             | 2052-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN1976                      | CUSIP: 3617F0FR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7713137 | PA      | $7072502.03    | 0.02%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                       | PEPSICO INC                    | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     2130000 | PA      | $1884753.95    | 0.01%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 609102                      | CUSIP: 36202TU38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1320341 | PA      | $1215107.17    | 0.00%             | 2044-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_21-C                     | TAOT 2021-C A4                 | CUSIP: 89239BAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19620000 | PA      | $17676829.31   | 0.06%             | 2027-01-15      | Fixed         | 0.72%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 723526                      | CUSIP: 3620A9YX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      383115 | PA      | $378564.13     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA6084                      | CUSIP: 36179UXM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      263695 | PA      | $260378.50     | 0.00%             | 2049-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AK5780                      | CUSIP: 36183PM53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23679 | PA      | $22431.97      | 0.00%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AU7144                      | CUSIP: 36194U5D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2355537 | PA      | $2216830.79    | 0.01%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CJ1799                      | CUSIP: 3617XH7L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5614454 | PA      | $4976650.70    | 0.02%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-1               | AMCAR 2021-1 A3                | CUSIP: 03063FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9253662 | PA      | $9051975.61    | 0.03%             | 2025-08-18      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust No. 23                        | PEPAU 23A A1U                  | CUSIP: 71338BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      692850 | PA      | $690000.59     | 0.00%             | 2060-08-18      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4305                      | CUSIP: 31418DYB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    48378682 | PA      | $39596407.93   | 0.13%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS5384                      | CUSIP: 3138WE6W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      153979 | PA      | $148201.22     | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AX5295                      | CUSIP: 3138Y63D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1542456 | PA      | $1626104.78    | 0.01%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QD4135                      | CUSIP: 3133B1SY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10707538 | PA      | $9417300.16    | 0.03%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                    | PUBLIC STORAGE                 | CUSIP: 74460WAB3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    14690000 | PA      | $14582008.37   | 0.05%             | 2024-04-23      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST SRT_21-B                        | SRT 2021-B A4                  | CUSIP: 80286DAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5540000 | PA      | $5236924.33    | 0.02%             | 2025-06-20      | Fixed         | 0.54%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 723547                      | CUSIP: 3620A9ZL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3558 | PA      | $3582.11       | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BM5587                      | CUSIP: 3140JAF52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2145140 | PA      | $2078575.59    | 0.01%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BR2365                      | CUSIP: 3617LYTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      591493 | PA      | $553422.98     | 0.00%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA8276                      | CUSIP: 3133KQFR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    54908978 | PA      | $55359242.93   | 0.18%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZS9878                      | CUSIP: 3132AA6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5530398 | PA      | $5157295.07    | 0.02%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    10000000 | PA      | $7719237.90    | 0.02%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                        | FLORIDA ST BRD OF ADM          | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    55000000 | PA      | $45034682.00   | 0.14%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                           | CHARLES SCHWAB                 | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9406976.90    | 0.03%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD8113                      | CUSIP: 3132DWAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       26626 | PA      | $21835.06      | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q24832                      | CUSIP: 3132M5A93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14179 | PA      | $13993.34      | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                               | AMERICAN EXPRESS               | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    18265000 | PA      | $17445564.15   | 0.06%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA7533                      | CUSIP: 36179WLN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   320276906 | PA      | $268591675.79  | 0.85%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL8797                      | CUSIP: 3617YGX26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8349857 | PA      | $7747398.18    | 0.02%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC23                     | CGCMT 2014-GC23 AS             | CUSIP: 17322VAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      275000 | PA      | $262453.76     | 0.00%             | 2047-07-10      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2021-15                                | JPMMT 2021-15 A2               | CUSIP: 46654TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   131929843 | PA      | $109996507.01  | 0.35%             | 2052-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance 2021-INV1                       | MELLO 2021-INV1 A3             | CUSIP: 58549KAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17086615 | PA      | $13610556.90   | 0.04%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AB5980                      | CUSIP: 36178SUD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       52217 | PA      | $51506.16      | 0.00%             | 2045-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM8178                      | CUSIP: 3617YUCP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      584865 | PA      | $521582.23     | 0.00%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8790000 | PA      | $8137894.78    | 0.03%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                  | BANK OF MONTREAL               | CUSIP: 06367WHH9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    20216000 | PA      | $19839063.58   | 0.06%             | 2024-02-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BV3045                      | CUSIP: 3140MGL33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19174841 | PA      | $17164385.66   | 0.05%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACER AUTO RECEIVABLES TRUST CPART_21-1                  | CPART 2021-1A A3               | CUSIP: 13646CAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    15410478 | PA      | $14848212.46   | 0.05%             | 2025-10-20      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4685000 | PA      | $4240916.49    | 0.01%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BM3286                      | CUSIP: 3140J7UL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7092677 | PA      | $6850416.19    | 0.02%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                  | BURLINGTON NORTH               | CUSIP: 12189LAY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3575000 | PA      | $3474125.87    | 0.01%             | 2025-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB3102                      | CUSIP: 3140QNNU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1035372 | PA      | $846293.79     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     8670000 | PA      | $8294107.21    | 0.03%             | 2025-07-22      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                              | PROGRESSIVE CORP               | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6145175.55    | 0.02%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16       | MSBAM 2014-C16 AS              | CUSIP: 61763MAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      330000 | PA      | $316976.58     | 0.00%             | 2047-06-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CO9436                      | CUSIP: 3617FMPV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2913368 | PA      | $2840212.90    | 0.01%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2962                      | CUSIP: 36179RJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       75285 | PA      | $73230.52      | 0.00%             | 2045-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27       | MSBAM 2015-C27 A3              | CUSIP: 61690AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9793194 | PA      | $9408895.39    | 0.03%             | 2047-12-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD7532                      | CUSIP: 3132DVLM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28664168 | PA      | $23748630.47   | 0.08%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                       | TARGET CORP                    | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |      870000 | PA      | $807913.26     | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                   | PHILIP MORRIS IN               | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    14410000 | PA      | $14483693.17   | 0.05%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QF1363                      | CUSIP: 3133BNQQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3768638 | PA      | $3830536.57    | 0.01%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD8047                      | CUSIP: 3132DV5G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      322593 | PA      | $315105.05     | 0.00%             | 2050-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                         | QUEBEC PROVINCE                | CUSIP: 748148PD9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2674000 | PA      | $2734924.58    | 0.01%             | 2024-02-09      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA1952                      | CUSIP: 3140Q9E25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2242404 | PA      | $2191067.61    | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q50590                      | CUSIP: 3132XSUQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3502722 | PA      | $3353298.70    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3791548.90    | 0.01%             | 2031-11-19      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2013-GCJ12                           | GSMS 2013-GC12 A4              | CUSIP: 36197XAK0<br>LEI: 549300SSCQUZ3RRV2T53 | Long             | ABS-MBS          | CORP              | US        |     1055488 | PA      | $1046462.84    | 0.00%             | 2046-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4451                      | CUSIP: 36179S5L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      651266 | PA      | $602488.71     | 0.00%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB5300                      | CUSIP: 3140QQ3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    83821572 | PA      | $84498699.72   | 0.27%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 783750                      | CUSIP: 3622A2EX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       66103 | PA      | $65162.52      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL5724                      | CUSIP: 3138ENLE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2607809 | PA      | $2553449.99    | 0.01%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5710                      | CUSIP: 36179UKX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1123183 | PA      | $1085514.30    | 0.00%             | 2049-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2304                      | CUSIP: 36179QRZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      427106 | PA      | $415442.33     | 0.00%             | 2044-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   165000000 | PA      | $160178898.00  | 0.51%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CG9302                      | CUSIP: 3617WPKP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2143241 | PA      | $1910210.45    | 0.01%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AW5063                      | CUSIP: 3138XUTV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3403039 | PA      | $3283807.18    | 0.01%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB2906                      | CUSIP: 3140QNGQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20136894 | PA      | $18406436.25   | 0.06%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G30493                      | CUSIP: 3128CURN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       58021 | PA      | $55001.63      | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AG6295                      | CUSIP: 36182A7G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13784 | PA      | $12986.89      | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_21-2                                | CARMX 2021-2 A4                | CUSIP: 14314QAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5340000 | PA      | $4886308.26    | 0.02%             | 2026-12-15      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_22-1               | AMCAR 2022-1 A3                | CUSIP: 