# EDGAR Filing Document

**Accession Number:** 0000742212
**File Stem:** 0001410368-26-016311
**Filing Date:** 2026-2
**Character Count:** 431625
**Document Hash:** 00a2a814cf8ba9ed77db0dd901f795a5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-016311.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0001410368-26-016311

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260223

**DATE AS OF CHANGE**: 20260223

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NORTHWESTERN MUTUAL SERIES FUND INC
- **CENTRAL INDEX KEY:** 0000742212

**ORGANIZATION NAME:**
- **EIN:** 391603401
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03990
- **FILM NUMBER:** 26664752

**BUSINESS ADDRESS:**
- **STREET 1:** 720 E WISCONSIN AVE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 4142992508

**MAIL ADDRESS:**
- **STREET 1:** 720 EAST WISCONSIN AVE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NORTHWESTERN MUTUAL VARIABLE LIFE SERIES FUND INC
- **DATE OF NAME CHANGE:** 19940830

## Series and Classes Contracts Data

### Select Bond Portfolio (Series ID: S000000047)

| Class ID   | Class Name            | Ticker Symbol   |
|:---|:---|:---|
| C000000082 | Select Bond Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NORTHWESTERN MUTUAL SERIES FUND INC

- **b. Investment Company Act file number:** 811-03990

- **c. CIK number of Registrant:** 0000742212

- **d. LEI of Registrant:** 549300T1UBX7MDSNZA55

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

  - **Street Address 1:** 720 E WISCONSIN AVE

  - **City:** MILWAUKEE

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 414-271-1444

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

- **a. Name of Series:** Select Bond Portfolio

- **b. EDGAR series identifier (if any):** S000000047

- **c. LEI of Series:** 03DZ35VFRGD62UKLL347

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

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

- **b. Date as of which information is reported:** 2025-12-31

**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:** $2893181223.59

**Total Liabilities:** $39786401.51

**Net Assets:** $2853394822.08

**Delayed Delivery Securities:** $14497096.70

**Cash Not Reported:** $76681543.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1608.77000000 | **1-Year:** -59032.19000000 | **5-Year:** -183247.48000000 | **10-Year:** -208444.76000000 | **30-Year:** -109217.69000000

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

- **3-Month:** -11.10000000 | **1-Year:** -192.42000000 | **5-Year:** -672.55000000 | **10-Year:** -2257.38000000 | **30-Year:** -1081.45000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000082 | 0.64%                | 0.63%                | -0.27%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3905691.93              | $3318082.21                                |
| Month 2  | $511798.49               | $8232718.18                                |
| Month 3  | $1438911.27              | $-20683966.32                              |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Bond Index