03066TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7680000 | PA      | $7384525.06    | 0.02%             | 2026-11-18      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                           | TEMASEK FINL I                 | CUSIP: 87973PBA1<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   125000000 | PA      | $99293303.75   | 0.31%             | 2031-08-02      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2016-C4                | JPMDB 2016-C4 A3               | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $365271.28     | 0.00%             | 2049-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Petronas Energy Canada Ltd                                        | PETRONAS ENERG                 | CUSIP: N/A<br>LEI: 5493001PEB90YGTDC638       | Long             | DBT              | CORP              | CA        |    13860000 | PA      | $12063810.53   | 0.04%             | 2028-03-23      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                    | ONCOR ELECTRIC D               | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     8555000 | PA      | $8072349.57    | 0.03%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                     | CITIGROUP INC                  | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2906168.35    | 0.01%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM2596                      | CUSIP: 3617YM3D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1170717 | PA      | $1073793.36    | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AM0064                      | CUSIP: 36184KB97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      244194 | PA      | $229590.52     | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 771563                      | CUSIP: 36176N5Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      204741 | PA      | $208383.96     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3552                      | CUSIP: 31418C5N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      270883 | PA      | $250356.91     | 0.00%             | 2038-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                     | INTERCONTINENT                 | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    12500000 | PA      | $11989372.63   | 0.04%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3998000 | PA      | $3817646.30    | 0.01%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AT7613                      | CUSIP: 36194GN67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      352200 | PA      | $319112.41     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BU9875                      | CUSIP: 3140MB6M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9128437 | PA      | $7819680.39    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5138                      | CUSIP: 36179TV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6782575 | PA      | $6697682.15    | 0.02%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                           | CBOE GLOBAL MKTS               | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |     7008000 | PA      | $5452334.87    | 0.02%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    19543000 | PA      | $15025547.22   | 0.05%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM9429                      | CUSIP: 3140XDPP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      882214 | PA      | $853188.75     | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 785816                      | CUSIP: 3622ABK50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7671100 | PA      | $7277013.69    | 0.02%             | 2051-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                    | HERSHEY COMPANY                | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4009075.65    | 0.01%             | 2030-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL8960                      | CUSIP: 3138ET5W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       37651 | PA      | $37089.99      | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BK6568                      | CUSIP: 3140HLJN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      192469 | PA      | $195952.49     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL5925                      | CUSIP: 3138ENSP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    98760428 | PA      | $89493934.25   | 0.28%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL2355                      | CUSIP: 3617Y9TL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7531338 | PA      | $6906851.54    | 0.02%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST TESLA_21-B                                 | TESLA 2021-B A3                | CUSIP: 88161KAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13310000 | PA      | $12532746.58   | 0.04%             | 2025-09-22      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| Chevron Corp                                                      | CHEVRON CORP                   | CUSIP: 166764BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5490000 | PA      | $5209851.12    | 0.02%             | 2026-05-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                          | ESTEE LAUDER CO                | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $4078389.52    | 0.01%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS2358                      | CUSIP: 3138WBTQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       99354 | PA      | $96050.26      | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                       | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     4650000 | PA      | $4839941.16    | 0.02%             | 2026-06-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB5297                      | CUSIP: 3140QQ3F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   113292625 | PA      | $114162904.51  | 0.36%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM4012                      | CUSIP: 3140X7N62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12104452 | PA      | $10032859.39   | 0.03%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B19 Mortgage Trust                                 | BMARK 2020-B19 AAB             | CUSIP: 08162WBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7163000 | PA      | $6056764.90    | 0.02%             | 2053-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DE LAGE LANDEN FINANCIAL SERVICES INC DLLMT_21-1                  | DLLMT 2021-1A A4               | CUSIP: 23345FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6940000 | PA      | $6386436.45    | 0.02%             | 2029-06-20      | Fixed         | 1.24%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A87994                      | CUSIP: 3129343B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      254985 | PA      | $260294.25     | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL8792                      | CUSIP: 3617YGXV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5614770 | PA      | $5151848.05    | 0.02%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCL 6 1/21                    | CUSIP: 01F060618<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -230700000 | PA      | $-234340722.84 | -0.74%            | 2023-01-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 769898                      | CUSIP: 36176MDB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38827 | PA      | $39623.52      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                               | ABBOTT LABS                    | CUSIP: 002824BB5<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     9405000 | PA      | $9084748.37    | 0.03%             | 2025-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BD4225                      | CUSIP: 3140FBVT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      174193 | PA      | $156479.89     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS5056                      | CUSIP: 3138WETN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2676 | PA      | $2497.86       | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2013 Ltd                       | SINOPEC OVERSEAS               | CUSIP: N/A<br>LEI: 529900F9XKMFEV9DNO17       | Long             | DBT              | CORP              | VG        |      888000 | PA      | $883839.10     | 0.00%             | 2023-10-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 748063                      | CUSIP: 3620C4B82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4137 | PA      | $4186.42       | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                       | GOLDMAN SACHS GP               | CUSIP: 38148LAE6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     8560000 | PA      | $8286517.84    | 0.03%             | 2025-05-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM9431                      | CUSIP: 3140XDPR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7126569 | PA      | $6969674.17    | 0.02%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS1047                      | CUSIP: 3140XGEV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17949428 | PA      | $17472227.68   | 0.06%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM3290                      | CUSIP: 3617YNUP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1098314 | PA      | $1007481.61    | 0.00%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AD4296                      | CUSIP: 31418RX22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       51800 | PA      | $53379.80      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 734101                      | CUSIP: 3620AMRW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      125875 | PA      | $126249.20     | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank 2019-BNK19                                                   | BANK 2019-BN19 A3              | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3910000 | PA      | $3445387.21    | 0.01%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| EDSOUTH INDENTURE NO 5 LLC EDUSA_15-1                             | EDUSA 2015-1 A                 | CUSIP: 281378AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      142316 | PA      | $140724.94     | 0.00%             | 2056-10-25      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                     | INTERCONTINENT                 | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $3912531.79    | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 626969                      | CUSIP: 36291FQW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5107040 | PA      | $4630244.96    | 0.01%             | 2045-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AD2413                      | CUSIP: 36180DVE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      177432 | PA      | $164862.08     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AH1115                      | CUSIP: 3138A2GZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1201889 | PA      | $1190798.09    | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4069                      | CUSIP: 36179SQW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      571453 | PA      | $534401.72     | 0.00%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST MCCT_21-1A                               | MCCT 2021-1A A                 | CUSIP: 576339CJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    27400000 | PA      | $25735932.24   | 0.08%             | 2025-11-21      | Fixed         | 0.53%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AE5852                      | CUSIP: 31419GQE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      173382 | PA      | $174468.91     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                     | AUTOMATIC DATA                 | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    23390000 | PA      | $20306669.15   | 0.06%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AK7338                      | CUSIP: 36183REK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       89337 | PA      | $83880.13      | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                      | TOYOTA FIN AUSTR               | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |     7600000 | PA      | $7593920.75    | 0.02%             | 2025-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB4573                      | CUSIP: 3140QQCK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    77863624 | PA      | $76799718.34   | 0.24%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46625HMN7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    14605000 | PA      | $14290906.77   | 0.05%             | 2025-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZL9045                      | CUSIP: 3131XRBN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2469536 | PA      | $2305375.04    | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                             | NOVARTIS CAPITAL               | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $11835048.03   | 0.04%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AU3794                      | CUSIP: 3138X3GC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      335100 | PA      | $314403.90     | 0.00%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS3974                      | CUSIP: 3138WDMY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      141147 | PA      | $136187.87     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_21-4   | GMCAR 2021-4 A4                | CUSIP: 362554AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10000000 | PA      | $9099684.00    | 0.03%             | 2027-10-18      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB3567                      | CUSIP: 3140QN6D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2685058 | PA      | $2300258.16    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CF0596                      | CUSIP: 3617W1UV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      595163 | PA      | $530544.00     | 0.00%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08591                      | CUSIP: 3128MJUR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28092 | PA      | $26256.70      | 0.00%             | 2044-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C49                    | WFCM 2019-C49 ASB              | CUSIP: 95001WAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      310000 | PA      | $294614.27     | 0.00%             | 2052-03-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4116792.59    | 0.01%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AR2626                      | CUSIP: 3138NY4L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1108193 | PA      | $950520.06     | 0.00%             | 2043-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA6278                      | CUSIP: 36179U6P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      456824 | PA      | $451073.37     | 0.00%             | 2049-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-C29                    | WFCM 2015-C29 A4               | CUSIP: 94989KAV5<br>LEI: 549300NYO16WLNMVJJ46 | Long             | ABS-MBS          | CORP              | US        |     3198900 | PA      | $3039452.43    | 0.01%             | 2048-06-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5594                      | CUSIP: 36179UGB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14467 | PA      | $13487.27      | 0.00%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 5280                        | CUSIP: 36202F2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1134552 | PA      | $1103537.64    | 0.00%             | 2042-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC21                     | CGCMT 2014-GC21 A5             | CUSIP: 17322MAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15000000 | PA      | $14592856.50   | 0.05%             | 2047-05-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS6515                      | CUSIP: 3138WGGZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      675614 | PA      | $650233.13     | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_19-A                     | TAOT 2019-A A4                 | CUSIP: 89239AAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1947709 | PA      | $1945384.33    | 0.01%             | 2024-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DLLAA_21-1                                                        | DLLAA 2021-1A A3               | CUSIP: 23291YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12100000 | PA      | $11463266.54   | 0.04%             | 2026-04-17      | Fixed         | 0.67%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 785395                      | CUSIP: 3622AA3C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3635149 | PA      | $3209211.67    | 0.01%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3753                      | CUSIP: 31418DE32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32713 | PA      | $29033.81      | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCL 3 1/23                    | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   389500000 | PA      | $342516562.50  | 1.08%             | 2023-01-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CD3535                      | CUSIP: 3617VD4U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9929616 | PA      | $8615317.55    | 0.03%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BH4084                      | CUSIP: 3140GSRE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      963829 | PA      | $896706.80     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust              | CADILLAC FAIRVIE               | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     6600000 | PA      | $6040530.08    | 0.02%             | 2027-03-20      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_19-1               | COPAR 2019-1 A4                | CUSIP: 14042WAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2738008 | PA      | $2736000.59    | 0.01%             | 2024-10-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-3                  | GMALT 2020-3 A4                | CUSIP: 362569AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1448669 | PA      | $1444617.35    | 0.00%             | 2024-10-21      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    47300000 | PA      | $45160898.18   | 0.14%             | 2026-04-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4697                        | CUSIP: 36202FGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      504183 | PA      | $512802.36     | 0.00%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 737194                      | CUSIP: 3620AQ7F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6222 | PA      | $6283.92       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 783711                      | CUSIP: 3622A2DQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      469254 | PA      | $470399.04     | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA6042                      | CUSIP: 36179UWB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      924016 | PA      | $936508.90     | 0.00%             | 2049-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G06774                      | CUSIP: 3128M82F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      363615 | PA      | $360545.77     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1600                      | CUSIP: 36179NX52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      107546 | PA      | $100907.99     | 0.00%             | 2044-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD0788                      | CUSIP: 3132DM2V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26140871 | PA      | $21599741.77   | 0.07%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4963                      | CUSIP: 36179TQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6302901 | PA      | $6082538.80    | 0.02%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AI7784                      | CUSIP: 3138AMUJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       33422 | PA      | $33113.90      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                  | REP OF POLAND                  | CUSIP: 857524AD4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    12500000 | PA      | $12840921.38   | 0.04%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 741372                      | CUSIP: 3620AVT51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       56165 | PA      | $56545.08      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                           | FED HOME LN BANK               | CUSIP: 3130AEB25<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     2100000 | PA      | $2014015.50    | 0.01%             | 2028-06-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS7611                      | CUSIP: 3138WHN57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2066976 | PA      | $1784334.61    | 0.01%             | 2046-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM9696                      | CUSIP: 3140XDX27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32346395 | PA      | $27757538.36   | 0.09%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AE7536                      | CUSIP: 31419JLS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3344 | PA      | $3311.64       | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5264                      | CUSIP: 36179TZ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9157665 | PA      | $8850361.55    | 0.03%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS7960                      | CUSIP: 3138WHZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       47569 | PA      | $46906.20      | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA8098                      | CUSIP: 3133KP7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    77835216 | PA      | $78433067.92   | 0.25%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CH7850                      | CUSIP: 3617X0WK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      872955 | PA      | $765586.37     | 0.00%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB3884                      | CUSIP: 3140QPJ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22035247 | PA      | $21787949.55   | 0.07%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                               | SUMITOMO MITSUI                | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    10290000 | PA      | $9613341.02    | 0.03%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GFB0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9910584.50    | 0.03%             | 2024-01-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA4412                      | CUSIP: 3140QB3W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13957449 | PA      | $14042599.40   | 0.04%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CO7338                      | CUSIP: 3617FKEK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5079313 | PA      | $4711728.34    | 0.01%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PAP1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    60810000 | PA      | $60419506.15   | 0.19%             | 2024-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                            | UNITEDHEALTH GRP               | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $9580015.66    | 0.03%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 705476                      | CUSIP: 36296YXD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       55968 | PA      | $56430.34      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AJ4994                      | CUSIP: 3138AWRQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1130612 | PA      | $1120225.18    | 0.00%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                               | SUMITOMO MITSUI                | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1980000 | PA      | $1827347.86    | 0.01%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                | META PLATFORMS                 | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    26962000 | PA      | $25128587.24   | 0.08%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4005                      | CUSIP: 36179SNW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       94722 | PA      | $92137.20      | 0.00%             | 2046-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCL 2 1/23                    | CUSIP: 01F020612<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -42000000 | PA      | $-34269375.00  | -0.11%            | 2023-01-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS3293                      | CUSIP: 3138WCUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      580090 | PA      | $559765.52     | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM2346                      | CUSIP: 3617YMTB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1065857 | PA      | $977291.39     | 0.00%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST ALLYA_22-3                            | ALLYA 2022-3 A4                | CUSIP: 02008DAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2970000 | PA      | $2990825.94    | 0.01%             | 2031-06-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD7548                      | CUSIP: 3132DVL52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    84977144 | PA      | $72771290.84   | 0.23%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                     | AUTOMATIC DATA                 | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $6247940.16    | 0.02%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                           | FED HOME LN BANK               | CUSIP: 313381FD2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     8450000 | PA      | $7855584.75    | 0.02%             | 2027-12-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CO9448                      | CUSIP: 3617FMP98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1220297 | PA      | $1182808.03    | 0.00%             | 2047-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_22-2                     | HAROT 2022-2 A3                | CUSIP: 43815PAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5250000 | PA      | $5133423.23    | 0.02%             | 2026-07-20      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC31                     | CGCMT 2015-GC31 A4             | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      520000 | PA      | $494214.29     | 0.00%             | 2048-06-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                  | BMARK 2018-B1 A5               | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4070000 | PA      | $3800059.29    | 0.01%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q57178                      | CUSIP: 3132Y06Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4756272 | PA      | $4559910.87    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                              | SAUDI ARAB OIL                 | CUSIP: 80414L2G9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    11000000 | PA      | $10582927.41   | 0.03%             | 2023-11-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CO7378                      | CUSIP: 3617FKFT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1014408 | PA      | $983161.01     | 0.00%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_21-C                     | TAOT 2021-C A3                 | CUSIP: 89239BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    25380000 | PA      | $24069716.89   | 0.08%             | 2026-01-15      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                           | BANK NOVA SCOTIA               | CUSIP: 0641593U8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    14350000 | PA      | $12699225.65   | 0.04%             | 2026-03-02      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QA4664                      | CUSIP: 31346YFD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      172366 | PA      | $168445.72     | 0.00%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BW6292                      | CUSIP: 3617NX7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16099125 | PA      | $14037150.27   | 0.04%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CK2568                      | CUSIP: 3617XWZ95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      905776 | PA      | $788417.30     | 0.00%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 739708                      | CUSIP: 3620ATYD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         808 | PA      | $831.85        | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA5544                      | CUSIP: 3140QDES9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29707538 | PA      | $26667794.46   | 