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    889000 | PA      | $699282.84    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $922860.19    | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1377000 | PA      | $916589.32    | 0.03%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    871000 | PA      | $574389.13    | 0.02%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $834352.12    | 0.03%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1609885.08   | 0.06%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1255786.45   | 0.04%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1250752.49   | 0.04%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3459000 | PA      | $3354454.63   | 0.12%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    983000 | PA      | $877489.03    | 0.03%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3412000 | PA      | $2809969.35   | 0.10%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                      | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    406000 | PA      | $399697.47    | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                      | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2346000 | PA      | $2370571.49   | 0.08%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                      | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1455862.52   | 0.05%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                      | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1828000 | PA      | $1878611.01   | 0.07%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                      | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1887000 | PA      | $1944225.77   | 0.07%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                      | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1167616.11   | 0.04%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                               | Agree LP                                                                        | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |   1446000 | PA      | $1377655.14   | 0.05%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                               | Agree LP                                                                        | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    394000 | PA      | $339820.88    | 0.01%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                               | Agree LP                                                                        | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    870000 | PA      | $875397.16    | 0.03%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                               | Agree LP                                                                        | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |   1416000 | PA      | $1482217.61   | 0.05%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                            | Aker BP ASA                                                                     | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    442000 | PA      | $401863.34    | 0.01%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                            | Aker BP ASA                                                                     | CUSIP: 00973RAQ6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   3309000 | PA      | $3232695.49   | 0.11%             | 2035-10-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                     | Alcon Finance Corp                                                              | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   2809000 | PA      | $2934380.56   | 0.10%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9200000 | PA      | $9174125.00   | 0.32%             | 2055-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11200000 | PA      | $11356605.01  | 0.40%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                            | Ally Auto Receivables Trust 2022-3                                              | CUSIP: 02008DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1172000 | PA      | $1176198.22   | 0.04%             | 2028-10-16      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                                    | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1279601.91   | 0.04%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                                    | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1256485.61   | 0.04%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                                    | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1210091.86   | 0.04%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                                    | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2813000 | PA      | $2813688.90   | 0.10%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                                    | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1025110.11   | 0.04%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                       | Altria Group Inc                                                                | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    766000 | PA      | $575691.11    | 0.02%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                                  | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1888000 | PA      | $1893777.34   | 0.07%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                                  | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1888000 | PA      | $1890058.34   | 0.07%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                                  | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2361000 | PA      | $2353275.04   | 0.08%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                                  | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3241000 | PA      | $3227893.36   | 0.11%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                                  | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1336177.10   | 0.05%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                                  | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1327924.66   | 0.05%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                    | American Express Co                                                             | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1677000 | PA      | $1741849.07   | 0.06%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                    | American Express Co                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2819019.06   | 0.10%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust           | American Express Credit Account Master Trust                                    | CUSIP: 02582JKP4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1972000 | PA      | $1994508.21   | 0.07%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust           | American Express Credit Account Master Trust                                    | CUSIP: 02582JKV1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   3698000 | PA      | $3745974.89   | 0.13%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust           | American Express Credit Account Master Trust                                    | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   2574000 | PA      | $2660266.58   | 0.09%             | 2030-09-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                  | American Homes 4 Rent LP                                                        | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |   1596000 | PA      | $1507467.44   | 0.05%             | 2032-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                  | American Homes 4 Rent LP                                                        | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    716000 | PA      | $568797.94    | 0.02%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                  | American Homes 4 Rent LP                                                        | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    649000 | PA      | $670438.61    | 0.02%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                  | American Homes 4 Rent LP                                                        | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |   1219000 | PA      | $1243392.63   | 0.04%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                               | American Transmission Systems Inc                                               | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    576000 | PA      | $518280.54    | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust 2023-2                                 | CUSIP: 03065UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1529276 | PA      | $1539405.60   | 0.05%             | 2028-05-18      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | Americredit Automobile Receivables Trust 2023-1                                 | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325516 | PA      | $326479.93    | 0.01%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                              | Amgen Inc                                                                       | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1360512.74   | 0.05%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                              | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    427000 | PA      | $418117.41    | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust 2021-6                                                 | CUSIP: 03465JAA8<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   1263180 | PA      | $1074299.14   | 0.04%             | 2066-09-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4878000 | PA      | $4828464.15   | 0.17%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                               | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    947000 | PA      | $980384.61    | 0.03%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                              | Apple Inc                                                                       | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $813929.16    | 0.03%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                              | Apple Inc                                                                       | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    674000 | PA      | $486132.95    | 0.02%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                              | Apple Inc                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1774000 | PA      | $1407174.98   | 0.05%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                              | Apple Inc                                                                       | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1418000 | PA      | $1429886.77   | 0.05%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                              | Apple Inc                                                                       | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2438000 | PA      | $2466344.16   | 0.09%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                   | Ares Management Corp                                                            | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |   1412000 | PA      | $1337438.28   | 0.05%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                 | Arizona Public Service Co                                                       | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1611000 | PA      | $1637953.79   | 0.06%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                        | AutoNation Finance Trust 2025-1                                                 | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1891000 | PA      | $1908325.53   | 0.07%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2018-C2                                                    | CUSIP: 05491UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    381673 | PA      | $381933.41    | 0.01%             | 2051-12-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2025-5C37                                                  | CUSIP: 05494NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    451000 | PA      | $461357.80    | 0.02%             | 2058-09-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Bank5                                                  | BANK5 2025-5YR19                                                                | CUSIP: 05494RBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1922000 | PA      | $1986419.87   | 0.07%             | 2058-12-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2022-C17                                                   | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    917000 | PA      | $904474.24    | 0.03%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                       | BAT Capital Corp                                                                | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    513000 | PA      | $581621.68    | 0.02%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                       | BAT Capital Corp                                                                | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1964000 | PA      | $1629190.46   | 0.06%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                       | BAT Capital Corp                                                                | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1392000 | PA      | $1435409.55   | 0.05%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2021-C12                                                   | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    721000 | PA      | $646261.86    | 0.02%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2025-5C38                                                  | CUSIP: 05556RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2709000 | PA      | $2786838.24   | 0.10%             | 2058-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO 2025-C11 Mortgage Trust                                                     | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1380000 | PA      | $1456476.01   | 0.05%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO 2025-C12 Mortgage Trust                                                     | CUSIP: 05615DAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    911000 | PA      | $975082.38    | 0.03%             | 2058-06-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2025-VOLT                                                              | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3160000 | PA      | $3161965.52   | 0.11%             | 2044-12-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                               | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1237000 | PA      | $1117224.59   | 0.04%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                               | Baltimore Gas and Electric Co                                                   | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1624000 | PA      | $1682673.38   | 0.06%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                     | Banco Santander SA                                                              | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $3003181.50   | 0.11%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                     | Banco Santander SA                                                              | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1399512.98   | 0.05%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $1093865.37   | 0.04%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                 | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2740402.42   | 0.10%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Bank                                                   | BANK 2022-BNK44                                                                 | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1073000 | PA      | $1141144.84   | 0.04%             | 2055-11-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bank                                                   | BANK 2025-BNK51                                                                 | CUSIP: 06541HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2287000 | PA      | $2353609.33   | 0.08%             | 2067-12-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Barclays Dryrock Issuance Trust                        | Barclays Dryrock Issuance Trust                                                 | CUSIP: 06742LBF9<br>LEI: 213800R4G3N2G68CHU37 | Long             | ABS-O            | CORP              | US        |   4348000 | PA      | $4355438.12   | 0.15%             | 2031-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2025-5C33                                                  | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1792000 | PA      | $1886582.66   | 0.07%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2025-C35                                                   | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    686000 | PA      | $721258.69    | 0.03%             | 2058-07-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2021-B25 Mortgage Trust                                               | CUSIP: 08163DAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910000 | PA      | $831426.51    | 0.03%             | 2054-04-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                                 | Blackstone Reg Finance Co LLC                                                   | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |   1709000 | PA      | $1708035.63   | 0.06%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                                 | Blackstone Reg Finance Co LLC                                                   | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $1006588.92   | 0.04%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1636000 | PA      | $1609160.42   | 0.06%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                          | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    978000 | PA      | $1098429.56   | 0.04%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                 | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |   1527000 | PA      | $1372524.59   | 0.05%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                 | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    668000 | PA      | $669413.47    | 0.02%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1307786.09   | 0.05%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3382000 | PA      | $3482030.50   | 0.12%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                    | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3273152.10   | 0.11%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                    | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2308000 | PA      | $2315812.90   | 0.08%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                    | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2351000 | PA      | $2357554.80   | 0.08%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                    | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3291000 | PA      | $3297328.63   | 0.12%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                    | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3057000 | PA      | $3106007.13   | 0.11%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                    | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1908000 | PA      | $1948071.74   | 0.07%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                    | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $1030713.46   | 0.04%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                               | Brookfield Asset Management Ltd                                                 | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    954000 | PA      | $975181.07    | 0.03%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                               | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   2428000 | PA      | $2445402.47   | 0.09%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                               | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AC9<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   1619000 | PA      | $1617050.24   | 0.06%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                 | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2431000 | PA      | $2469416.56   | 0.09%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Trust                      | Bunker Hill Loan Depositary Trust 2019-2                                        | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352262 | PA      | $346628.82    | 0.01%             | 2049-07-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2025-VLT7                                                              | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1737000 | PA      | $1739692.00   | 0.06%             | 2044-07-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                      | CBRE Services Inc                                                               | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   1228000 | PA      | $1267715.24   | 0.04%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                      | CBRE Services Inc                                                               | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1421798.25   | 0.05%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2019-C16 Commercial Mortgage Trust                                        | CUSIP: 12596WAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    929101 | PA      | $917063.07    | 0.03%             | 2052-06-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1927000 | PA      | $1933381.92   | 0.07%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1501000 | PA      | $1416811.40   | 0.05%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4071000 | PA      | $3588789.48   | 0.13%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                                 | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1946612.76   | 0.07%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                                 | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $2001520.80   | 0.07%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                 | Cadence Design Systems Inc                                                      | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    809000 | PA      | $813390.89    | 0.03%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                 | Cadence Design Systems Inc                                                      | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   3922000 | PA      | $3942067.97   | 0.14%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                           | CaixaBank SA                                                                    | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3123000 | PA      | $3154055.71   | 0.11%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                           | CaixaBank SA                                                                    | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3123000 | PA      | $3166090.03   | 0.11%             | 2031-07-03      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                           | CaixaBank SA                                                                    | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1880000 | PA      | $1931605.68   | 0.07%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                 | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2860000 | PA      | $2870931.98   | 0.10%             | 2028-09-08      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                 | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3062000 | PA      | $3085337.49   | 0.11%             | 2031-09-08      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                               | Capital One Financial Corp                                                      | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3627000 | PA      | $3860904.58   | 0.14%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                               | Capital One Financial Corp                                                      | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2398000 | PA      | $2385904.30   | 0.08%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                | Capital One Multi-Asset Execution Trust                                         | CUSIP: 14041NGG0<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    963000 | PA      | $963194.53    | 0.03%             | 2032-09-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust               | Capital One Prime Auto Receivables Trust 2025-1                                 | CUSIP: 14043YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1689000 | PA      | $1689786.06   | 0.06%             | 2030-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust               | Capital One Prime Auto Receivables Trust 2025-1                                 | CUSIP: 14043YAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1665000 | PA      | $1662842.66   | 0.06%             | 2031-02-18      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2025-3                                                  | CUSIP: 14290FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2628000 | PA      | $2650660.46   | 0.09%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2025-3                                                  | CUSIP: 14290FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1793000 | PA      | $1814844.66   | 0.06%             | 2031-01-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2025-2                                                  | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4491000 | PA      | $4539867.47   | 0.16%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                               | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2821000 | PA      | $2867781.55   | 0.10%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                               | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $1075553.00   | 0.04%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                               | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    914000 | PA      | $665138.97    | 0.02%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                               | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1958855.73   | 0.07%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    478000 | PA      | $339996.09    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    678000 | PA      | $437596.91    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2336000 | PA      | $1620578.44   | 0.06%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1143000 | PA      | $903936.35    | 0.03%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    486000 | PA      | $382944.81    | 0.01%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1767000 | PA      | $1762713.75   | 0.06%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1729000 | PA      | $1657744.50   | 0.06%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                 | Chase Auto Owner Trust 2022-A                                                   | CUSIP: 16144JAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1425287 | PA      | $1424855.89   | 0.05%             | 2028-03-27      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                        | Chevron USA Inc                                                                 | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1689000 | PA      | $1705319.37   | 0.06%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                  | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1202331 | PA      | $1232167.19   | 0.04%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                  | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2218440 | PA      | $2303938.93   | 0.08%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                      | Cisco Systems Inc                                                               | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1646000 | PA      | $1627427.85   | 0.06%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1070385.62   | 0.04%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                   | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2848000 | PA      | $2982968.91   | 0.10%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2424000 | PA      | $2475836.39   | 0.09%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3503000 | PA      | $3513841.01   | 0.12%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                   | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2279000 | PA      | $2300302.54   | 0.08%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                      | Citigroup Mortgage Loan Trust Inc                                               | CUSIP: 17307GQA9<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     44282 | PA      | $45099.79     | 0.00%             | 2035-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1529000 | PA      | $1541158.82   | 0.05%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                   | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3347282.66   | 0.12%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                   | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2266000 | PA      | $2256353.14   | 0.08%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                   | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3326000 | PA      | $3402331.07   | 0.12%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                              | College Avenue Student Loans LLC                                                | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    384736 | PA      | $388074.70    | 0.01%             | 2046-11-26      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                              | College Ave Student Loans 2019-A LLC                                            | CUSIP: 19421UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    762964 | PA      | $733687.10    | 0.03%             | 2048-12-28      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                              | College Ave Student Loans 2018-A LLC                                            | CUSIP: 19423DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    363781 | PA      | $359450.64    | 0.01%             | 2047-12-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2021-2 Mortgage Loan Trust                                                 | CUSIP: 19685WAA9<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   1572839 | PA      | $1335666.77   | 0.05%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2021-4 Mortgage Loan Trust                                                 | CUSIP: 19688GAA1<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   1766454 | PA      | $1514551.84   | 0.05%             | 2066-10-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                           | Comcast Corp                                                                    | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    897000 | PA      | $656123.77    | 0.02%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                           | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $563074.24    | 0.02%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                           | Comcast Corp                                                                    | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    414000 | PA      | $371882.22    | 0.01%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    471000 | PA      | $328850.11    | 0.01%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    277000 | PA      | $183928.21    | 0.01%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                    | Consumers Energy Co                                                             | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   2428000 | PA      | $2454751.44   | 0.09%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                    | Consumers Energy Co                                                             | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1794000 | PA      | $1825004.86   | 0.06%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                      | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9000000 | PA      | $9087267.51   | 0.32%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                     | Credit Agricole SA                                                              | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2385000 | PA      | $2381880.78   | 0.08%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                                    | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1856000 | PA      | $1854089.95   | 0.06%             | 2029-12-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                                    | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1722000 | PA      | $1713624.48   | 0.06%             | 2031-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                                    | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2708000 | PA      | $2684114.33   | 0.09%             | 2037-03-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                              | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1716000 | PA      | $1734687.58   | 0.06%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crowley Conro LLC                                      | Crowley Conro LLC                                                               | CUSIP: 228023AB3<br>LEI: 5493002RTOQUGXZXJJ02 | Long             | DBT              | CORP              | US        |   1098475 | PA      | $1008481.57   | 0.04%             | 2043-08-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                        | DTE Electric Co                                                                 | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1444000 | PA      | $950846.55    | 0.03%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                        | DTE Electric Co                                                                 | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    661000 | PA      | $486629.25    | 0.02%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                        | Deere & Co                                                                      | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1958000 | PA      | $2023693.74   | 0.07%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                | John Deere Capital Corp                                                         | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1849000 | PA      | $1863297.08   | 0.07%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                | John Deere Capital Corp                                                         | CUSIP: 24422EXD6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1740441.42   | 0.06%             | 2026-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                | John Deere Capital Corp                                                         | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    306000 | PA      | $314435.91    | 0.01%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                | John Deere Capital Corp                                                         | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2332000 | PA      | $2349650.09   | 0.08%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                | John Deere Capital Corp                                                         | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1642000 | PA      | $1670244.88   | 0.06%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                    | Delta Air Lines Inc                                                             | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   3772000 | PA      | $3839832.40   | 0.13%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                    | Delta Air Lines Inc                                                             | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   4243000 | PA      | $4359964.74   | 0.15%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                  | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   1783000 | PA      | $1302763.45   | 0.05%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                       | Duke Energy Corp                                                                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    767000 | PA      | $531185.43    | 0.02%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                       | Duke Energy Corp                                                                | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    944000 | PA      | $936079.73    | 0.03%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                  | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    564000 | PA      | $519171.54    | 0.02%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                  | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1536000 | PA      | $1406629.71   | 0.05%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                  | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $803940.06    | 0.03%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                  | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $1039906.86   | 0.04%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                               | Duke Energy Progress LLC                                                        | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    281000 | PA      | $214163.42    | 0.01%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                               | Duke Energy Progress LLC                                                        | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $727575.38    | 0.03%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                | Duke Energy Florida LLC                                                         | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1113905.12   | 0.04%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                | Duke Energy Florida LLC                                                         | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    639000 | PA      | $639224.21    | 0.02%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                | Duke Energy Florida LLC                                                         | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1302293.25   | 0.05%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                      | EOG Resources Inc                                                               | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   2741000 | PA      | $2751663.81   | 0.10%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS INC                                    | Eagle Materials Inc                                                             | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2370466.18   | 0.08%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                      | Eaton Capital ULC                                                               | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |   1276000 | PA      | $1289364.11   | 0.05%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                               | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |   1503000 | PA      | $1597162.95   | 0.06%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                               | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |   1432000 | PA      | $1414529.60   | 0.05%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                              | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    947000 | PA      | $840343.90    | 0.03%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3808000 | PA      | $3608654.74   | 0.13%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                              | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2366000 | PA      | $2434794.90   | 0.09%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                              | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    952000 | PA      | $915553.97    | 0.03%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                              | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2764000 | PA      | $2861090.39   | 0.10%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                   | Entergy Arkansas LLC                                                            | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   1114000 | PA      | $662133.50    | 0.02%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                   | Entergy Arkansas LLC                                                            | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1917851.18   | 0.07%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                | Entergy Mississippi LLC                                                         | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1217164.30   | 0.04%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                               | Equinix Europe 2 Financing Corp LLC                                             | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |   2016000 | PA      | $2022075.74   | 0.07%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                            | Equinor ASA                                                                     | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    807000 | PA      | $818678.35    | 0.03%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                            | Equinor ASA                                                                     | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    812000 | PA      | $833895.29    | 0.03%             | 2035-06-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                            | Equinor ASA                                                                     | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1855000 | PA      | $1845420.08   | 0.06%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                     | Essex Portfolio LP                                                              | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    824000 | PA      | $747514.09    | 0.03%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                            | Exelon Corp                                                                     | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1862000 | PA      | $1867171.59   | 0.07%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EXPORT FIN & INS CORP                                  | Export Finance & Insurance Corp                                                 | CUSIP: 30220L2B9<br>LEI: 213800XAAULSUYWPBB61 | Long             | DBT              | NUSS              | AU        |   3290000 | PA      | $3347147.30   | 0.12%             | 2027-10-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                    | FS KKR Capital Corp                                                             | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   1849000 | PA      | $1820013.65   | 0.06%             | 2030-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1687000 | PA      | $1569441.98   | 0.06%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                                              | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2581000 | PA      | $2394121.97   | 0.08%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                                              | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    805000 | PA      | $781670.25    | 0.03%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                                              | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    805000 | PA      | $767570.49    | 0.03%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                                              | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3468000 | PA      | $3475328.44   | 0.12%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                                              | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2434414.45   | 0.09%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3220000 | PA      | $3215685.23   | 0.11%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    805000 | PA      | $772615.62    | 0.03%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    811959 | PA      | $849114.19    | 0.03%             | 2048-11-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QFW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1466653 | PA      | $1491611.42   | 0.05%             | 2050-02-01      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QWH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3001290 | PA      | $2999411.20   | 0.11%             | 2053-03-01      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QWY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4487268 | PA      | $4518908.25   | 0.16%             | 2053-05-01      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288RCK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1992064 | PA      | $2007450.65   | 0.07%             | 2054-10-01      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288RDM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    917414 | PA      | $929523.62    | 0.03%             | 2054-02-01      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288RE46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2420348 | PA      | $2444287.90   | 0.09%             | 2055-01-01      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288RGB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1212897 | PA      | $1227487.12   | 0.04%             | 2055-06-01      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288RGF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1233458 | PA      | $1255402.02   | 0.04%             | 2055-08-01      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                       | Freddie Mac Strips                                                              | CUSIP: 3128HXMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2078250 | PA      | $1917568.99   | 0.07%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2688819 | PA      | $2444299.17   | 0.09%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3129882T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64458 | PA      | $64417.27     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3129882U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73942 | PA      | $73917.53     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132A5AL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1015159 | PA      | $938454.52    | 0.03%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132A5DF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3529966 | PA      | $3242332.24   | 0.11%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132A5DS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1979529 | PA      | $1812096.57   | 0.06%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132ADME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1738554 | PA      | $1613695.57   | 0.06%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132AEQT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3107115 | PA      | $2873191.56   | 0.10%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132AEUB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1796739 | PA      | $1663147.61   | 0.06%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132AEV52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1244264 | PA      | $1151004.48   | 0.04%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132AEXD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2103555 | PA      | $1830441.45   | 0.06%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132CWWX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1620068 | PA      | $1545469.84   | 0.05%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132CXVT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2535631 | PA      | $2504711.89   | 0.09%             | 2033-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DM5F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98178 | PA      | $84439.76     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DMBC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3048843 | PA      | $2779459.91   | 0.10%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DMWN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2361499 | PA      | $2039534.70   | 0.07%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DNDB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1175982 | PA      | $1011422.85   | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DNGM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5121839 | PA      | $4983982.85   | 0.17%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DNWM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1362652 | PA      | $1237686.74   | 0.04%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DPXU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4022661 | PA      | $3726072.31   | 0.13%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DSS45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    639818 | PA      | $593828.76    | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DTZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2391086 | PA      | $2164719.21   | 0.08%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DUD20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10596048 | PA      | $11126411.54  | 0.39%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DUDZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5573795 | PA      | $5863432.36   | 0.21%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DUKW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6248124 | PA      | $6627084.22   | 0.23%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DVL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5429446 | PA      | $4701948.15   | 0.16%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1089458 | PA      | $941214.30    | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1862408 | PA      | $1612711.30   | 0.06%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1278595 | PA      | $1104366.49   | 0.04%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132E0A44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9103658 | PA      | $8271095.44   | 0.29%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132E0TX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1298710 | PA      | $1178465.40   | 0.04%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3132FCH99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9436891 | PA      | $8689549.38   | 0.30%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3132FCHL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1134086 | PA      | $1048630.32   | 0.04%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3132FCKB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2825349 | PA      | $2616024.03   | 0.09%             | 2044-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                       | Freddie Mac Strips                                                              | CUSIP: 3132HT3R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    971362 | PA      | $968093.93    | 0.03%             | 2044-03-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 31339WNA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75234 | PA      | $78415.92     | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133B1BM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    760585 | PA      | $630141.77    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133B3ZD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    947106 | PA      | $771365.97    | 0.03%             | 2047-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133B5NK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    535760 | PA      | $459502.19    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133B7FK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1967229 | PA      | $1689605.82   | 0.06%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4678799 | PA      | $4051929.29   | 0.14%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133KNJJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  28480894 | PA      | $24585243.88  | 0.86%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133KYT90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5715431 | PA      | $5077005.46   | 0.18%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133KYTV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5346962 | PA      | $4756381.19   | 0.17%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133KYTW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7681897 | PA      | $6827569.92   | 0.24%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133KYUA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4818575 | PA      | $4273679.88   | 0.15%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133KYWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    898864 | PA      | $802902.96    | 0.03%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133KYWS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3294921 | PA      | $2953190.62   | 0.10%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133KYWW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1166586 | PA      | $1044871.74   | 0.04%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133USH20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2585499 | PA      | $2336835.25   | 0.08%             | 2043-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133USHW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3006532 | PA      | $2710556.68   | 0.09%             | 2046-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136A14A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1227330 | PA      | $1216612.67   | 0.04%             | 2041-11-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136A14M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    531338 | PA      | $526525.38    | 0.02%             | 2041-11-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136A2HP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1285345 | PA      | $1253343.95   | 0.04%             | 2041-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136A2SV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    565616 | PA      | $560064.44    | 0.02%             | 2041-12-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136A32U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    562124 | PA      | $557927.62    | 0.02%             | 2042-02-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136A3NR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    640779 | PA      | $636189.23    | 0.02%             | 2042-01-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136A6EJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    754501 | PA      | $748774.78    | 0.03%             | 2042-05-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136A9AN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    498659 | PA      | $493014.01    | 0.02%             | 2042-10-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ABZ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1856457 | PA      | $1716683.36   | 0.06%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AD7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    702988 | PA      | $613897.34    | 0.02%             | 2043-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AJ3U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1207547 | PA      | $1113572.34   | 0.04%             | 2044-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ALXB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    626524 | PA      | $618064.45    | 0.02%             | 2044-11-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AMUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2092394 | PA      | $1894581.25   | 0.07%             | 2045-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ANPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1151386 | PA      | $1126921.90   | 0.04%             | 2045-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136APKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1356737 | PA      | $1328548.70   | 0.05%             | 2045-07-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AQAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    888000 | PA      | $784187.92    | 0.03%             | 2045-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AQQT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1335511 | PA      | $1266024.05   | 0.04%             | 2033-08-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ARD54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3451787 | PA      | $3424643.39   | 0.12%             | 2046-04-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ARF86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1536474 | PA      | $1521702.53   | 0.05%             | 2046-04-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ARG93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1345946 | PA      | $1332738.80   | 0.05%             | 2046-04-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ARPM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    585836 | PA      | $579471.64    | 0.02%             | 2046-03-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ARQU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    773371 | PA      | $764965.25    | 0.03%             | 2046-03-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AT4D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    932678 | PA      | $925052.56    | 0.03%             | 2046-10-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AT6K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2388208 | PA      | $2365075.19   | 0.08%             | 2046-11-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ATA53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1230731 | PA      | $1220048.39   | 0.04%             | 2046-10-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ATEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5741182 | PA      | $4942843.92   | 0.17%             | 2046-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ATLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2389019 | PA      | $2250530.54   | 0.08%             | 2038-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ATTP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1020000 | PA      | $790066.09    | 0.03%             | 2046-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ATUD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1367461 | PA      | $1287488.93   | 0.05%             | 2046-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AUAS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1911702 | PA      | $1893874.18   | 0.07%             | 2046-11-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AUBK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2055649 | PA      | $2039174.76   | 0.07%             | 2046-11-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AUEC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    589677 | PA      | $583687.59    | 0.02%             | 2044-03-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AUGJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    946265 | PA      | $938375.61    | 0.03%             | 2046-11-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AUKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    910286 | PA      | $901587.48    | 0.03%             | 2046-11-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AURK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    823649 | PA      | $817616.88    | 0.03%             | 2046-12-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AUTG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1601880 | PA      | $1589687.57   | 0.06%             | 2046-12-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AV5J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1038888 | PA      | $1029509.83   | 0.04%             | 2047-04-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AVFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    911969 | PA      | $860272.52    | 0.03%             | 2046-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AVP94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3671007 | PA      | $3259717.65   | 0.11%             | 2047-04-25      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AVRD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346185 | PA      | $343304.74    | 0.01%             | 2047-03-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AVTN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    913226 | PA      | $905472.94    | 0.03%             | 2047-03-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AVWS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1137099 | PA      | $1127412.72   | 0.04%             | 2047-03-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AVWX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    814537 | PA      | $807618.38    | 0.03%             | 2047-03-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AVXA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    411849 | PA      | $408434.87    | 0.01%             | 2047-03-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AWBV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2355826 | PA      | $2334027.18   | 0.08%             | 2047-04-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AWNE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    708256 | PA      | $691179.79    | 0.02%             | 2044-12-25      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AY7F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373235 | PA      | $368267.36    | 0.01%             | 2048-01-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AYPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    818792 | PA      | $811540.97    | 0.03%             | 2047-10-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B0AG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1443956 | PA      | $1424294.70   | 0.05%             | 2047-12-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B0WX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    470682 | PA      | $464610.16    | 0.02%             | 2048-02-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B1FM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1614408 | PA      | $1552320.69   | 0.05%             | 2048-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B1Q49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1705386 | PA      | $1643407.05   | 0.06%             | 2048-06-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B22V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1265493 | PA      | $1141234.46   | 0.04%             | 2048-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B2DN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1926286 | PA      | $1904093.01   | 0.07%             | 2048-06-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B2EV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1386765 | PA      | $1259685.58   | 0.04%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B2TN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1305760 | PA      | $1261926.06   | 0.04%             | 2048-08-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B36T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    687485 | PA      | $676476.12    | 0.02%             | 2049-04-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B3QB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    939872 | PA      | $918657.45    | 0.03%             | 2048-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B4B64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1770064 | PA      | $1666815.42   | 0.06%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B4GU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    813867 | PA      | $749549.84    | 0.03%             | 2049-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B5D77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1763024 | PA      | $1729887.02   | 0.06%             | 2059-08-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B5ZS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1344690 | PA      | $1323530.49   | 0.05%             | 2049-08-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B64V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    750430 | PA      | $739775.88    | 0.03%             | 2049-11-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B8DW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    978834 | PA      | $893521.23    | 0.03%             | 2049-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BAHP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2584905 | PA      | $2475796.26   | 0.09%             | 2035-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BAUL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1040291 | PA      | $877502.20    | 0.03%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BBKP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1507056 | PA      | $1420824.02   | 0.05%             | 2040-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BHAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4516492 | PA      | $3708880.39   | 0.13%             | 2051-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BHPY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    335426 | PA      | $301584.23    | 0.01%             | 2041-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BJVY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2494075 | PA      | $2050981.21   | 0.07%             | 2051-11-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BK2Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1725316 | PA      | $1559191.75   | 0.05%             | 2049-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BKUP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    788271 | PA      | $680778.63    | 0.02%             | 2051-08-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BN2C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1013565 | PA      | $958429.42    | 0.03%             | 2052-09-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BPL41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1634361 | PA      | $1541436.86   | 0.05%             | 2049-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BPQG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2263000 | PA      | $1991786.47   | 0.07%             | 2048-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BQEE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2791744 | PA      | $2751164.15   | 0.10%             | 2050-01-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BQHF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2091424 | PA      | $2084699.71   | 0.07%             | 2040-06-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BQHM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    647152 | PA      | $634308.63    | 0.02%             | 2039-10-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BSN43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1086000 | PA      | $941531.70    | 0.03%             | 2043-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BX2G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15970129 | PA      | $15888984.99  | 0.56%             | 2054-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BXN83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4398246 | PA      | $4368994.18   | 0.15%             | 2052-09-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31374CS31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2074252 | PA      | $1910120.69   | 0.07%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137A0PE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    640762 | PA      | $636612.58    | 0.02%             | 2040-07-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137AFPQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    624876 | PA      | $620333.99    | 0.02%             | 2041-09-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137AJB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    573349 | PA      | $568292.15    | 0.02%             | 2041-11-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137AK4K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    525969 | PA      | $522440.34    | 0.02%             | 2041-12-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137AL3F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    656105 | PA      | $650595.95    | 0.02%             | 2042-01-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137AQZV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    780011 | PA      | $772288.97    | 0.03%             | 2042-06-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137ATCV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1296414 | PA      | $1233321.87   | 0.04%             | 2041-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137ATDK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    822942 | PA      | $780329.47    | 0.03%             | 2042-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137ATDS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    767570 | PA      | $757577.99    | 0.03%             | 2042-08-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137ATFL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    964190 | PA      | $909988.82    | 0.03%             | 2042-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137AUTF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    849449 | PA      | $769932.93    | 0.03%             | 2042-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137AXUG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    740408 | PA      | $715532.46    | 0.03%             | 2033-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137B0BG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    446181 | PA      | $439514.40    | 0.02%             | 2043-03-15      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137B3V70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2319378 | PA      | $2294686.33   | 0.08%             | 2043-08-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137B6N56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    344481 | PA      | $341421.55    | 0.01%             | 2043-12-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137B7EN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    741131 | PA      | $735374.04    | 0.03%             | 2035-07-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137B83K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    625685 | PA      | $616827.99    | 0.02%             | 2044-02-15      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137BGAL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156459 | PA      | $155180.48    | 0.01%             | 2034-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137BHAJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1071852 | PA      | $970566.87    | 0.03%             | 2045-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137BPJ34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3881662 | PA      | $3688833.23   | 0.13%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137BPXH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1062987 | PA      | $1054762.96   | 0.04%             | 2046-06-15      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137BRC60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8045256 | PA      | $7966841.19   | 0.28%             | 2041-06-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137BRN76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2112171 | PA      | $2092176.10   | 0.07%             | 2046-08-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137BSAQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1134856 | PA      | $1125096.66   | 0.04%             | 2046-10-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137BSVH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1269082 | PA      | $1243373.08   | 0.04%             | 2055-01-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137F8AV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1011223 | PA      | $1003446.15   | 0.04%             | 2050-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FAN95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    844156 | PA      | $833013.31    | 0.03%             | 2047-08-15      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FAXZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1172266 | PA      | $1104545.40   | 0.04%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FAY28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    890772 | PA      | $813006.12    | 0.03%             | 2047-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FCAZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1580489 | PA      | $1459209.55   | 0.05%             | 2047-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FDV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    995369 | PA      | $900608.23    | 0.03%             | 2048-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FH4G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    773780 | PA      | $757544.80    | 0.03%             | 2048-09-15      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FKLB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2138228 | PA      | $2112580.60   | 0.07%             | 2049-01-15      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FKRS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3311045 | PA      | $3205874.47   | 0.11%             | 2049-01-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FLTS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1508248 | PA      | $1407047.66   | 0.05%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FN5F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    700968 | PA      | $690197.07    | 0.02%             | 2049-08-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FPPA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1554364 | PA      | $1442685.56   | 0.05%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FQA37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1525579 | PA      | $1363713.10   | 0.05%             | 2049-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FQLS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    955589 | PA      | $914735.08    | 0.03%             | 2040-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FQS53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    892004 | PA      | $755871.28    | 0.03%             | 2047-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FR2N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    704765 | PA      | $625230.32    | 0.02%             | 2050-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FRRE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1143000 | PA      | $966639.33    | 0.03%             | 2050-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FU6C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7214731 | PA      | $7040665.92   | 0.25%             | 2050-07-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FUQ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1201566 | PA      | $1188459.68   | 0.04%             | 2050-07-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FVAY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1443432 | PA      | $1398872.17   | 0.05%             | 2050-08-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FWX39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1378492 | PA      | $1276867.28   | 0.04%             | 2050-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FYCE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1660446 | PA      | $1410806.62   | 0.05%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FYM52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2436987 | PA      | $2004529.01   | 0.07%             | 2051-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137H0SS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2130033 | PA      | $2030364.22   | 0.07%             | 2051-06-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137H0T73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1578887 | PA      | $1475157.08   | 0.05%             | 2033-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137H62L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1454228 | PA      | $1318033.20   | 0.05%             | 2049-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137H63N3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2793119 | PA      | $2585417.77   | 0.09%             | 2048-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137H6K95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2145104 | PA      | $1942791.25   | 0.07%             | 2051-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137H6SL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1463310 | PA      | $1379243.59   | 0.05%             | 2049-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137H77M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2981779 | PA      | $2893684.85   | 0.10%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137H7W33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1232128 | PA      | $1195221.11   | 0.04%             | 2039-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137HAL87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2723531 | PA      | $2731919.47   | 0.10%             | 2039-10-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137HC4W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3743962 | PA      | $3750707.01   | 0.13%             | 2054-04-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137HCHB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2229621 | PA      | $2227864.73   | 0.08%             | 2054-04-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137HCQJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1782000 | PA      | $1541778.92   | 0.05%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137HFH40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1863000 | PA      | $1628734.27   | 0.06%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137HFL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1222227 | PA      | $1207428.08   | 0.04%             | 2044-01-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137HKUP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    999214 | PA      | $953754.50    | 0.03%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137HMP20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4718621 | PA      | $4712313.86   | 0.17%             | 2055-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138ENRL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    