0.08%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CJ9745                      | CUSIP: 3617XSZJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1685289 | PA      | $1486274.95    | 0.00%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AA5821                      | CUSIP: 36178DPE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      907466 | PA      | $806987.74     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                              | PNC FINANCIAL                  | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    11370000 | PA      | $10418995.80   | 0.03%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST CNH_22-A                                      | CNH 2022-A A3                  | CUSIP: 12660DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3040000 | PA      | $2910223.62    | 0.01%             | 2027-07-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P3                        | CRVNA 2021-P3 A3               | CUSIP: 14687JAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17410000 | PA      | $16207158.77   | 0.05%             | 2026-11-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM9835                      | CUSIP: 3140XD4V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21180143 | PA      | $19699201.85   | 0.06%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3385                      | CUSIP: 31418CXP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37348970 | PA      | $36572768.63   | 0.12%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA6112                      | CUSIP: 3133KMYH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10651673 | PA      | $9698732.75    | 0.03%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CO2851                      | CUSIP: 3617FEEY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5609544 | PA      | $5155353.97    | 0.02%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                            | UNITEDHEALTH GRP               | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     8345000 | PA      | $7971858.17    | 0.03%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                               | SUMITOMO MITSUI                | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    17400000 | PA      | $14376307.87   | 0.05%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q36540                      | CUSIP: 3132QTHS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      175246 | PA      | $159753.32     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AD1612                      | CUSIP: 36180CYH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      192129 | PA      | $166722.34     | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AU3617                      | CUSIP: 3138X3AT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11408 | PA      | $10829.76      | 0.00%             | 2028-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                               | AMERICAN EXPRESS               | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4265308.89    | 0.01%             | 2033-08-03      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PAY2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    15235000 | PA      | $15012305.43   | 0.05%             | 2024-12-05      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GHL6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    33950000 | PA      | $33649064.14   | 0.11%             | 2024-07-23      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                | ANALOG DEVICES                 | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     9350000 | PA      | $7921962.25    | 0.03%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CI2270                      | CUSIP: 3617X6QX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1006666 | PA      | $923984.76     | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 701510                      | CUSIP: 36296UKX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46528 | PA      | $48024.67      | 0.00%             | 2038-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                  | ERP OPERATING LP               | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    11480000 | PA      | $10800507.30   | 0.03%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                           | BANK NOVA SCOTIA               | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $4024260.40    | 0.01%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST CNH_22-B                                      | CNH 2022-B A3                  | CUSIP: 12663JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6870000 | PA      | $6618605.40    | 0.02%             | 2027-08-16      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-2               | FORDF 2020-2 A                 | CUSIP: 34528QHQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13150000 | PA      | $11839126.47   | 0.04%             | 2027-09-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN2048                      | CUSIP: 3617F0HZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6634711 | PA      | $6073245.80    | 0.02%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                              | PNC FINANCIAL                  | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10452820.90   | 0.03%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    39500000 | PA      | $36653102.28   | 0.12%             | 2026-04-22      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     8510000 | PA      | $8760488.02    | 0.03%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                             | GENERAL DYNAMICS               | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    16745000 | PA      | $16026237.45   | 0.05%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AA5647                      | CUSIP: 36178DHY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1264054 | PA      | $1123457.72    | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA0522                      | CUSIP: 3140Q7SL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3199093 | PA      | $2786741.36    | 0.01%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GNR 2021-41 TP                 | CUSIP: 38382PCW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8050141 | PA      | $7345276.65    | 0.02%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4853                        | CUSIP: 36202FMA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1963 | PA      | $1945.48       | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BM4124                      | CUSIP: 3617JUSM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3234844 | PA      | $3026798.10    | 0.01%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GS1                             | GSMS 2015-GS1 A2               | CUSIP: 36252AAB2<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |     5343228 | PA      | $5010757.37    | 0.02%             | 2048-11-10      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS6395                      | CUSIP: 3138WGC93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      622404 | PA      | $581353.46     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS6304                      | CUSIP: 3138WGAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      449604 | PA      | $432792.21     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_20-2                           | EFF 2020-2 A2                  | CUSIP: 29375MAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4190948 | PA      | $4087152.31    | 0.01%             | 2026-07-20      | Fixed         | 0.61%                 | Yes           |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                         | AVALONBAY COMMUN               | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3255447.06    | 0.01%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-LC14                         | WFRBS 2014-LC14 A4             | CUSIP: 96221TAD9<br>LEI: 549300QGM7D5K3CV2643 | Long             | ABS-MBS          | CORP              | US        |     1707131 | PA      | $1675839.97    | 0.01%             | 2047-03-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     6200000 | PA      | $5370835.06    | 0.02%             | 2027-11-22      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 784188                      | CUSIP: 3622A2UM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5260007 | PA      | $5106873.80    | 0.02%             | 2044-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4004                      | CUSIP: 36179SNV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      459867 | PA      | $430036.79     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_22-2                     | HAROT 2022-2 A4                | CUSIP: 43815PAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1220000 | PA      | $1178403.86    | 0.00%             | 2028-12-18      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q34714                      | CUSIP: 3132QRGY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       90665 | PA      | $82352.29      | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q47042                      | CUSIP: 3132WLZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2076758 | PA      | $1991317.37    | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                     | CITIGROUP INC                  | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3310000 | PA      | $3068249.71    | 0.01%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                    | MASTERCARD INC                 | CUSIP: 57636QAN4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    14133000 | PA      | $13391929.22   | 0.04%             | 2025-03-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CE1785                      | CUSIP: 3617VP6W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      481972 | PA      | $429913.34     | 0.00%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q39218                      | CUSIP: 3132QWG45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2047618 | PA      | $1882425.13    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC VFET_20-1                           | VFET 2020-1A A4                | CUSIP: 92888EAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2300000 | PA      | $2165364.21    | 0.01%             | 2028-03-15      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-C                      | WOART 2021-C A3                | CUSIP: 98164CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13980000 | PA      | $13366589.75   | 0.04%             | 2026-08-17      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                 | STATE STREET CRP               | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    11280000 | PA      | $9920516.80    | 0.03%             | 2031-03-30      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CREDIT CARD TRUST BACCT_22-A1                     | BACCT 2022-A1 A1               | CUSIP: 05522RDE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17100000 | PA      | $16625392.92   | 0.05%             | 2027-11-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                              | WESTPAC BANKING                | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    11300000 | PA      | $9622852.76    | 0.03%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q38356                      | CUSIP: 3132QVJA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      938939 | PA      | $907102.77     | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM9505                      | CUSIP: 3140XDR32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    64911191 | PA      | $55701441.96   | 0.18%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 5205                        | CUSIP: 36202FYA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31105 | PA      | $31635.33      | 0.00%             | 2041-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD7521                      | CUSIP: 3132DVLA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   118383664 | PA      | $102427085.29  | 0.32%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BC1171                      | CUSIP: 3140EVJR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      345624 | PA      | $321876.43     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2021-3                                        | RCKT 2021-3 A1                 | CUSIP: 74938DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20364468 | PA      | $16221571.57   | 0.05%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QD3487                      | CUSIP: 3133B02U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15805895 | PA      | $13600043.31   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                    | BANK 2017-BNK6 AS              | CUSIP: 060352AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      440000 | PA      | $394816.44     | 0.00%             | 2060-07-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 702044                      | CUSIP: 36296U5D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15841 | PA      | $15948.67      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST NALT_20-B                                 | NALT 2020-B A4                 | CUSIP: 65480EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3420000 | PA      | $3406218.43    | 0.01%             | 2026-01-15      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    10050000 | PA      | $9643003.84    | 0.03%             | 2026-09-12      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZT1682                      | CUSIP: 3132AD2P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4370238 | PA      | $3922245.12    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 784329                      | CUSIP: 3622A2Y22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3963012 | PA      | $3591118.26    | 0.01%             | 2043-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786205                      | CUSIP: 3622ABYA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    23660072 | PA      | $21813152.87   | 0.07%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q01855                      | CUSIP: 3132GFBY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      489717 | PA      | $504577.79     | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-A                        | SOFI 2017-A A2B                | CUSIP: 83404FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        3220 | PA      | $3187.85       | 0.00%             | 