953478 | PA      | $959470.80    | 0.03%             | 2043-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138EQ6N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1665565 | PA      | $1626927.85   | 0.06%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138EQKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    315917 | PA      | $308637.03    | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138EQQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1471186 | PA      | $1468479.06   | 0.05%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138ERVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1051196 | PA      | $971337.60    | 0.03%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138M1ZM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1104652 | PA      | $1023911.71   | 0.04%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138MFHB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1667647 | PA      | $1545752.49   | 0.05%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138W9BH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1382277 | PA      | $1277108.02   | 0.04%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138WED71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4363669 | PA      | $3997300.83   | 0.14%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138Y7DK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51021 | PA      | $50809.56     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 31397UGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429600 | PA      | $426517.15    | 0.01%             | 2041-06-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 31398NKP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    583663 | PA      | $578615.34    | 0.02%             | 2040-09-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140B0WX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2136573 | PA      | $2171685.97   | 0.08%             | 2055-08-01      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140B9DR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2161843 | PA      | $2187959.83   | 0.08%             | 2055-05-01      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140BFNZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    733511 | PA      | $744653.91    | 0.03%             | 2055-08-01      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1984854 | PA      | $1801195.29   | 0.06%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140FXJ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8670516 | PA      | $7883684.20   | 0.28%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140FXKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1427606 | PA      | $1369839.26   | 0.05%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140FXRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12402199 | PA      | $11005120.30  | 0.39%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140FXSB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    938870 | PA      | $853559.15    | 0.03%             | 2055-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140FXT36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1719696 | PA      | $1565101.74   | 0.05%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140FXTM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4317495 | PA      | $3909629.99   | 0.14%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140FXXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1212689 | PA      | $1103022.55   | 0.04%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140GNG80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168539 | PA      | $164305.33    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140H25Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199771 | PA      | $194753.05    | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140HKD54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    477796 | PA      | $412169.71    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140J7VT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3357275 | PA      | $3101518.41   | 0.11%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140J9XD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    876980 | PA      | $854951.06    | 0.03%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140JAGG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10156372 | PA      | $9342296.92   | 0.33%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140JB3L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5077252 | PA      | $5164044.77   | 0.18%             | 2052-10-01      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140JB6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9170448 | PA      | $9291733.34   | 0.33%             | 2053-04-01      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140JB6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7581266 | PA      | $7578221.35   | 0.27%             | 2053-04-01      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140JBDE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1084454 | PA      | $1053568.16   | 0.04%             | 2050-06-01      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140JBYR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1861105 | PA      | $1940802.77   | 0.07%             | 2050-03-01      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140JCP99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2221432 | PA      | $2253399.13   | 0.08%             | 2055-01-01      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140JCRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3335714 | PA      | $3386229.98   | 0.12%             | 2055-02-01      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140JCS70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2515794 | PA      | $2548610.00   | 0.09%             | 2054-07-01      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140JCTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2031882 | PA      | $2055536.36   | 0.07%             | 2054-07-01      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140JCTZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2201939 | PA      | $2237575.68   | 0.08%             | 2055-07-01      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140LYNU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1144990 | PA      | $1000119.53   | 0.04%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140MGR60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1314120 | PA      | $1092270.90   | 0.04%             | 2047-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140MHUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    871360 | PA      | $748887.11    | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140MHUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1363973 | PA      | $1169287.35   | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140MM3B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2312298 | PA      | $2319142.54   | 0.08%             | 2052-08-01      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140MM3D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1670215 | PA      | $1682725.43   | 0.06%             | 2052-08-01      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140MM5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2122268 | PA      | $2183014.18   | 0.08%             | 2052-09-01      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140MMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2725618 | PA      | $2730482.34   | 0.10%             | 2052-07-01      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140MSNU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1720656 | PA      | $1740109.02   | 0.06%             | 2052-11-01      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140MWS72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2912526 | PA      | $2931605.98   | 0.10%             | 2052-08-01      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QDTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1606126 | PA      | $1429938.36   | 0.05%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QEXU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5586311 | PA      | $4834034.21   | 0.17%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QFA66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3185082 | PA      | $2755214.63   | 0.10%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QGGP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10804424 | PA      | $9574718.47   | 0.34%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QHHD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2689258 | PA      | $2322623.99   | 0.08%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QKKA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6050338 | PA      | $5053540.88   | 0.18%             | 2046-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QKQY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3515176 | PA      | $3176480.56   | 0.11%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QMT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2418739 | PA      | $2080277.09   | 0.07%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QTPY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1276058 | PA      | $1333875.75   | 0.05%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QTRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1348403 | PA      | $1365000.86   | 0.05%             | 2053-12-01      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QUVA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1934084 | PA      | $2032218.26   | 0.07%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QUZW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2151033 | PA      | $2262806.93   | 0.08%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QVCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3017886 | PA      | $3069916.85   | 0.11%             | 2054-08-01      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QVE75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    934264 | PA      | $982812.65    | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QVEW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4191042 | PA      | $4400816.15   | 0.15%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QVFB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2203312 | PA      | $2340795.29   | 0.08%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QVL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    945546 | PA      | $994682.01    | 0.03%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QVL85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1536868 | PA      | $1632766.27   | 0.06%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QVMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    528062 | PA      | $561651.37    | 0.02%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140W0VA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6529350 | PA      | $6622095.78   | 0.23%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140W0Y58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2261096 | PA      | $2076795.50   | 0.07%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140W1DK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6413243 | PA      | $6504339.72   | 0.23%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140W1UP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1889150 | PA      | $1750422.77   | 0.06%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140W1VR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1332838 | PA      | $1149520.92   | 0.04%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140W24T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1259307 | PA      | $1143822.08   | 0.04%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140W2D32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3866076 | PA      | $3341692.21   | 0.12%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140X4HF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2525179 | PA      | $2316417.82   | 0.08%             | 2049-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140X8KC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5432500 | PA      | $4818889.31   | 0.17%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XA2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1165327 | PA      | $1005846.46   | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XAL91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    849704 | PA      | $773013.28    | 0.03%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XBGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1762737 | PA      | $1518263.87   | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XBQP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2737312 | PA      | $2362647.34   | 0.08%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XC6E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7265260 | PA      | $6718287.54   | 0.24%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XCMJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1708752 | PA      | $1543214.17   | 0.05%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XDJH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3486447 | PA      | $3036482.70   | 0.11%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XFHB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1153378 | PA      | $957002.46    | 0.03%             | 2047-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XFZA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    342567 | PA      | $295063.69    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XG2P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6567842 | PA      | $5435958.11   | 0.19%             | 2047-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XGCW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5086563 | PA      | $4579223.12   | 0.16%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XGFZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    942384 | PA      | $810935.01    | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XGKS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1256328 | PA      | $1146887.05   | 0.04%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XGTG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1873765 | PA      | $1674957.68   | 0.06%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XH5J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22206637 | PA      | $20541700.17  | 0.72%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XHDY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14614092 | PA      | $13277591.40  | 0.47%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XHEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4711948 | PA      | $4208657.22   | 0.15%             | 2047-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XHFN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1839422 | PA      | $1604691.67   | 0.06%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XHU39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    686490 | PA      | $685451.07    | 0.02%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XJEJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153111 | PA      | $152719.72    | 0.01%             | 2027-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XJV83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1794123 | PA      | $1657566.77   | 0.06%             | 2043-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XJVS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3279847 | PA      | $2957772.54   | 0.10%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XKE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2114905 | PA      | $1949092.37   | 0.07%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XKTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1463252 | PA      | $1359443.66   | 0.05%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XLDL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1653186 | PA      | $1488680.23   | 0.05%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XLDP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    701330 | PA      | $648169.13    | 0.02%             | 2049-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XLE87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    677884 | PA      | $660345.78    | 0.02%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XLQR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3992468 | PA      | $3629827.43   | 0.13%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XLZA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1707821 | PA      | $1577829.93   | 0.06%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XMAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1637279 | PA      | $1512485.27   | 0.05%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XMLC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12197297 | PA      | $11093202.04  | 0.39%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XMUF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3309765 | PA      | $3059934.32   | 0.11%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XN4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1717240 | PA      | $1559138.34   | 0.05%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XN6L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1523851 | PA      | $1389082.42   | 0.05%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XNRG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  28635096 | PA      | $29112150.65  | 1.02%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XNZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1307848 | PA      | $1392104.52   | 0.05%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XQ4S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2342397 | PA      | $2021806.80   | 0.07%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XQAK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1537140 | PA      | $1420787.53   | 0.05%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XQNP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    972892 | PA      | $887817.17    | 0.03%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XRRM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1786722 | PA      | $1699553.72   | 0.06%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140Y6JM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15431963 | PA      | $15875654.38  | 0.56%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140Y6LH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1811163 | PA      | $1834671.35   | 0.06%             | 2055-04-01      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140Y6PQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5491921 | PA      | $5593965.04   | 0.20%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140Y6PX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9518586 | PA      | $9817501.07   | 0.34%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140Y6YJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18280469 | PA      | $18573857.06  | 0.65%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140Y7LR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2098279 | PA      | $2203279.39   | 0.08%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140Y7RS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3177052 | PA      | $3337496.43   | 0.12%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140Y7RU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2537683 | PA      | $2672827.32   | 0.09%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140Y7TU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1770945 | PA      | $1880340.36   | 0.07%             | 2055-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31417DZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1188167 | PA      | $1066903.16   | 0.04%             | 2042-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3190214 | PA      | $2895020.46   | 0.10%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7514062 | PA      | $6827292.75   | 0.24%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418DQZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5414709 | PA      | $4816706.06   | 0.17%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9498741 | PA      | $8442584.26   | 0.30%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418DSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6089585 | PA      | $5405569.64   | 0.19%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    962493 | PA      | $852541.93    | 0.03%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418EDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2664548 | PA      | $2389857.07   | 0.08%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418EED8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2346852 | PA      | $2103454.98   | 0.07%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 31427M5F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1638979 | PA      | $1486807.57   | 0.05%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 31427MSZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1660330 | PA      | $1506604.51   | 0.05%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 31427N7L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2412844 | PA      | $2082598.44   | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 31427NDZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2242535 | PA      | $2033156.81   | 0.07%             | 2049-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 31427NVE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4071085 | PA      | $4182347.40   | 0.15%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 31427PG65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2777337 | PA      | $2518025.86   | 0.09%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142AWP33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    764560 | PA      | $773929.05    | 0.03%             | 2055-07-01      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142AWP90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1247605 | PA      | $1268459.28   | 0.04%             | 2055-07-01      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142AWPS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1196179 | PA      | $1207821.88   | 0.04%             | 2055-06-01      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142AWQA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1196212 | PA      | $1210762.64   | 0.04%             | 2055-07-01      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142AWQC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2321319 | PA      | $2354083.79   | 0.08%             | 2055-07-01      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142AWQG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1528202 | PA      | $1550478.12   | 0.05%             | 2055-08-01      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142AWQJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    699045 | PA      | $708817.57    | 0.02%             | 2055-08-01      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142B3WD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2069986 | PA      | $2098236.03   | 0.07%             | 2055-06-01      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142B3WE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1525085 | PA      | $1544887.76   | 0.05%             | 2055-06-01      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142BBEA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    844381 | PA      | $857674.67    | 0.03%             | 2055-05-01      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142BBF62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1997643 | PA      | $2021996.53   | 0.07%             | 2055-08-01      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142BBFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3210018 | PA      | $3253078.56   | 0.11%             | 2055-07-01      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142BBKD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3452816 | PA      | $3482221.76   | 0.12%             | 2055-11-01      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3142GS4Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1032321 | PA      | $1085966.44   | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3142GS4R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    965595 | PA      | $1027016.40   | 0.04%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3142GS4U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1754598 | PA      | $1842420.98   | 0.06%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3142GS4V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    941966 | PA      | $1000743.08   | 0.04%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3142GTD94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    498627 | PA      | $528301.70    | 0.02%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3142GUUP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11051023 | PA      | $11228382.44  | 0.39%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3142GUUQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10764795 | PA      | $11075125.03  | 0.39%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3142GVU33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2113828 | PA      | $2245681.41   | 0.08%             | 2055-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3142J6A52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5628233 | PA      | $5708184.03   | 0.20%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIBRA PROLOGIS                                         | FIBRA Prologis                                                                  | CUSIP: 31575KAA3<br>LEI: N/A                  | Long             | DBT              |  | MX        |   1481000 | PA      | $1486924.00   | 0.05%             | 2035-11-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                               | Flex Ltd                                                                        | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    661000 | PA      | $673770.74    | 0.02%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                               | Flex Ltd                                                                        | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   1417000 | PA      | $1413668.21   | 0.05%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit               | Ford Credit Auto Owner Trust 2022-REV1                                          | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3600000 | PA      | $3600379.44   | 0.13%             | 2034-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust               | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QJK1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   6050000 | PA      | $6098792.65   | 0.21%             | 2029-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                           | Ford Credit Auto Lease Trust 2024-A                                             | CUSIP: 345290AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1103000 | PA      | $1107673.30   | 0.04%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                           | Ford Credit Auto Owner Trust 2022-D                                             | CUSIP: 345295AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1060000 | PA      | $1068418.52   | 0.04%             | 2028-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust               | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   4654000 | PA      | $4731275.95   | 0.17%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit               | Ford Credit Auto Owner Trust/Ford Credit                                        | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3427000 | PA      | $3521748.33   | 0.12%             | 2037-08-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                           | Ford Credit Auto Owner Trust 2024-D                                             | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1067000 | PA      | $1078736.04   | 0.04%             | 2029-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit               | Ford Credit Auto Owner Trust 2025-REV2                                          | CUSIP: 34536BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1334000 | PA      | $1344992.96   | 0.05%             | 2038-02-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4568000 | PA      | $4292771.42   | 0.15%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                  | Foundry JV Holdco LLC                                                           | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    686000 | PA      | $708085.47    | 0.02%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                  | Foundry JV Holdco LLC                                                           | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    793000 | PA      | $829753.30    | 0.03%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                  | Foundry JV Holdco LLC                                                           | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    627000 | PA      | $661446.50    | 0.02%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179VQH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10148726 | PA      | $8620720.59   | 0.30%             | 2050-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  22055292 | PA      | $20980420.59  | 0.74%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 3617F96J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    575989 | PA      | $520836.08    | 0.02%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 3617YM4G4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1848361 | PA      | $1671371.60   | 0.06%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors                                         | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3613000 | PA      | $3662549.04   | 0.13%             | 2029-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| General Motors                                         | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886EB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4883000 | PA      | $4952111.05   | 0.17%             | 2030-03-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 3618N5RG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9143395 | PA      | $9334869.87   | 0.33%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 3618N5TN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  26794869 | PA      | $27073382.18  | 0.95%             | 2055-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                               | CUSIP: 3622AB3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5296910 | PA      | $4877196.37   | 0.17%             | 2047-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 3622ABMK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4556327 | PA      | $4084571.63   | 0.14%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 3622ACCS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6951258 | PA      | $7186006.29   | 0.25%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 3622ACGA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1131736 | PA      | $1064182.09   | 0.04%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 3622ACGT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1832076 | PA      | $1734122.96   | 0.06%             | 2037-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 3622ACMM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3439675 | PA      | $3251338.10   | 0.11%             | 2038-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2020-GSA2                                          | CUSIP: 36264KAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3499000 | PA      | $3140655.86   | 0.11%             | 2053-12-12      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust               | GM Financial Revolving Receivables Trust 2024-1                                 | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1533000 | PA      | $1576494.28   | 0.06%             | 2036-12-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust               | GM Financial Revolving Receivables Trust 2025-1                                 | CUSIP: 36271NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4544000 | PA      | $4633419.10   | 0.16%             | 2037-12-11      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr      | GM Financial Consumer Automobile Receivables Trust 2025-4                       | CUSIP: 36273EAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1494000 | PA      | $1495193.26   | 0.05%             | 2031-02-18      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr      | GM Financial Consumer Automobile Receivables Trust 2025-4                       | CUSIP: 36273EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    568000 | PA      | $567517.26    | 0.02%             | 2032-04-16      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                 | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1280000 | PA      | $1128059.49   | 0.04%             | 2036-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                 | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1400478 | PA      | $1267545.64   | 0.04%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                    | General Electric Co                                                             | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   2839000 | PA      | $2863124.69   | 0.10%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                    | General Electric Co                                                             | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   2581000 | PA      | $2620415.87   | 0.09%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3534000 | PA      | $3200069.72   | 0.11%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                       | Georgia Power Co                                                                | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    883000 | PA      | $905952.47    | 0.03%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                    | Gilead Sciences Inc                                                             | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    948000 | PA      | $882061.29    | 0.03%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust               | GM Financial Revolving Receivables Trust 2024-2                                 | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1506000 | PA      | $1530545.99   | 0.05%             | 2037-03-11      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                  | GM Financial Automobile Leasing Trust 2023-3                                    | CUSIP: 379929AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174112 | PA      | $174197.84    | 0.01%             | 2027-08-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1457000 | PA      | $1492862.16   | 0.05%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2898000 | PA      | $2977572.94   | 0.10%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2822000 | PA      | $2860502.86   | 0.10%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3727000 | PA      | $3848671.23   | 0.13%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4782000 | PA      | $4939076.41   | 0.17%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6023000 | PA      | $6021652.23   | 0.21%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4051000 | PA      | $4041344.97   | 0.14%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2763000 | PA      | $2742889.03   | 0.10%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38377RKA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1300083 | PA      | $1292951.83   | 0.05%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38378UWV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1502405 | PA      | $1403920.95   | 0.05%             | 2043-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38379GQX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1143359 | PA      | $1038146.01   | 0.04%             | 2044-09-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38379GSW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    984693 | PA      | $913305.24    | 0.03%             | 2044-07-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38379HMV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1064893 | PA      | $972947.82    | 0.03%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38379QD93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1635956 | PA      | $1457519.72   | 0.05%             | 2045-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38379XN63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2727649 | PA      | $2312350.12   | 0.08%             | 2044-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38379XX47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2140753 | PA      | $1818685.58   | 0.06%             | 2044-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38380BNN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    993577 | PA      | $908212.08    | 0.03%             | 2044-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38380H3A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    873081 | PA      | $829708.07    | 0.03%             | 2044-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38380HEJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3736509 | PA      | $3410446.11   | 0.12%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38380WV71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1479292 | PA      | $1384285.38   | 0.05%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382MUU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1314953 | PA      | $1312142.46   | 0.05%             | 2051-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382NFF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1331663 | PA      | $1328957.10   | 0.05%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382NFU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1424781 | PA      | $1422351.87   | 0.05%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382NJU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1492843 | PA      | $1474796.43   | 0.05%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382NLJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1917470 | PA      | $1914415.86   | 0.07%             | 2051-02-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382NPQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1640703 | PA      | $1295909.77   | 0.05%             | 2051-02-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382QB90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2792558 | PA      | $2323842.36   | 0.08%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382TXL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5001149 | PA      | $4120522.90   | 0.14%             | 2051-06-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382UDH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4688298 | PA      | $3869528.75   | 0.14%             | 2051-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382XAA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1159217 | PA      | $970156.94    | 0.03%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383AZA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8890377 | PA      | $7622328.00   | 0.27%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383D2L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7715147 | PA      | $6775582.06   | 0.24%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383FF57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5892945 | PA      | $5176717.14   | 0.18%             | 2049-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383FR62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1353181 | PA      | $1130956.42   | 0.04%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383FX73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    498141 | PA      | $430727.05    | 0.02%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383FZF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    907662 | PA      | $781599.66    | 0.03%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383GS44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3685325 | PA      | $3345375.10   | 0.12%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383HAG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2279434 | PA      | $1823461.65   | 0.06%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383LFS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5814967 | PA      | $5787560.09   | 0.20%             | 2052-11-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383MFU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2952373 | PA      | $2848356.52   | 0.10%             | 2041-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383PLD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5325200 | PA      | $4826495.77   | 0.17%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383PXJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    716000 | PA      | $599767.50    | 0.02%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383RGE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3217780 | PA      | $3090448.70   | 0.11%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383RU96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11450907 | PA      | $9710166.68   | 0.34%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383RWC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1247000 | PA      | $1003933.14   | 0.04%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383YCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7391996 | PA      | $6274199.68   | 0.22%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383YJQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1471018 | PA      | $1453962.80   | 0.05%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38384BFM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6383000 | PA      | $5603271.87   | 0.20%             | 2053-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38384KGP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1206667 | PA      | $1121380.53   | 0.04%             | 2054-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38384QH76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8659130 | PA      | $8295763.50   | 0.29%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38384QXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1918000 | PA      | $1669408.98   | 0.06%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38384XN25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7258905 | PA      | $7022135.11   | 0.25%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38385BN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    828000 | PA      | $594603.53    | 0.02%             | 2055-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38385CKW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  22720398 | PA      | $21968764.29  | 0.77%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1089949.55   | 0.04%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                | HCA Inc                                                                         | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    704000 | PA      | $689257.73    | 0.02%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                | HCA Inc                                                                         | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3213000 | PA      | $3348165.13   | 0.12%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                | HCA Inc                                                                         | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    944000 | PA      | $962067.27    | 0.03%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                               | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2658000 | PA      | $2666196.34   | 0.09%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                               | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1488000 | PA      | $1492069.69   | 0.05%             | 2036-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                         | Home Depot Inc/The                                                              | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    905000 | PA      | $660521.62    | 0.02%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                     | Honda Auto Receivables 2025-3 Owner Trust                                       | CUSIP: 43813QAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2586000 | PA      | $2599330.57   | 0.09%             | 2031-11-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                     | Honda Auto Receivables 2025-4 Owner Trust                                       | CUSIP: 43814XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2691000 | PA      | $2705285.98   | 0.09%             | 2030-06-17      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                   | Howmet Aerospace Inc                                                            | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1256000 | PA      | $1288734.47   | 0.05%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                         | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1387000 | PA      | $1420895.02   | 0.05%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                         | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1222000 | PA      | $1222111.56   | 0.04%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                         | Hyundai Auto Receivables Trust 2022-A                                           | CUSIP: 448977AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    416399 | PA      | $415689.19    | 0.01%             | 2028-04-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                         | Hyundai Auto Receivables Trust 2023-A                                           | CUSIP: 448979AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2148000 | PA      | $2154501.35   | 0.08%             | 2028-07-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                         | Hyundai Auto Receivables Trust 2023-B                                           | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    641480 | PA      | $645980.48    | 0.02%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                | Hyundai Auto Lease Securitization Trust 2025-B                                  | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3749000 | PA      | $3782852.35   | 0.13%             | 2028-04-17      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1914000 | PA      | $1964832.82   | 0.07%             | 2035-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                  | Indonesia Government International Bond                                         | CUSIP: 455780EC6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   2678000 | PA      | $2671767.97   | 0.09%             | 2031-04-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                  | Indonesia Government International Bond                                         | CUSIP: 455780ED4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   2653000 | PA      | $2648000.21   | 0.09%             | 2036-04-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    466000 | PA      | $297700.29    | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                                      | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    797000 | PA      | $556669.81    | 0.02%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                                      | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    531000 | PA      | $510013.09    | 0.02%             | 2043-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                                      | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    698000 | PA      | $652702.89    | 0.02%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                    | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    275000 | PA      | $240198.55    | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                    | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |   1589000 | PA      | $1542330.21   | 0.05%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                    | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |   1611000 | PA      | $1634392.94   | 0.06%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                        | Israel Government International Bond                                            | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1201000 | PA      | $879071.49    | 0.03%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                        | Israel Government International Bond                                            | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1522000 | PA      | $1464174.32   | 0.05%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                               | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1832000 | PA      | $1644499.97   | 0.06%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                               | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2465000 | PA      | $2306678.84   | 0.08%             | 2032-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                               | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1279000 | PA      | $1318559.47   | 0.05%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                               | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    605000 | PA      | $632051.37    | 0.02%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust          | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                   | CUSIP: 46645UAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    474077 | PA      | $470675.92    | 0.02%             | 2049-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                             | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1442000 | PA      | $1431854.07   | 0.05%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                               | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    488000 | PA      | $485890.13    | 0.02%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                               | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1957000 | PA      | $2190710.81   | 0.08%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                | Jersey Central Power & Light Co                                                 | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1359000 | PA      | $1220744.34   | 0.04%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                | Jersey Central Power & Light Co                                                 | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $1113366.28   | 0.04%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                | Jersey Central Power & Light Co                                                 | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   2187000 | PA      | $2179084.44   | 0.08%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                | Jersey Central Power & Light Co                                                 | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1312000 | PA      | $1309775.02   | 0.05%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                    | Kimco Realty OP LLC                                                             | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |   1271000 | PA      | $1265563.25   | 0.04%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                    | Kimco Realty OP LLC                                                             | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |   1460000 | PA      | $1495018.36   | 0.05%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                      | Kinder Morgan Inc                                                               | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    457000 | PA      | $472536.53    | 0.02%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BOND                                       | Kuwait International Government Bond                                            | CUSIP: 501499AD9<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   4438000 | PA      | $4443526.38   | 0.16%             | 2028-10-09      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BOND                                       | Kuwait International Government Bond                                            | CUSIP: 501499AE7<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   6838000 | PA      | $6835123.53   | 0.24%             | 2030-10-09      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BOND                                       | Kuwait International Government Bond                                            | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   2511000 | PA      | $2507532.33   | 0.09%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                         | Eli Lilly & Co                                                                  | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    926000 | PA      | $938772.73    | 0.03%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                         | Eli Lilly & Co                                                                  | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2948000 | PA      | $2976571.49   | 0.10%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                         | Eli Lilly & Co                                                                  | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1676000 | PA      | $1680857.80   | 0.06%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                         | Eli Lilly & Co                                                                  | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    228000 | PA      | $213560.95    | 0.01%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                         | Eli Lilly & Co                                                                  | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    713000 | PA      | $737009.64    | 0.03%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                         | Eli Lilly & Co                                                                  | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    531000 | PA      | $548854.87    | 0.02%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                         | Eli Lilly & Co                                                                  | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1174000.98   | 0.04%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                         | Eli Lilly & Co                                                                  | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1294000 | PA      | $1297546.79   | 0.05%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                         | Eli Lilly & Co                                                                  | CUSIP: 532457DC9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2834000 | PA      | $2855013.57   | 0.10%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                         | Eli Lilly & Co                                                                  | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    590000 | PA      | $593898.32    | 0.02%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2659000 | PA      | $2650704.96   | 0.09%             | 2031-11-04      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2142000 | PA      | $2119230.00   | 0.07%             | 2036-11-04      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                         | Lowe's Cos Inc                                                                  | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1124000 | PA      | $780108.38    | 0.03%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                         | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $1630877.13   | 0.06%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                         | Lowe's Cos Inc                                                                  | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2175854.03   | 0.08%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                         | Lowe's Cos Inc                                                                  | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2033000 | PA      | $2016415.38   | 0.07%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                             | MFA 2021-NQM2 Trust                                                             | CUSIP: 55283WAA9<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    618699 | PA      | $548825.03    | 0.02%             | 2064-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| MSD INVESTMENT CORP                                    | MSD Investment Corp                                                             | CUSIP: 55354LAC3<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |   1926000 | PA      | $1911825.87   | 0.07%             | 2031-02-05      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                        | McDonald's Corp                                                                 | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1418000 | PA      | $1568787.89   | 0.05%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                       | MercadoLibre Inc                                                                | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |   1927000 | PA      | $1907900.96   | 0.07%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                   | Mercedes-Benz Auto Receivables Trust 2022-1                                     | CUSIP: 58768PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2454000 | PA      | $2478930.43   | 0.09%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                   | Mercedes-Benz Auto Receivables Trust 2025-1                                     | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2096000 | PA      | $2126334.36   | 0.07%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                         | Merck & Co Inc                                                                  | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    787000 | PA      | $566965.41    | 0.02%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                         | Merck & Co Inc                                                                  | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1672327.61   | 0.06%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                         | Merck & Co Inc                                                                  | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1254000 | PA      | $1249312.74   | 0.04%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                         | Merck & Co Inc                                                                  | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    794000 | PA      | $783389.97    | 0.03%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                               | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 591894CC2<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1454150.42   | 0.05%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                               | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 591894CE8<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    952000 | PA      | $971949.21    | 0.03%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                  | MidAmerican Energy Co                                                           | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $655104.09    | 0.02%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                  | MidAmerican Energy Co                                                           | CUSIP: 595620BA2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $1029318.08   | 0.04%             | 2056-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                   | Mississippi Power Co                                                            | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    629000 | PA      | $539090.77    | 0.02%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                   | Mississippi Power Co                                                            | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |   1483000 | PA      | $968002.27    | 0.03%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                 | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2709000 | PA      | $2723587.37   | 0.10%             | 2031-09-12      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                 | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2726000 | PA      | $2769639.50   | 0.10%             | 2036-09-12      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust 2020-HR8                                         | CUSIP: 61692BBJ8<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   1277930 | PA      | $1157564.83   | 0.04%             | 2053-07-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                  | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1893626.47   | 0.07%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4289000 | PA      | $4557734.29   | 0.16%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                  | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1982000 | PA      | $2032117.03   | 0.07%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                  | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4789000 | PA      | $4883855.87   | 0.17%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                  | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5166000 | PA      | $5164336.50   | 0.18%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                  | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2804000 | PA      | $2779177.62   | 0.10%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2927000 | PA      | $2946717.44   | 0.10%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   8779000 | PA      | $8899250.79   | 0.31%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   5805000 | PA      | $5823135.57   | 0.20%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11028797.67  | 0.39%             | 2031-11-19      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                           | Navient Refinance Loan Trust 2025-C                                             | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2390981 | PA      | $2395638.76   | 0.08%             | 2055-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2019-F                                | CUSIP: 63935CAB7<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    922572 | PA      | $892805.34    | 0.03%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2018-D                                | CUSIP: 63940UAB0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    693866 | PA      | $690548.31    | 0.02%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2019-C                                | CUSIP: 63940YAB2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    336244 | PA      | $332878.26    | 0.01%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2019-A                                | CUSIP: 63941BAB1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    214353 | PA      | $213852.76    | 0.01%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2019-D                                | CUSIP: 63941CAB9<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1693410 | PA      | $1654716.85   | 0.06%             | 2059-12-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2020-E                                | CUSIP: 63941TAA4<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     57261 | PA      | $54076.10     | 0.00%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2020-G                                | CUSIP: 63941UAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1034211 | PA      | $976112.81    | 0.03%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2021-E                                | CUSIP: 63942EAA6<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   2965123 | PA      | $2674225.06   | 0.09%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2021-F                                | CUSIP: 63942GAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1901054 | PA      | $1694830.69   | 0.06%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2021-C                                | CUSIP: 63942JAA5<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1741209 | PA      | $1596718.47   | 0.06%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2021-G                                | CUSIP: 63942KAA2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    485620 | PA      | $441117.42    | 0.02%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2021-B                                | CUSIP: 63942LAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    492658 | PA      | $451345.67    | 0.02%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2022-A                                | CUSIP: 63942MAA8<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   4848377 | PA      | $4441480.13   | 0.16%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Student Loan Trust 2021-3                                               | CUSIP: 63942WAA6<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |   2019408 | PA      | $1779111.35   | 0.06%             | 2070-08-25      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                              | Nelnet Student Loan Trust 2004-4                                                | CUSIP: 64031QBK6<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    656770 | PA      | $655485.85    | 0.02%             | 2037-01-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                              | Nelnet Student Loan Trust 2005-1                                                | CUSIP: 64031QBR1<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   2234610 | PA      | $2219123.63   | 0.08%             | 2033-10-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                              | Nelnet Student Loan Trust 2005-2                                                | CUSIP: 64031QBX8<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   2050820 | PA      | $2036366.82   | 0.07%             | 2037-03-23      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                              | Nelnet Student Loan Trust 2005-3                                                | CUSIP: 64031QCD1<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   1513199 | PA      | $1504323.97   | 0.05%             | 2035-12-24      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                    | Nissan Auto Receivables 2022-B Owner Trust                                      | CUSIP: 65480JAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1459000 | PA      | $1465277.79   | 0.05%             | 2029-11-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                  | Norfolk Southern Corp                                                           | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1621000 | PA      | $1655641.79   | 0.06%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                          | N TX TOLLWAY AUTH REVENUE                                                       | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   1241000 | PA      | $1364422.29   | 0.05%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                               | Northern States Power Co/MN                                                     | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    749000 | PA      | $726090.95    | 0.03%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                               | Northern States Power Co/MN                                                     | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   2023000 | PA      | $2061220.76   | 0.07%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-WISC                               | Northern States Power Co/WI                                                     | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |    812000 | PA      | $817424.18    | 0.03%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                  | Northrop Grumman Corp                                                           | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1346000 | PA      | $1369914.99   | 0.05%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                  | Northrop Grumman Corp                                                           | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1249000 | PA      | $1293014.51   | 0.05%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                  | Novartis Capital Corp                                                           | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   2166000 | PA      | $2163691.98   | 0.08%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                  | Novartis Capital Corp                                                           | CUSIP: 66989HBA5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   3580000 | PA      | $3546907.88   | 0.12%             | 2035-11-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                 | Oaktree Specialty Lending Corp                                                  | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |   1603000 | PA      | $1607549.97   | 0.06%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                         | Ohio Edison Co                                                                  | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1218000 | PA      | $1245544.59   | 0.04%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                              | OHIO ST UNIV                                                                    | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    148000 | PA      | $122004.04    | 0.00%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    665000 | PA      | $685591.55    | 0.02%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1334626.87   | 0.05%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                              | ONEOK Inc                                                                       | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    487000 | PA      | $482651.28    | 0.02%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                              | ONEOK Inc                                                                       | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2027000 | PA      | $1889034.13   | 0.07%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                              | ONEOK Inc                                                                       | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    377000 | PA      | $353707.89    | 0.01%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                              | ONEOK Inc                                                                       | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1216000 | PA      | $1218566.81   | 0.04%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1609000 | PA      | $1115343.80   | 0.04%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1001000 | PA      | $830709.40    | 0.03%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $978616.89    | 0.03%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2789000 | PA      | $2459307.79   | 0.09%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1497000 | PA      | $1445236.78   | 0.05%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    991000 | PA      | $949458.01    | 0.03%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1906000 | PA      | $1721354.02   | 0.06%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                         | PECO Energy Co                                                                  | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1492000 | PA      | $929970.87    | 0.03%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                 | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2164000 | PA      | $2202248.85   | 0.08%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                 | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $1251666.22   | 0.04%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                | PPL Capital Funding Inc                                                         | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    860000 | PA      | $880724.69    | 0.03%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                            | PNC Bank NA                                                                     | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   3869000 | PA      | $3894878.66   | 0.14%             | 2028-07-21      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                     | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2814000 | PA      | $2094989.65   | 0.07%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                     | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    469000 | PA      | $316247.24    | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3533000 | PA      | $2986205.19   | 0.10%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                     | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    719000 | PA      | $599011.29    | 0.02%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                     | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2046000 | PA      | $2057411.75   | 0.07%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                     | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1312000 | PA      | $1287580.73   | 0.05%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                   | Paraguay Government International Bond                                          | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   2879000 | PA      | $2690191.81   | 0.09%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                               | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 708696BY4<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1180681.76   | 0.04%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                            | PepsiCo Inc                                                                     | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1322484.68   | 0.05%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                            | PepsiCo Inc                                                                     | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2362000 | PA      | $2374943.17   | 0.08%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                             | Pfizer Inc                                                                      | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2692000 | PA      | $2704468.51   | 0.09%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                             | Pfizer Inc                                                                      | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2190033.65   | 0.08%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                             | Pfizer Inc                                                                      | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1137390.22   | 0.04%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                             | Pfizer Inc                                                                      | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1889000 | PA      | $1895193.11   | 0.07%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International Inc                                                 | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4107000 | PA      | $4125245.22   | 0.14%             | 2028-04-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International Inc                                                 | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3477000 | PA      | $3498433.31   | 0.12%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International Inc                                                 | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3686000 | PA      | $3697941.53   | 0.13%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   2355000 | PA      | $1973313.38   | 0.07%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                                   | Protective Life Corp                                                            | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   2362000 | PA      | $2369441.60   | 0.08%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                                   | Protective Life Corp                                                            | CUSIP: 743674BG7<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   1459000 | PA      | $1475235.43   | 0.05%             | 2035-12-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                | Public Service Co of Oklahoma                                                   | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    837000 | PA      | $550311.72    | 0.02%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                | Public Service Electric and Gas Co                                              | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    578000 | PA      | $358616.07    | 0.01%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                | Public Service Electric and Gas Co                                              | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    343000 | PA      | $185192.58    | 0.01%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                | Public Service Electric and Gas Co                                              | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   2126000 | PA      | $1876411.68   | 0.07%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                     | Realty Income Corp                                                              | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   1156000 | PA      | $1036902.63   | 0.04%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                     | Realty Income Corp                                                              | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    896000 | PA      | $860279.68    | 0.03%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                     | Realty Income Corp                                                              | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    957000 | PA      | $930051.31    | 0.03%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                     | Realty Income Corp                                                              | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   1432000 | PA      | $1427048.30   | 0.05%             | 2029-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                     | Realty Income Corp                                                              | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   1220000 | PA      | $1206900.98   | 0.04%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                     | Regency Centers LP                                                              | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |   2187000 | PA      | $2097336.74   | 0.07%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                     | Regency Centers LP                                                              | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |   1874000 | PA      | $1926659.91   | 0.07%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                     | Regency Centers LP                                                              | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |   1381000 | PA      | $1413927.51   | 0.05%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                     | Roche Holdings Inc                                                              | CUSIP: 771196CS9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1800413.91   | 0.06%             | 2030-12-02      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                     | Roche Holdings Inc                                                              | CUSIP: 771196CT7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   2714000 | PA      | $2703528.11   | 0.09%             | 2032-12-02      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                   | Royal Bank of Canada                                                            | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3242000 | PA      | $3283680.84   | 0.12%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2024-2                                | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1956222 | PA      | $1977341.37   | 0.07%             | 2029-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                  | SBNA Auto Lease Trust 2024-C                                                    | CUSIP: 78398DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1391000 | PA      | $1398469.67   | 0.05%             | 2029-03-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2025-2                                | CUSIP: 78398HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1765000 | PA      | $1788724.78   | 0.06%             | 2031-05-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2025-3                                | CUSIP: 78398KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2772000 | PA      | $2783965.06   | 0.10%             | 2031-04-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2024-1                                | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2428777 | PA      | $2443650.78   | 0.09%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2024-1                                | CUSIP: 78435VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    557000 | PA      | $565613.11    | 0.02%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                            | SBNA Auto Receivables Trust 2024-A                                              | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    646564 | PA      | $648796.51    | 0.02%             | 2028-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                            | SBNA Auto Receivables Trust 2024-A                                              | CUSIP: 78437PAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    636000 | PA      | $641443.78    | 0.02%             | 2029-04-16      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                       | SMB Private Education Loan Trust 2021-A                                         | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2679068 | PA      | $2459012.27   | 0.09%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                         | SWCH Commercial Mortgage Trust 2025-DATA                                        | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2602000 | PA      | $2577773.04   | 0.09%             | 2042-02-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2024-3                                   | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1344596 | PA      | $1349969.61   | 0.05%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2025-2                                   | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2360000 | PA      | $2372923.83   | 0.08%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2025-3                                   | CUSIP: 80288JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2895000 | PA      | $2908855.18   | 0.10%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                    | Charles Schwab Corp/The                                                         | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4363000 | PA      | $4356484.60   | 0.15%             | 2031-11-14      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                    | Charles Schwab Corp/The                                                         | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   3804000 | PA      | $3778456.60   | 0.13%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                     | Siemens Funding BV                                                              | CUSIP: 82622RAA4<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   3119000 | PA      | $3156739.28   | 0.11%             | 2028-05-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                     | Siemens Funding BV                                                              | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   2081000 | PA      | $2123658.77   | 0.07%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                     | Siemens Funding BV                                                              | CUSIP: 82622RAD8<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   2508000 | PA      | $2587702.16   | 0.09%             | 2032-05-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                     | Siemens Funding BV                                                              | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   2508000 | PA      | $2601797.34   | 0.09%             | 2035-05-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                     | Siemens Funding BV                                                              | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   1272000 | PA      | $1329778.06   | 0.05%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                               | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   3053000 | PA      | $3071540.75   | 0.11%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                   | SoFi Professional Loan Program 2021-B Trust                                     | CUSIP: 83405NAA4<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |   1455868 | PA      | $1275272.17   | 0.04%             | 2047-02-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                    | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    141000 | PA      | $107017.05    | 0.00%             | 2048-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                  | Southwest Airlines Co                                                           | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   2822000 | PA      | $2759786.13   | 0.10%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV1          | Starwood Mortgage Residential Trust 2020-INV                                    | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214296 | PA      | $205310.52    | 0.01%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                    | Starwood Mortgage Residential Trust 2021-4                                      | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1427063 | PA      | $1273847.50   | 0.04%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                      | State Street Corp                                                               | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   3773000 | PA      | $3861035.82   | 0.14%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                      | State Street Corp                                                               | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    938000 | PA      | $933119.10    | 0.03%             | 2036-10-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust | Stellantis Financial Underwritten Enhanced Lease Trust 2025-C                   | CUSIP: 85855EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2880000 | PA      | $2884138.85   | 0.10%             | 2029-04-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                      | Store Capital LLC                                                               | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |   1123000 | PA      | $1022396.88   | 0.04%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                      | Store Capital LLC                                                               | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    555000 | PA      | $490147.44    | 0.02%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SUMITOM MITSUI TRST                                    | Sumitomo Mitsui Trust Group Inc                                                 | CUSIP: 86566AAA0<br>LEI: 353800P843RLCDBLNT17 | Long             | DBT              | CORP              | JP        |   2387000 | PA      | $2395827.82   | 0.08%             | 2036-09-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                                  | Suzano Netherlands BV                                                           | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    850000 | PA      | $842673.00    | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                           | Synopsys Inc                                                                    | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1414000 | PA      | $1433054.99   | 0.05%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                           | Synopsys Inc                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2022000 | PA      | $2065175.44   | 0.07%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                           | Synopsys Inc                                                                    | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1618000 | PA      | $1652157.84   | 0.06%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                           | Synopsys Inc                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1448292.35   | 0.05%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                           | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1138000 | PA      | $1128883.76   | 0.04%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                          | Synchrony Card Issuance Trust                                                   | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3342000 | PA      | $3399153.55   | 0.12%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                          | Synchrony Card Funding LLC                                                      | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2480000 | PA      | $2516101.36   | 0.09%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                          | Synchrony Card Issuance Trust                                                   | CUSIP: 87166PAR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5271000 | PA      | $5295733.64   | 0.19%             | 2031-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust                                      | T-Mobile US Trust 2024-2                                                        | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6373000 | PA      | $6403294.06   | 0.22%             | 2029-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                  | Texas Instruments Inc                                                           | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $1016245.33   | 0.04%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                  | Texas Instruments Inc                                                           | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    415000 | PA      | $391079.24    | 0.01%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                  | Texas Instruments Inc                                                           | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    493000 | PA      | $440687.09    | 0.02%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                  | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2434000 | PA      | $2432203.83   | 0.09%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                    | Toyota Auto Receivables 2022-D Owner Trust                                      | CUSIP: 89239HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1337000 | PA      | $1358543.21   | 0.05%             | 2028-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                               | Trans-Allegheny Interstate Line Co                                              | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1763000 | PA      | $1811066.03   | 0.06%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                            | Truist Bank                                                                     | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   3254000 | PA      | $3272638.78   | 0.11%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                                    | CUSIP: 902613BU1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2310000 | PA      | $2279501.28   | 0.08%             | 2047-05-06      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                  | Uber Technologies Inc                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2388000 | PA      | $2387308.67   | 0.08%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                  | Uber Technologies Inc                                                           | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1068114.21   | 0.04%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                  | Uber Technologies Inc                                                           | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2443000 | PA      | $2433962.63   | 0.09%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                  | Uber Technologies Inc                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1619402.61   | 0.06%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                                   | USB Auto Owner Trust 2025-1                                                     | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2155000 | PA      | $2172526.62   | 0.08%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                                   | USB Auto Owner Trust 2025-1                                                     | CUSIP: 90367VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    644000 | PA      | $654274.31    | 0.02%             | 2030-12-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                     | Union Pacific Corp                                                              | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    730000 | PA      | $727642.63    | 0.03%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                  | Mexico Government International Bonds                                           | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1284000 | PA      | $1058016.00   | 0.04%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                  | Mexico Government International Bonds                                           | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1349000 | PA      | $1058965.00   | 0.04%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                  | Mexico Government International Bonds                                           | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1184000 | PA      | $914640.00    | 0.03%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                  | Mexico Government International Bonds                                           | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1750000 | PA      | $1512875.00   | 0.05%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                  | Mexico Government International Bonds                                           | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1249000 | PA      | $909896.50    | 0.03%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                  | Mexico Government International Bond                                            | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    683000 | PA      | $701721.03    | 0.02%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                  | Mexico Government International Bond                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   4640000 | PA      | $4598240.00   | 0.16%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31217000 | PA      | $23229837.73  | 0.81%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22783000 | PA      | $17303510.56  | 0.61%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21875000 | PA      | $16196899.47  | 0.57%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25754000 | PA      | $18971442.53  | 0.66%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31207000 | PA      | $19571421.37  | 0.69%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17720000 | PA      | $8712564.11   | 0.31%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15262000 | PA      | $9585251.48   | 0.34%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22805000 | PA      | $11972625.00  | 0.42%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18590000 | PA      | $12066071.88  | 0.42%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56630000 | PA      | $38209765.09  | 1.34%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63076000 | PA      | $44022613.13  | 1.54%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18514000 | PA      | $13628039.69  | 0.48%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56915000 | PA      | $55954559.38  | 1.96%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9353000 | PA      | $9011030.94   | 0.32%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19112000 | PA      | $18676007.50  | 0.65%             | 2045-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52326000 | PA      | $52227888.75  | 1.83%             | 2030-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19588000 | PA      | $19634674.48  | 0.69%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25182000 | PA      | $25501693.30  | 0.89%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18746000 | PA      | $19075519.44  | 0.67%             | 2030-08-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45585000 | PA      | $44929715.63  | 1.57%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25327000 | PA      | $25278522.60  | 0.89%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15317000 | PA      | $15139897.19  | 0.53%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  81987000 | PA      | $81160725.18  | 2.84%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40981000 | PA      | $40932975.19  | 1.43%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    488000 | PA      | $485674.38    | 0.02%             | 2030-12-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                 | UnitedHealth Group Inc                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    435000 | PA      | $329815.52    | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                 | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1717000 | PA      | $1731327.94   | 0.06%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                 | UnitedHealth Group Inc                                                          | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1125577.67   | 0.04%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                 | UnitedHealth Group Inc                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2556000 | PA      | $2506969.53   | 0.09%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System     | UNIV OF TEXAS TX UNIV REVENUES                                                  | CUSIP: 91514AKD6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    785000 | PA      | $488608.18    | 0.02%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1394000 | PA      | $829340.98    | 0.03%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                                      | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4314000 | PA      | $4384697.57   | 0.15%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                                      | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1619000 | PA      | $1617732.19   | 0.06%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                                      | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1619000 | PA      | $1605255.95   | 0.06%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                                      | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1085193.56   | 0.04%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2161000 | PA      | $2135070.92   | 0.07%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                                      | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2131815.89   | 0.07%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                   | Verisk Analytics Inc                                                            | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1621000 | PA      | $1633264.13   | 0.06%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                   | Verisk Analytics Inc                                                            | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1818263.54   | 0.06%             | 2036-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust                                                            | CUSIP: 92348KDJ9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   5237000 | PA      | $5280503.76   | 0.19%             | 2032-08-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust Series 2025-2                                              | CUSIP: 92348KDV2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   5536000 | PA      | $5700863.19   | 0.20%             | 2033-01-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust                                                            | CUSIP: 92348KEC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   3564000 | PA      | $3648187.74   | 0.13%             | 2033-03-21      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust                                                            | CUSIP: 92348KEZ2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   3118000 | PA      | $3127678.90   | 0.11%             | 2033-10-20      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-1                                               | CUSIP: 92537QAA9<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    605528 | PA      | $547189.37    | 0.02%             | 2066-01-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-R1                                              | CUSIP: 92538BAA1<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    259557 | PA      | $251632.17    | 0.01%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-R3                                              | CUSIP: 92538EAA5<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    473942 | PA      | $453680.05    | 0.02%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-2                                               | CUSIP: 92538FAA2<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   1205553 | PA      | $1104485.96   | 0.04%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-8                                               | CUSIP: 92538GAA0<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   1472399 | PA      | $1365799.64   | 0.05%             | 2066-11-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-4                                               | CUSIP: 92538HAA8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   1403260 | PA      | $1188799.68   | 0.04%             | 2066-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-5                                               | CUSIP: 92538KAA1<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   1550570 | PA      | $1352881.15   | 0.05%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-7                                               | CUSIP: 92538QAA8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    821708 | PA      | $754832.22    | 0.03%             | 2066-10-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-3                                               | CUSIP: 92539LAA8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   1089099 | PA      | $960815.22    | 0.03%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                               | Virginia Electric and Power Co                                                  | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1237000 | PA      | $778054.78    | 0.03%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                    | Volkswagen Auto Loan Enhanced Trust 2024-1                                      | CUSIP: 92868RAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1375000 | PA      | $1392039.96   | 0.05%             | 2029-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                               | Wisconsin Electric Power Co                                                     | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1757683.17   | 0.06%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| World Financial Network Credit Card Master Trust       | World Financial Network Credit Card Master Trust                                | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    723000 | PA      | $737273.54    | 0.03%             | 2031-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                      | World Omni Auto Receivables Trust 2025-C                                        | CUSIP: 981936AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1591000 | PA      | $1602418.13   | 0.06%             | 2031-11-17      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-20

**Name of Applicant:** NORTHWESTERN MUTUAL SERIES FUND INC

**Signature:** Linda Wisniewski

**Name of Signer:** Linda Wisniewski

**Title:** Controller and Chief Accounting Officer