2040-03-26      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AC9802                      | CUSIP: 31417W3L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       81450 | PA      | $82278.67      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 698399                      | CUSIP: 36296Q3G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9689 | PA      | $9754.72       | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan Inc                                     | DEV BANK JAPAN                 | CUSIP: N/A<br>LEI: 5493001HGBABMWFZUI25       | Long             | DBT              | NUSS              | JP        |     8500000 | PA      | $8055792.55    | 0.03%             | 2025-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS3776                      | CUSIP: 3138WDFS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2156451 | PA      | $2067548.48    | 0.01%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                           | SIMON PROP GP LP               | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $2758587.22    | 0.01%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                    | MASTERCARD INC                 | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     5850000 | PA      | $4714719.22    | 0.01%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    17816000 | PA      | $14965560.08   | 0.05%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2303                      | CUSIP: 36179QRY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2120128 | PA      | $1989307.95    | 0.01%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                              | COLGATE-PALM CO                | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    22460000 | PA      | $20321633.49   | 0.06%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Prudential PLC                                                    | PRUDENTIAL PLC                 | CUSIP: 74435KAA3<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | DBT              | CORP              | GB        |     3500000 | PA      | $3046585.47    | 0.01%             | 2030-04-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CK9541                      | CUSIP: 3617Y5S67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5731341 | PA      | $5587046.87    | 0.02%             | 2050-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                               | CHILE                          | CUSIP: 168863DX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |     7507000 | PA      | $6909230.43    | 0.02%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM3227                      | CUSIP: 3617YNSQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1058416 | PA      | $943693.75     | 0.00%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5330                      | CUSIP: 36179T4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1744505 | PA      | $1685959.48    | 0.01%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA6388                      | CUSIP: 3140QEC26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9632256 | PA      | $7949248.66    | 0.03%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL8487                      | CUSIP: 3617YGNC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7541859 | PA      | $6932531.95    | 0.02%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM8240                      | CUSIP: 3617YUEM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1202501 | PA      | $1071200.00    | 0.00%             | 2048-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 745243                      | CUSIP: 3620C05C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      379037 | PA      | $369220.24     | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK20                                                   | BANK 2019-BN20 A3              | CUSIP: 06540AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7180000 | PA      | $6264634.72    | 0.02%             | 2062-09-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 711594                      | CUSIP: 36297GRP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16304 | PA      | $16812.85      | 0.00%             | 2041-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G60707                      | CUSIP: 31335AYC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33196027 | PA      | $29672889.73   | 0.09%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CO3415                      | CUSIP: 3617FEYL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12727561 | PA      | $11807497.33   | 0.04%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 701895                      | CUSIP: 36296UXY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22696 | PA      | $22295.89      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 771561                      | CUSIP: 36176N5W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       87747 | PA      | $83977.72      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CJ2375                      | CUSIP: 3617XJT83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1109295 | PA      | $955891.14     | 0.00%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                           | JOHN DEERE CAP                 | CUSIP: 24422ETT6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4456883.93    | 0.01%             | 2024-06-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG J26553                      | CUSIP: 31307FH61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5569 | PA      | $5157.00       | 0.00%             | 2028-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BQ7636                      | CUSIP: 3617LSPV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      328400 | PA      | $297887.27     | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                         | APPLE INC                      | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    11255000 | PA      | $10510178.65   | 0.03%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08877                      | CUSIP: 3128MJ6P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5598728 | PA      | $5328548.89    | 0.02%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                          | PRECISION CAST                 | CUSIP: 740189AG0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    10440000 | PA      | $10432629.67   | 0.03%             | 2023-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN2066                      | CUSIP: 3617F0JK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1466799 | PA      | $1306489.29    | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM6043                      | CUSIP: 3140X9WD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4820560 | PA      | $4480336.68    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CJ4257                      | CUSIP: 3617XLWS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2334945 | PA      | $2080549.69    | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                              | ROYAL BK CANADA                | CUSIP: 78016EZZ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     6500000 | PA      | $5712830.37    | 0.02%             | 2026-11-02      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                     | UBS AG LONDON                  | CUSIP: 902674YB0<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    15000000 | PA      | $14220561.15   | 0.05%             | 2024-02-09      | Fixed         | 0.45%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB4133                      | CUSIP: 3140QPSX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23724298 | PA      | $22907034.33   | 0.07%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS8320                      | CUSIP: 3138WJG69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      166701 | PA      | $149752.04     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 785378                      | CUSIP: 3622AA2K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    25604647 | PA      | $22333824.86   | 0.07%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM8551                      | CUSIP: 3617YUQC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1269712 | PA      | $1165009.39    | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS1653                      | CUSIP: 3140XGZT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    75449223 | PA      | $69808805.14   | 0.22%             | 2036-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II  LLC CFII_20-1                              | CFII 2020-1A A1                | CUSIP: 165183CJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3893580 | PA      | $3857402.61    | 0.01%             | 2032-08-16      | Fixed         | 0.87%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM3376                      | CUSIP: 3617YNXD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1585214 | PA      | $1503055.36    | 0.00%             | 2050-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL5247                      | CUSIP: 36184BZL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      382503 | PA      | $355061.50     | 0.00%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                               | AMERICAN EXPRESS               | CUSIP: 025816BW8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    35905000 | PA      | $35638155.84   | 0.11%             | 2023-08-03      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 768143                      | CUSIP: 36176KEQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14761 | PA      | $14380.68      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL2917                      | CUSIP: 3617YAG28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      794017 | PA      | $728675.24     | 0.00%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM9428                      | CUSIP: 3140XDPN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7347901 | PA      | $7109309.94    | 0.02%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN6639                      | CUSIP: 3617F6LU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2290037 | PA      | $2126087.62    | 0.01%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08669                      | CUSIP: 3128MJW71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      226733 | PA      | $218228.24     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CI0107                      | CUSIP: 3617X4DL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1075353 | PA      | $936023.56     | 0.00%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AB4987                      | CUSIP: 31417BRH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      792022 | PA      | $768079.91     | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                        | INTEL CORP                     | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    14155000 | PA      | $12141471.92   | 0.04%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM2485                      | CUSIP: 3140X5XP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    53826354 | PA      | $55724804.29   | 0.18%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                          | US BANK NA OHIO                | CUSIP: 90331HMS9<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $3758145.57    | 0.01%             | 2025-01-27      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AP4904                      | CUSIP: 36188SNV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      539574 | PA      | $507783.47     | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AQ0562                      | CUSIP: 36189MTT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14356 | PA      | $13612.78      | 0.00%             | 2046-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                     | CITIGROUP INC                  | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $4907702.22    | 0.02%             | 2026-01-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BK1993                      | CUSIP: 3140HFGB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       58165 | PA      | $57036.52      | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                            | BP CAPITAL PLC                 | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    13162000 | PA      | $12368865.25   | 0.04%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BH9277                      | CUSIP: 3140GYJX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13744908 | PA      | $12739697.70   | 0.04%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_22-3           | AMXCA 2022-3 A                 | CUSIP: 02582JJV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    54080000 | PA      | $52816069.28   | 0.17%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Korea East-West Power Co Ltd                                      | KOREA E-W POWER                | CUSIP: 5006EPAK7<br>LEI: 549300VDRGYGX9NBTB52 | Long             | DBT              | CORP              | KR        |    15000000 | PA      | $13795593.15   | 0.04%             | 2025-05-06      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q50790                      | CUSIP: 3132XS2Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10370946 | PA      | $9637321.88    | 0.03%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                           | TEMASEK FINL I                 | CUSIP: 87973PAC8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |     2000000 | PA      | $1997719.14    | 0.01%             | 2023-01-23      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG V81296                      | CUSIP: 3132L6NM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       86865 | PA      | $82914.00      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD8216                      | CUSIP: 3132DWDV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16558492 | PA      | $12721604.93   | 0.04%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                             | GENERAL DYNAMICS               | CUSIP: 369550BG2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     3754000 | PA      | $3656955.23    | 0.01%             | 2025-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   150000000 | PA      | $133617180.00  | 0.42%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822AJ3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     1807000 | PA      | $1652941.65    | 0.01%             | 2026-09-13      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS8282                      | CUSIP: 3138WJFY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      234040 | PA      | $217987.62     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                    | S&P GLOBAL INC                 | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    12820000 | PA      | $10938172.33   | 0.03%             | 2032-03-01      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| BlackRock Inc                                                     | BLACKROCK INC                  | CUSIP: 09247XAP6<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3464610.04    | 0.01%             | 2029-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G06602                      | CUSIP: 3128M8U36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      435509 | PA      | $433261.33     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AE1000                      | CUSIP: 31419BDE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11925 | PA      | $12022.43      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCL 2.5 1/23                  | CUSIP: 01F022618<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -224700000 | PA      | $-190819464.36 | -0.60%            | 2023-01-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL0160                      | CUSIP: 3138EGFA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      402834 | PA      | $398686.83     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_22-2                                | CARMX 2022-2 A4                | CUSIP: 14317HAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9600000 | PA      | $9233630.40    | 0.03%             | 2027-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCL 5.5 1/23                  | CUSIP: 01F052615<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -250500000 | PA      | $-251321940.60 | -0.80%            | 2023-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   262240000 | PA      | $252733800.00  | 0.80%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AI4815                      | CUSIP: 3138AJK50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1839 | PA      | $1822.25       | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    37465000 | PA      | $35220845.00   | 0.11%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL9337                      | CUSIP: 36184HLS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60582 | PA      | $54612.27      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS6181                      | CUSIP: 3138WF2P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       53965 | PA      | $48630.81      | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AV8738                      | CUSIP: 3138XLV82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14062 | PA      | $14407.91      | 0.00%             | 2044-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BM4121                      | CUSIP: 3140J8SK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1447679 | PA      | $1300517.08    | 0.00%             | 2048-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CB7840                      | CUSIP: 3617UTV99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1122044 | PA      | $1009550.46    | 0.00%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q51190                      | CUSIP: 3132XTKC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2179922 | PA      | $2060879.86    | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08410                      | CUSIP: 3128MJN48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10713 | PA      | $10610.38      | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BU3242                      | CUSIP: 3140M4S82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4479433 | PA      | $3699258.45    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QU7369                      | CUSIP: 3133JLFJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2574840 | PA      | $2324414.53    | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 778421                      | CUSIP: 36176WSJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      136200 | PA      | $130347.72     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 783449                      | CUSIP: 36241LZN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12960 | PA      | $13341.24      | 0.00%             | 2041-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA1275                      | CUSIP: 31418AMZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2682806 | PA      | $2454288.97    | 0.01%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS4793                      | CUSIP: 3138WEKF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1051368 | PA      | $987287.46     | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q62935                      | CUSIP: 3132VPHM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      716363 | PA      | $684764.71     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CI1248                      | CUSIP: 3617X5L57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5439500 | PA      | $4738244.39    | 0.02%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3245                      | CUSIP: 36179RTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      301467 | PA      | $293240.52     | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-1                        | HERTZ 2022-1A A                | CUSIP: 42806MAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7800000 | PA      | $7186480.86    | 0.02%             | 2026-06-25      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-C7                       | CGCMT 2019-C7 A4               | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15500000 | PA      | $13325836.70   | 0.04%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G16177                      | CUSIP: 3128MFCN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      338651 | PA      | $309325.89     | 0.00%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BD0166                      | CUSIP: 3140F7FG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       64622 | PA      | $55774.09      | 0.00%             | 2046-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2SF 3.5 12/22                 | CUSIP: 21H0326C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1000000 | PA      | $918273.29     | 0.00%             | 2052-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25       | MSBAM 2015-C25 A4              | CUSIP: 61765TAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2373428.50    | 0.01%             | 2048-10-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                             | BB&T CORPORATION               | CUSIP: 05531FBH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    56382000 | PA      | $54138913.17   | 0.17%             | 2024-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB3291                      | CUSIP: 3140QNUR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2277727 | PA      | $1871643.51    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   381400000 | PA      | $341055050.32  | 1.08%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM9003                      | CUSIP: 3140XDAD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13450133 | PA      | $11490608.73   | 0.04%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                          | JAPAN BANK COOP                | CUSIP: 471048BY3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    20000000 | PA      | $19346399.40   | 0.06%             | 2024-05-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BK8399                      | CUSIP: 3617J9KL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2097933 | PA      | $2045427.33    | 0.01%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL7051                      | CUSIP: 3617YEZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1439587 | PA      | $1283951.34    | 0.00%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB3097                      | CUSIP: 3140QNNP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13694408 | PA      | $11733793.23   | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5931                      | CUSIP: 36179USU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1823545 | PA      | $1749280.27    | 0.01%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08659                      | CUSIP: 3128MJWV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      178515 | PA      | $166674.54     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                               | AMERICAN EXPRESS               | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    15400000 | PA      | $14024117.18   | 0.04%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM2476                      | CUSIP: 3617YMXD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10833312 | PA      | $9937523.70    | 0.03%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                            | COMMONWEALTH EDI               | CUSIP: 202795JW1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2626783.53    | 0.01%             | 2032-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                   | DTE ELECTRIC CO                | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5059040.70    | 0.02%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 737269                      | CUSIP: 3620ARCE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3392 | PA      | $3292.20       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CCC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   100000000 | PA      | $94125000.00   | 0.30%             | 2024-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CI7163                      | CUSIP: 3617XB5Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1016140 | PA      | $886477.03     | 0.00%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL3288                      | CUSIP: 3617YAUM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      840792 | PA      | $724539.51     | 0.00%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 743106                      | CUSIP: 3620AXR34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19543 | PA      | $19886.06      | 0.00%             | 2040-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 785392                      | CUSIP: 3622AA2Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6530968 | PA      | $5607589.35    | 0.02%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BC9083                      | CUSIP: 3140F5CV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      150623 | PA      | $135305.59     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8748056.10    | 0.03%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                  | EXXON MOBIL CORP               | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    26140000 | PA      | $25198058.95   | 0.08%             | 2025-03-19      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                              | PETRONAS CAP LTD               | CUSIP: BH7872303<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     6750000 | PA      | $6154251.75    | 0.02%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AU3985                      | CUSIP: 3138X3NB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      848240 | PA      | $766597.17     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CO7375                      | CUSIP: 3617FKFQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7108039 | PA      | $6532529.77    | 0.02%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                              | ENTERGY ARKANSAS               | CUSIP: 29364DAU4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    10288000 | PA      | $9890175.90    | 0.03%             | 2026-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CK3650                      | CUSIP: 3617XYBT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2473853 | PA      | $2153326.92    | 0.01%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-6                                   | JPMMT 2021-6 A3                | CUSIP: 46653PAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13922276 | PA      | $11107365.44   | 0.04%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCI 2 1/23                    | CUSIP: 01F020414<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31000000 | PA      | $27638437.50   | 0.09%             | 2023-01-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3412                      | CUSIP: 31418CYJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3081024 | PA      | $2846425.59    | 0.01%             | 2038-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                              | IBM CORP                       | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    46875000 | PA      | $44618002.03   | 0.14%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QF1879                      | CUSIP: 3133BPCQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1287843 | PA      | $1309078.00    | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                      | BBCMS 2020-C6 A4               | CUSIP: 05492TBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2515000 | PA      | $2137619.72    | 0.01%             | 2053-02-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08587                      | CUSIP: 3128MJUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      112506 | PA      | $110459.43     | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 723069                      | CUSIP: 3620A9JN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       73756 | PA      | $75066.57      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 438590                      | CUSIP: 36207QF77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      122682 | PA      | $119741.13     | 0.00%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 733795                      | CUSIP: 3620AMGC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25035 | PA      | $25202.53      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Korea East-West Power Co Ltd                                      | KOREA E-W POWER                | CUSIP: 5006EPAL5<br>LEI: 549300VDRGYGX9NBTB52 | Long             | DBT              | CORP              | KR        |    11435000 | PA      | $10934365.07   | 0.03%             | 2025-05-06      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CK9744                      | CUSIP: 3617Y5ZH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1080849 | PA      | $962812.46     | 0.00%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AD8057                      | CUSIP: 31418V5T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      100879 | PA      | $101905.79     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BD1424                      | CUSIP: 3140F8SN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      110488 | PA      | $95339.79      | 0.00%             | 2046-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_21-2                                | CARMX 2021-2 A3                | CUSIP: 14314QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13369739 | PA      | $12868656.16   | 0.04%             | 2026-02-17      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q50034                      | CUSIP: 3132XSBC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1116968 | PA      | $1069650.24    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CG8117                      | CUSIP: 3617WNAS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2293578 | PA      | $2063609.06    | 0.01%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q51526                      | CUSIP: 3132XTVU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5507424 | PA      | $5411676.82    | 0.02%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q50554                      | CUSIP: 3132XSTL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26710410 | PA      | $24793804.61   | 0.08%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB2606                      | CUSIP: 3140QM3Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   198532217 | PA      | $162150314.68  | 0.51%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 737274                      | CUSIP: 3620ARCK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65826 | PA      | $66775.37      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US 5YR NOTE (CBT) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       18522 | NC      | $-4331354.84   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CSX Transportation Inc                                            | CSX TRANS                      | CUSIP: 126410LM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85508 | PA      | $85465.40      | 0.00%             | 2023-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                       | WISCONSIN ELECTR               | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7369514.85    | 0.02%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AP6307                      | CUSIP: 36189EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2433696 | PA      | $2250341.16    | 0.01%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                               | SUMITOMO MITSUI                | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     4040000 | PA      | $3748924.75    | 0.01%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA6082                      | CUSIP: 36179UXK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      281791 | PA      | $264034.70     | 0.00%             | 2049-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G61372                      | CUSIP: 31335BQZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1452682 | PA      | $1346103.49    | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3416                      | CUSIP: 31418CYN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17058232 | PA      | $16740320.73   | 0.05%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 717166                      | CUSIP: 3620A2W36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       54754 | PA      | $55122.12      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   591690000 | PA      | $595388062.50  | 1.89%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                        | PACIFICORP                     | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    27904000 | PA      | $25711168.62   | 0.08%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08583                      | CUSIP: 3128MJUH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46208 | PA      | $45368.44      | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG V82821                      | CUSIP: 3132L8D20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      260826 | PA      | $250997.95     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG V60715                      | CUSIP: 3132KEYL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       87492 | PA      | $80163.62      | 0.00%             | 2029-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     9128000 | PA      | $9071674.12    | 0.03%             | 2024-01-25      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                           | AEP TRANSMISSION               | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     8040000 | PA      | $7539226.11    | 0.02%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AM2510                      | CUSIP: 36184MYF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       98192 | PA      | $92357.59      | 0.00%             | 2045-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C48                    | WFCM 2018-C48 ASB              | CUSIP: 95001RAV1<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |      980000 | PA      | $946750.85     | 0.00%             | 2052-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC MMAF_20-B                              | MMAF 2020-BA A5                | CUSIP: 60700KAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4800000 | PA      | $4350653.28    | 0.01%             | 2042-04-14      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                           | BANK NOVA SCOTIA               | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    23000000 | PA      | $22164563.41   | 0.07%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q03650                      | CUSIP: 3132GJWK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6749742 | PA      | $6697640.54    | 0.02%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA8266                      | CUSIP: 3133KQFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41166561 | PA      | $41499034.04   | 0.13%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_18-C                         | SMB 2018-C A2A                 | CUSIP: 78449QAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      686933 | PA      | $642100.66     | 0.00%             | 2035-11-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5528                      | CUSIP: 36179UD90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      103975 | PA      | $100485.67     | 0.00%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 784189                      | CUSIP: 3622A2UN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12807628 | PA      | $11952557.62   | 0.04%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                       | AMERICAN HONDA F               | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $22718981.00   | 0.07%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                        | MIZUHO FINANCIAL               | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     4000000 | PA      | $3339272.28    | 0.01%             | 2030-09-13      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1224                      | CUSIP: 36179NLD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      933242 | PA      | $875636.89     | 0.00%             | 2043-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                   | DANSKE BANK A/S                | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     2846000 | PA      | $2434207.91    | 0.01%             | 2027-09-10      | Variable      | 1.55%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AG7248                      | CUSIP: 36182CBR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14789 | PA      | $14074.20      | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 635097                      | CUSIP: 36291QRS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      678272 | PA      | $614658.53     | 0.00%             | 2046-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                       | CGCMT 2017-P8 A3               | CUSIP: 17326DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4560000 | PA      | $4141918.22    | 0.01%             | 2050-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM2563                      | CUSIP: 3617YMZ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2034376 | PA      | $1865959.80    | 0.01%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08752                      | CUSIP: 3128MJZS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34400 | PA      | $32939.17      | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                          | SVENSKA HNDLSBKN               | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     5400000 | PA      | $4731254.77    | 0.01%             | 2027-06-11      | Variable      | 1.42%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL7620                      | CUSIP: 3138EQPE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2366520 | PA      | $2161333.41    | 0.01%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZM0192                      | CUSIP: 3131XTF96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1708937 | PA      | $1555979.46    | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM2604                      | CUSIP: 3617YM3M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3239822 | PA      | $2974145.58    | 0.01%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                             | BERMUDA-GOVT OF                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BM        |    11758000 | PA      | $11301104.11   | 0.04%             | 2027-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AB2274                      | CUSIP: 31416XQ45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1143661 | PA      | $1133615.65    | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                    | VIRGINIA EL&PWR                | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9344689.10    | 0.03%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AI8715                      | CUSIP: 3138ANVH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       51034 | PA      | $50560.85      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                              | ROYAL BK CANADA                | CUSIP: 78016EZ59<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    10400000 | PA      | $10069881.64   | 0.03%             | 2025-04-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BE4533                      | CUSIP: 3140FQBB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      175472 | PA      | $157602.66     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3198                      | CUSIP: 31418CRU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      122264 | PA      | $111316.59     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                  | BANK OF MONTREAL               | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    12000000 | PA      | $11878939.92   | 0.04%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL1812                      | CUSIP: 3617Y9AM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      922939 | PA      | $817334.57     | 0.00%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US 10yr Ultra Fut Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -3246 | NC      | $9108071.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                    | AMAZON.COM INC                 | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7338224.08    | 0.02%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TRAFIGURA SECURITISATION FINANCE PLC TRFIG_21-1                   | TRFIG 2021-1A A2               | CUSIP: 892725AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    11570000 | PA      | $10575168.59   | 0.03%             | 2025-01-15      | Fixed         | 1.08%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                         | TORONTO DOM BANK               | CUSIP: 89114QCH9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    43550000 | PA      | $39691876.76   | 0.13%             | 2025-06-12      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q56632                      | CUSIP: 3132Y0LN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4066485 | PA      | $3899706.81    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $970870.33     | 0.00%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST SRT_22-B                        | SRT 2022-B A3                  | CUSIP: 80287UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    22080000 | PA      | $21455065.34   | 0.07%             | 2025-11-20      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BR2445                      | CUSIP: 3617LYWE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      227934 | PA      | $213247.74     | 0.00%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BH1753                      | CUSIP: 3140GP5P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2534911 | PA      | $2427933.26    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4778                      | CUSIP: 36179TJX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    73253967 | PA      | $68404869.56   | 0.22%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q34124                      | CUSIP: 3132QQSN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1330958 | PA      | $1261593.37    | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                         | TORONTO DOM BANK               | CUSIP: 89114QCG1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    20384000 | PA      | $20011994.45   | 0.06%             | 2023-06-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                        | US BANCORP                     | CUSIP: 902973BB1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    15108000 | PA      | $15598725.04   | 0.05%             | 2024-06-07      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 785283                      | CUSIP: 3622AAXL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      885996 | PA      | $755927.87     | 0.00%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL6023                      | CUSIP: 3617YDVQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8717511 | PA      | $7768649.32    | 0.02%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29       | MSBAM 2016-C29 A4              | CUSIP: 61766EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2055000 | PA      | $1908994.31    | 0.01%             | 2049-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCL 3 1/23                    | CUSIP: 01F030611<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -559500000 | PA      | $-492010312.50 | -1.56%            | 2023-01-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS6528                      | CUSIP: 3138WGHE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       68166 | PA      | $65612.36      | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15       | MSBAM 2014-C15 A4              | CUSIP: 61763KBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2800000 | PA      | $2744645.68    | 0.01%             | 2047-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-3     | GMCAR 2021-3 A4                | CUSIP: 380140AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10650000 | PA      | $9639913.53    | 0.03%             | 2027-08-16      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 697957                      | CUSIP: 36296QME6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25932 | PA      | $26107.28      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE12 Mortgage Trust                                   | COMM 2013-CR12 A3              | CUSIP: 12591KAD7<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |      339599 | PA      | $335587.43     | 0.00%             | 2046-10-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AI3661                      | CUSIP: 3138AHB70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17319 | PA      | $17081.62      | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZA7078                      | CUSIP: 31329Q2K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      373636 | PA      | $347666.05     | 0.00%             | 2039-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST TESLA_20-A                                 | TESLA 2020-A A3                | CUSIP: 88167HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      215945 | PA      | $215232.43     | 0.00%             | 2023-12-20      | Fixed         | 0.68%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                              | ROYAL BK CANADA                | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    17540000 | PA      | $15612088.27   | 0.05%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08767                      | CUSIP: 3128MJZ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      354988 | PA      | $339911.52     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                               | KIMBERLY-CLARK                 | CUSIP: 494368BQ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     6906000 | PA      | $6601333.73    | 0.02%             | 2025-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1448                      | CUSIP: 36179NTD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2161097 | PA      | $2027634.32    | 0.01%             | 2043-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA0392                      | CUSIP: 36179MNH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1115232 | PA      | $1046344.88    | 0.00%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AZ7347                      | CUSIP: 3140E0EV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2671610 | PA      | $2407786.79    | 0.01%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4718                      | CUSIP: 36179TG33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    42526099 | PA      | $38657453.40   | 0.12%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CDH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    49500000 | PA      | $46205156.25   | 0.15%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_21-B                       | HDMOT 2021-B A3                | CUSIP: 41285AAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16125280 | PA      | $15557994.18   | 0.05%             | 2026-11-16      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                   | PHILIP MORRIS IN               | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    26265000 | PA      | $26749578.74   | 0.08%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786149                      | CUSIP: 3622ABWJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    83901711 | PA      | $74375535.85   | 0.24%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                       | GOLDMAN SACHS GP               | CUSIP: 38141GZP2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2437867.08    | 0.01%             | 2024-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CP0124                      | CUSIP: 3617FPD52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1515274 | PA      | $1438356.01    | 0.00%             | 2049-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4901                      | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      235376 | PA      | $227147.38     | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST JDOT_20-B                                  | JDOT 2020-B A3                 | CUSIP: 47787NAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3477552 | PA      | $3423587.91    | 0.01%             | 2024-11-15      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AE0481                      | CUSIP: 31419ARB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13347 | PA      | $13751.97      | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS0837                      | CUSIP: 3138W94X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34889 | PA      | $34993.05      | 0.00%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4587                      | CUSIP: 36179TCY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3661539 | PA      | $3533558.19    | 0.01%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AJ9940                      | CUSIP: 36183GBH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37014 | PA      | $34622.11      | 0.00%             | 2044-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                        | PFIZER INC                     | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $12247269.97   | 0.04%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                             | UNILEVER CAPITAL               | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    21050000 | PA      | $17790668.52   | 0.06%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM1478                      | CUSIP: 3617YLUB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1004499 | PA      | $896266.38     | 0.00%             | 2048-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CJ2623                      | CUSIP: 3617XJ4G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3024793 | PA      | $2870666.88    | 0.01%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2753                      | CUSIP: 36179RBW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       86147 | PA      | $78791.18      | 0.00%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                           | BRISTOL-MYERS                  | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    27490000 | PA      | $25523737.06   | 0.08%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AE5471                      | CUSIP: 31419GCH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7632 | PA      | $7558.63       | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CP0146                      | CUSIP: 3617FPET9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1589838 | PA      | $1509136.97    | 0.00%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 5326                        | CUSIP: 36202F4K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      130506 | PA      | $121796.33     | 0.00%             | 2027-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS0363                      | CUSIP: 3140XFMM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    84859658 | PA      | $72874266.68   | 0.23%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AM9060                      | CUSIP: 36185CB52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2374983 | PA      | $2201379.12    | 0.01%             | 2045-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CO9446                      | CUSIP: 3617FMP72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5169812 | PA      | $4732065.37    | 0.01%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 784415                      | CUSIP: 3622A23Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15974997 | PA      | $14965030.19   | 0.05%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AO7210                      | CUSIP: 3138LYAL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      528289 | PA      | $524193.57     | 0.00%             | 2032-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AB5622                      | CUSIP: 31417CG82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      975787 | PA      | $934389.29     | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AI8223                      | CUSIP: 3138AND59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      503728 | PA      | $499100.94     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZL9478                      | CUSIP: 3131XRQ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3854326 | PA      | $3597666.09    | 0.01%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3214                      | CUSIP: 31418CSC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10257824 | PA      | $9296128.09    | 0.03%             | 2037-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG C91908                      | CUSIP: 3128P8DM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      771066 | PA      | $706083.67     | 0.00%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                               | SUMITOMO MITSUI                | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    14962000 | PA      | $13703605.43   | 0.04%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                         | TORONTO DOM BANK               | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1250000 | PA      | $1151018.83    | 0.00%             | 2031-09-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q50123                      | CUSIP: 3132XSD56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      966732 | PA      | $925702.50     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA0070                      | CUSIP: 3140Q7CG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4482980 | PA      | $4079124.43    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A90393                      | CUSIP: 312938NJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1403581 | PA      | $1480397.00    | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 723344                      | CUSIP: 3620A9S93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      217412 | PA      | $211799.77     | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08542                      | CUSIP: 3128MJS84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1313011 | PA      | $1266929.13    | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                  | WELLS FARGO CO                 | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $11124933.60   | 0.04%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AU6657                      | CUSIP: 3138X6MF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      203464 | PA      | $196356.44     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                         | APPLE INC                      | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    31570000 | PA      | $26803466.69   | 0.08%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL8488                      | CUSIP: 3617YGND3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6051660 | PA      | $5553103.77    | 0.02%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                   | PHILIP MORRIS IN               | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1802602.98    | 0.01%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL1797                      | CUSIP: 3617Y87J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8358469 | PA      | $7324750.57    | 0.02%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AA1072                      | CUSIP: 31416JFN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7147 | PA      | $7294.02       | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822BD5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     4500000 | PA      | $4400368.47    | 0.01%             | 2024-03-07      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08672                      | CUSIP: 3128MJXA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      154679 | PA      | $148873.91     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                              | ROYAL BK CANADA                | CUSIP: 78016EZT7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    18870000 | PA      | $16623749.73   | 0.05%             | 2026-07-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10125000 | PA      | $9550166.59    | 0.03%             | 2025-02-16      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 635058                      | CUSIP: 36291QQK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3307625 | PA      | $3031546.20    | 0.01%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                           | DUKE ENERGY FLA                | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    10765000 | PA      | $10221677.64   | 0.03%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-1     | GMCAR 2021-1 A4                | CUSIP: 36261LAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5840000 | PA      | $5390217.22    | 0.02%             | 2027-05-17      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786184                      | CUSIP: 3622ABXM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17605123 | PA      | $15707186.96   | 0.05%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A93459                      | CUSIP: 312941ZY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      286824 | PA      | $284079.17     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BD0094                      | CUSIP: 3140F7C80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      445226 | PA      | $384211.97     | 0.00%             | 2046-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** VANGUARD MALVERN FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer