# EDGAR Filing Document

**Accession Number:** 0001282693
**File Stem:** 0001145549-23-006550
**Filing Date:** 2023-2
**Character Count:** 587453
**Document Hash:** c8d1cfa1d7cfb2a2c0924c9bb73fe8e1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-006550.hdr.sgml**: 20230215

**ACCESSION NUMBER**: 0001145549-23-006550

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230215

**DATE AS OF CHANGE**: 20230215

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BAIRD FUNDS INC
- **CENTRAL INDEX KEY:** 0001282693
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** WI
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09997
- **FILM NUMBER:** 23634137

**BUSINESS ADDRESS:**
- **STREET 1:** 777 EAST WISCONSIN AVENUE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 414-765-3500

**MAIL ADDRESS:**
- **STREET 1:** 777 EAST WISCONSIN AVENUE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

## Series and Classes Contracts Data

### Baird Core Plus Bond Fund (Series ID: S000000754)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000002165 | Institutional | BCOIX           |
| C000002166 | Investor      | BCOSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Baird Funds Inc

- **b. Investment Company Act file number:** 811-09997

- **c. CIK number of Registrant:** 0001282693

- **d. LEI of Registrant:** 5493002ENF40J7P07867

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

  - **Street Address 1:** 777 East Wisconsin Avenue

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 4147653614

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

- **a. Name of Series:** Baird Core Plus Bond Fund

- **b. EDGAR series identifier (if any):** S000000754

- **c. LEI of Series:** 549300S4MBFCLLUH2X28

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

- **a. Date of fiscal year-end:** 2022-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $22342771241.32

**Total Liabilities:** $6164800.28

**Net Assets:** $22336606441.04

**Cash Not Reported:** $22158.89

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 75769.150000000000 | **1-Year:** 922514.460000000000 | **5-Year:** 2641573.570000000000 | **10-Year:** 4277100.110000000000 | **30-Year:** 4613355.280000000000

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

- **3-Month:** 57464.950000000000 | **1-Year:** 135696.930000000000 | **5-Year:** 116613.960000000000 | **10-Year:** 74008.540000000000 | **30-Year:** 27957.170000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002165 | -1.15%               | 3.82%                | -0.11%               |
| Class ID C000002166 | -1.22%               | 3.83%                | -0.13%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-97655835.77            | $-223594193.80                             |
| Month 2  | $-45832296.37            | $812270223.64                              |
| Month 3  | $-30397209.73            | $-66306384.08                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TELECOM ITALIA CAPITAL         | Telecom Italia Capital SA                                                       | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |   3175000 | PA      | $2577782.50   | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA             | Telecom Italia SpA/Milano                                                       | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |  21500000 | PA      | $20369960.00  | 0.09%             | 2024-05-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   4925000 | PA      | $5078607.11   | 0.02%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   8125000 | PA      | $7719716.88   | 0.03%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |  24108000 | PA      | $19479961.44  | 0.09%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE        | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2218231.86   | 0.01%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC            | TreeHouse Foods Inc                                                             | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1275000.00   | 0.01%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQUISITION PLC        | Trinity Acquisition PLC                                                         | CUSIP: 89641UAB7<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |  23630000 | PA      | $22669462.95  | 0.10%             | 2043-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQUISITION PLC        | Trinity Acquisition PLC                                                         | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |  15776000 | PA      | $15319583.12  | 0.07%             | 2026-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER               | Triton Container International Ltd                                              | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   7425000 | PA      | $6460307.62   | 0.03%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER               | Triton Container International Ltd                                              | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |  30475000 | PA      | $23800133.89  | 0.11%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT       | Triton Container International Ltd / TAL International Container Corp           | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  10000000 | PA      | $7726900.00   | 0.03%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S       | Tyco Electronics Group SA                                                       | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $569309.56    | 0.00%             | 2037-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                | Tyson Foods Inc                                                                 | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4320078.73   | 0.02%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  12550000 | PA      | $9438315.22   | 0.04%             | 2032-02-11      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10000000 | PA      | $8614540.50   | 0.04%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3000000 | PA      | $2787062.94   | 0.01%             | 2033-08-05      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| UPMC                           | UPMC                                                                            | CUSIP: 90320WAD5<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |  47575000 | PA      | $45711643.30  | 0.20%             | 2025-04-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 90351DAB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6500000 | PA      | $6325611.50   | 0.03%             | 2025-09-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2514870.00   | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4738250.00   | 0.02%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4697900.00   | 0.02%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4627450.00   | 0.02%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8547965.80   | 0.04%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $815830.00    | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   8700000 | PA      | $8645625.00   | 0.04%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 702150000 | PA      | $577189242.19 | 2.58%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 960100000 | PA      | $728400871.99 | 3.26%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 153225000 | PA      | $83334050.19  | 0.37%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 209750000 | PA      | $117763153.77 | 0.53%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP PLC (THE)           | Weir Group PLC/The                                                              | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |  28748000 | PA      | $25525007.39  | 0.11%             | 2026-05-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3742181.20   | 0.02%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 456375000 | PA      | $298943451.01 | 1.34%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58175000 | PA      | $44044838.18  | 0.20%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 94974BGH7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5225000 | PA      | $5008236.85   | 0.02%             | 2025-02-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2006-AR14 Trust                          | CUSIP: 94984MAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    882936 | PA      | $759152.52    | 0.00%             | 2036-10-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 157075000 | PA      | $144993724.03 | 0.65%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 238325000 | PA      | $220646125.38 | 0.99%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2007-7 Trust                             | CUSIP: 94985JCA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1147413 | PA      | $947105.87    | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2015-C26                                  | CUSIP: 94989CAY7<br>LEI: 549300DT2BKPLXAJ4C66 | Long             | ABS-MBS          | CORP              | US        |   6475206 | PA      | $6285538.97   | 0.03%             | 2048-02-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-C35                                  | CUSIP: 95000FAU0<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |   7672095 | PA      | $7344532.27   | 0.03%             | 2048-07-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                 | CUSIP: 95000GAY0<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |   7952000 | PA      | $7195612.92   | 0.03%             | 2049-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4068164.05   | 0.02%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 263175000 | PA      | $225199668.61 | 1.01%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2365350.20   | 0.01%             | 2025-10-30      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $13978467.15  | 0.06%             | 2026-02-11      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45700000 | PA      | $40930062.50  | 0.18%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 166650000 | PA      | $151879342.21 | 0.68%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7096717.04   | 0.03%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $24994480.00  | 0.11%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 256550000 | PA      | $237268664.06 | 1.06%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21775000 | PA      | $21062208.88  | 0.09%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5370544.96   | 0.02%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-C40                                  | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  48894000 | PA      | $45330008.77  | 0.20%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-RC1                                  | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11875000 | PA      | $11097568.69  | 0.05%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-C42                                  | CUSIP: 95001GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  52370521 | PA      | $48246180.12  | 0.22%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75175000 | PA      | $73401339.84  | 0.33%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75000000 | PA      | $75398437.50  | 0.34%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C47                                  | CUSIP: 95002DBG3<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |  10850000 | PA      | $10399848.69  | 0.05%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP           | Western Digital Corp                                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |  57075000 | PA      | $53747527.50  | 0.24%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WSTERN MI UNIV HOMER STRYKER M | Western Michigan University Homer Stryker MD School of Medicine                 | CUSIP: 958644AB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12305000 | PA      | $12166299.27  | 0.05%             | 2028-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8148139.10   | 0.04%             | 2050-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC         | UnitedHealth Group Inc                                                          | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  12175000 | PA      | $11847309.51  | 0.05%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS          | Universal Health Services Inc                                                   | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |  24322000 | PA      | $19428260.61  | 0.09%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AH3<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   9750000 | PA      | $9653551.44   | 0.04%             | 2023-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |  36775000 | PA      | $34336738.43  | 0.15%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS          | Universal Health Services Inc                                                   | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $13759076.32  | 0.06%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                               | CUSIP: 91911TAE3<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   5201000 | PA      | $6161970.72   | 0.03%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |  10205000 | PA      | $9820222.21   | 0.04%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AN0<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |  13109000 | PA      | $12899530.37  | 0.06%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                               | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |  27519000 | PA      | $29051340.48  | 0.13%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                               | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |  18121000 | PA      | $19086545.23  | 0.09%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AQ3<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |  14736000 | PA      | $13884139.69  | 0.06%             | 2025-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WESTLAKE OH CITY SCH DIST      | Westlake City School District                                                   | CUSIP: 960470JF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1160000 | PA      | $1160447.18   | 0.01%             | 2026-12-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                               | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |  25339000 | PA      | $22176454.61  | 0.10%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP             | Valero Energy Corp                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5343070.00   | 0.02%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS         | Valero Energy Partners LP                                                       | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19424573.00  | 0.09%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                 | Var Energi ASA                                                                  | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   5000000 | PA      | $5093008.90   | 0.02%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  10000000 | PA      | $9423897.30   | 0.04%             | 2031-11-23      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  10000000 | PA      | $8588579.30   | 0.04%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2256701.68   | 0.01%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    790000 | PA      | $726427.28    | 0.00%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  18059000 | PA      | $16567315.95  | 0.07%             | 2030-02-04      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD           | Woodside Finance Ltd                                                            | CUSIP: 980236AM5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |  15575000 | PA      | $14961342.20  | 0.07%             | 2025-03-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  10793000 | PA      | $9717089.76   | 0.04%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  38575000 | PA      | $35459807.21  | 0.16%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD           | Woodside Finance Ltd                                                            | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |  30000000 | PA      | $28190622.00  | 0.13%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WORTHINGTON INDUSTRIES         | Worthington Industries Inc                                                      | CUSIP: 981811AE2<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | DBT              | CORP              | US        |   9154000 | PA      | $8866569.80   | 0.04%             | 2026-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  18225000 | PA      | $18088483.82  | 0.08%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2429948.95   | 0.01%             | 2047-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP        | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                | CUSIP: 983130AU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3941456.00   | 0.02%             | 2023-05-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| XPO ESCROW SUB LLC             | XPO Escrow Sub LLC                                                              | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7083440.07   | 0.03%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION              | Xerox Corp                                                                      | CUSIP: 984121CQ4<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |  16237000 | PA      | $16115222.50  | 0.07%             | 2023-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA        | Glencore Finance Canada Ltd                                                     | CUSIP: 98417EAN0<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |   9400000 | PA      | $8896345.84   | 0.04%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  15710000 | PA      | $14761700.88  | 0.07%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VFF6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4651012.40   | 0.02%             | 2027-03-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA        | Glencore Finance Canada Ltd                                                     | CUSIP: 98417EAR1<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |   3543000 | PA      | $3198833.51   | 0.01%             | 2042-10-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP            | Xerox Holdings Corp                                                             | CUSIP: 98421MAA4<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $914988.98    | 0.00%             | 2025-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  11200000 | PA      | $7879884.32   | 0.04%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC           | Verisk Analytics Inc                                                            | CUSIP: 92345YAD8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9727379.40   | 0.04%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA         | Yara International ASA                                                          | CUSIP: 984851AD7<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |  20250000 | PA      | $18687027.44  | 0.08%             | 2026-06-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS         | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |  11375000 | PA      | $10982467.86  | 0.05%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                     | Zoetis Inc                                                                      | CUSIP: 98978VAK9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   5653000 | PA      | $5619914.57   | 0.03%             | 2025-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Weatherford International PLC  | Weatherford International PLC                                                   | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | US        |     46003 | NS      | $2342472.76   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                    | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $6734470.50   | 0.03%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                    | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |  22000000 | PA      | $13631215.62  | 0.06%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV             | Viterra Finance BV                                                              | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |  15000000 | PA      | $13021955.10  | 0.06%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV             | Viterra Finance BV                                                              | CUSIP: 92852LAB5<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |  55139000 | PA      | $41792414.82  | 0.19%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV             | Viterra Finance BV                                                              | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   7725000 | PA      | $7278032.74   | 0.03%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV             | Viterra Finance BV                                                              | CUSIP: 92852LAD1<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |  15000000 | PA      | $13218199.20  | 0.06%             | 2032-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                     | VMware Inc                                                                      | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $12275428.50  | 0.05%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC             | Vodafone Group PLC                                                              | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |  16293000 | PA      | $18408771.83  | 0.08%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2007-C Trust                                            | CUSIP: 059522AV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    924380 | PA      | $865975.76    | 0.00%             | 2036-05-20      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  10000000 | PA      | $8552733.70   | 0.04%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC             | Vodafone Group PLC                                                              | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |  13920000 | PA      | $14161490.15  | 0.06%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC             | Vodafone Group PLC                                                              | CUSIP: 92857WBD1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   5054000 | PA      | $4056838.77   | 0.02%             | 2043-02-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668BA9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4787268.80   | 0.02%             | 2024-09-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668BE1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14335389.45  | 0.06%             | 2025-05-13      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER CHILE          | Banco Santander Chile                                                           | CUSIP: 05970FAC5<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |   8000000 | PA      | $7542074.32   | 0.03%             | 2025-01-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  11150000 | PA      | $10977904.88  | 0.05%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $7406085.19   | 0.03%             | 2025-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                   | Vontier Corp                                                                    | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |  15725000 | PA      | $12564834.18  | 0.06%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   5000000 | PA      | $3864681.70   | 0.02%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  35000000 | PA      | $26537886.20  | 0.12%             | 2032-11-22      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO            | Vulcan Materials Co                                                             | CUSIP: 929160AS8<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2977255.29   | 0.01%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO            | Vulcan Materials Co                                                             | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $426745.76    | 0.00%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GGT0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  22000000 | PA      | $21073387.94  | 0.09%             | 2025-10-01      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  22700000 | PA      | $21694701.44  | 0.10%             | 2026-01-23      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO            | Vulcan Materials Co                                                             | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |  11050000 | PA      | $9776346.61   | 0.04%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2004-CB3 Trust                   | CUSIP: 92922FXL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    603194 | PA      | $584720.61    | 0.00%             | 2034-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2004-CB3 Trust                   | CUSIP: 92922FXM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1366468 | PA      | $1301307.15   | 0.01%             | 2034-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust  | CUSIP: 92922FY44<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2642450 | PA      | $2211558.30   | 0.01%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  19539000 | PA      | $17694601.25  | 0.08%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHL6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12575000 | PA      | $12461166.95  | 0.06%             | 2024-07-23      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU | WFRBS Commercial Mortgage Trust 2014-C21                                        | CUSIP: 92939FAV1<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |   3133786 | PA      | $3089697.12   | 0.01%             | 2047-08-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU | WFRBS Commercial Mortgage Trust 2014-C24                                        | CUSIP: 92939KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  54091000 | PA      | $52083634.31  | 0.23%             | 2047-11-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9341942.80   | 0.04%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9650000 | PA      | $9403408.73   | 0.04%             | 2025-03-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE       | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AQ1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |   5957000 | PA      | $5669610.19   | 0.03%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust                   | CUSIP: 933634AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5625925 | PA      | $5051458.58   | 0.02%             | 2037-03-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7562512.08   | 0.03%             | 2025-10-22      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $5705866.32   | 0.03%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2006-AR10 Trust                  | CUSIP: 93363EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    509299 | PA      | $457214.66    | 0.00%             | 2036-09-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-3 Trust  | CUSIP: 9393365A7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3162312 | PA      | $2680812.69   | 0.01%             | 2035-05-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $28588952.00  | 0.13%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5259857.16   | 0.02%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                            | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1632693.03   | 0.01%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $12586481.40  | 0.06%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $10118818.20  | 0.05%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4763034.75   | 0.02%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |  10600000 | PA      | $8936208.74   | 0.04%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WIPRO IT SERVICE               | Wipro IT Services LLC                                                           | CUSIP: 97654MAA4<br>LEI: 549300S6XZZ65F0EJS98 | Long             | DBT              | CORP              | US        |  17800000 | PA      | $15627285.54  | 0.07%             | 2026-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7217383.88   | 0.03%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP          | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   5425000 | PA      | $4577658.40   | 0.02%             | 2027-09-30      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4409790.55   | 0.02%             | 2032-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                | CUSIP: 06368FAE9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   7000000 | PA      | $6527148.32   | 0.03%             | 2025-01-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $9871261.70   | 0.04%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND            | Bank of New Zealand                                                             | CUSIP: 06407EAB1<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |  15475000 | PA      | $14467577.50  | 0.06%             | 2025-02-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2018-BNK10                                                                 | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |   6400000 | PA      | $5971233.92   | 0.03%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2022-BNK44                                                                 | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  69300000 | PA      | $72390648.33  | 0.32%             | 2055-11-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK9                                                                  | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  32737000 | PA      | $30348348.07  | 0.14%             | 2054-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK33                                                                 | CUSIP: 06541CBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  53919000 | PA      | $44712411.63  | 0.20%             | 2064-05-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK4                                                                  | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  30037000 | PA      | $28041041.35  | 0.13%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK5                                                                  | CUSIP: 06541WAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2070000 | PA      | $1912287.53   | 0.01%             | 2060-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK8                                                                  | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  69721751 | PA      | $64381281.01  | 0.29%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738EAE5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  17350000 | PA      | $16679018.59  | 0.07%             | 2025-03-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $9306538.60   | 0.04%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738EBB0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4965691.85   | 0.02%             | 2024-05-16      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $9299298.50   | 0.04%             | 2026-05-07      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC        | Bayer US Finance II LLC                                                         | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24249339.25  | 0.11%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC        | Bayer US Finance II LLC                                                         | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $10457755.68  | 0.05%             | 2038-06-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC        | Bayer US Finance II LLC                                                         | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   5125000 | PA      | $4064317.70   | 0.02%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Bayview Financial Acquisition  | Bayview Financial Mortgage Pass-Through Trust 2007-B                            | CUSIP: 07324FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60053 | PA      | $50286.97     | 0.00%             | 2047-08-28      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $12456051.75  | 0.06%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  26000000 | PA      | $25436039.46  | 0.11%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  25550000 | PA      | $23238977.21  | 0.10%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY              | Bon Secours Mercy Health Inc                                                    | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |  16330000 | PA      | $14634609.44  | 0.07%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC        | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $885962.63    | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC        | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    500000 | PA      | $440071.97    | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BORAL FINANCE PTY LTD          | Boral Finance Pty Ltd                                                           | CUSIP: 09952AAC0<br>LEI: 549300X2TYFVNPM0UT91 | Long             | DBT              | CORP              | AU        |   1440000 | PA      | $1284654.50   | 0.01%             | 2028-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                 | BorgWarner Inc                                                                  | CUSIP: 099724AM8<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |   8285000 | PA      | $8124923.36   | 0.04%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2020-RPL2                                       | CUSIP: 10569BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  30179157 | PA      | $27017763.70  | 0.12%             | 2059-05-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| BRAZOS TX HGR EDU AUTH STUDENT | Brazos Higher Education Authority Inc                                           | CUSIP: 10623ABA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $961618.10    | 0.00%             | 2024-04-01      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| BRAZOS TX HGR EDU AUTH STUDENT | Brazos Higher Education Authority Inc                                           | CUSIP: 10623ABB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $930632.80    | 0.00%             | 2025-04-01      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| BRAZOS TX HGR EDU AUTH STUDENT | Brazos Higher Education Authority Inc                                           | CUSIP: 10623ABC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $903943.90    | 0.00%             | 2026-04-01      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| BRAZOS TX HGR EDU AUTH STUDENT | Brazos Higher Education Authority Inc                                           | CUSIP: 10623ABD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1143254.71   | 0.01%             | 2027-04-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| BRAZOS TX HGR EDU AUTH STUDENT | Brazos Higher Education Authority Inc                                           | CUSIP: 10623ABE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $859276.20    | 0.00%             | 2028-04-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| BRAZOS TX HGR EDU AUTH STUDENT | Brazos Higher Education Authority Inc                                           | CUSIP: 10623ABF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2360000 | PA      | $1981994.55   | 0.01%             | 2029-04-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| BRAZOS TX HGR EDU AUTH STUDENT | Brazos Higher Education Authority Inc                                           | CUSIP: 10623ABG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1175000 | PA      | $965173.44    | 0.00%             | 2030-04-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| BRAZOS TX HGR EDU AUTH STUDENT | Brazos Higher Education Authority Inc                                           | CUSIP: 10623ABH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $124634.10    | 0.00%             | 2040-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   6425000 | PA      | $4972091.36   | 0.02%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO       | British Telecommunications PLC                                                  | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |  19000000 | PA      | $22812712.14  | 0.10%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8973032.80   | 0.04%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FAY7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  26800000 | PA      | $26105863.38  | 0.12%             | 2024-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7150000 | PA      | $6778491.01   | 0.03%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10469592.21  | 0.05%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $5729958.62   | 0.03%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $11501797.92  | 0.05%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  13250000 | PA      | $9787105.48   | 0.04%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3640824.56   | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  22000000 | PA      | $19380189.18  | 0.09%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                               | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |  11840000 | PA      | $11032910.42  | 0.05%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |  13188000 | PA      | $12300211.14  | 0.06%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP        | Manulife Financial Corp                                                         | CUSIP: 56501RAC0<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $14623130.10  | 0.07%             | 2026-03-04      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP        | Manulife Financial Corp                                                         | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |  15225000 | PA      | $13680069.46  | 0.06%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MAPLE GROVE FUNDING TR I       | Maple Grove Funding Trust I                                                     | CUSIP: 565130AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $10122342.75  | 0.05%             | 2051-08-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP        | Marathon Petroleum Corp                                                         | CUSIP: 56585AAG7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2433907.73   | 0.01%             | 2024-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP        | Marathon Petroleum Corp                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   3985000 | PA      | $3341888.27   | 0.01%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP        | Marathon Petroleum Corp                                                         | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2985374.19   | 0.01%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP        | Marathon Petroleum Corp                                                         | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14781608.55  | 0.07%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AZ5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   9225000 | PA      | $8956342.35   | 0.04%             | 2026-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AJ5<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    450000 | PA      | $451710.20    | 0.00%             | 2037-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4145429.55   | 0.02%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECON DEV CORP FED  | Maryland Economic Development Corp                                              | CUSIP: 57422LAA1<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |  40540000 | PA      | $31981381.68  | 0.14%             | 2034-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                     | Masco Corp                                                                      | CUSIP: 574599AY2<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |  15834000 | PA      | $16276079.42  | 0.07%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST EDUCTNL FING  | Massachusetts Educational Financing Authority                                   | CUSIP: 57563RQK8<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |   4555000 | PA      | $4523562.76   | 0.02%             | 2035-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST EDUCTNL FING  | Massachusetts Educational Financing Authority                                   | CUSIP: 57563RRX9<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |   8375000 | PA      | $6776158.90   | 0.03%             | 2030-07-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST EDUCTNL FING  | Massachusetts Educational Financing Authority                                   | CUSIP: 57563RRY7<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3962563.00   | 0.02%             | 2031-07-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE               | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AB4<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   1632000 | PA      | $1656694.41   | 0.01%             | 2023-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AL2<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $10704325.71  | 0.05%             | 2077-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AM0<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |  26000000 | PA      | $23108800.00  | 0.10%             | 2069-02-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |  19253000 | PA      | $12726200.08  | 0.06%             | 2070-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                     | MasTec Inc                                                                      | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |  12948000 | PA      | $11618225.77  | 0.05%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2004-2                                             | CUSIP: 576434MK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1144240 | PA      | $1088098.40   | 0.00%             | 2034-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2004-8                                             | CUSIP: 576434UQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    758277 | PA      | $717295.56    | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2005-6                                             | CUSIP: 576434V92<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1257698 | PA      | $892941.13    | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc    | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-F                       | CUSIP: 59020UNA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2778083 | PA      | $2607608.36   | 0.01%             | 2029-12-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo | Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A5                      | CUSIP: 59020UYN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    837810 | PA      | $770533.97    | 0.00%             | 2035-06-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    725000 | PA      | $846595.11    | 0.00%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                    | MetLife Inc                                                                     | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   3375000 | PA      | $3162895.83   | 0.01%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE INS CO       | Metropolitan Life Insurance Co                                                  | CUSIP: 592173AE8<br>LEI: 549300H7EXFMRS487544 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3948200.55   | 0.02%             | 2025-11-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I        | Metropolitan Life Global Funding I                                              | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   9025000 | PA      | $7889855.17   | 0.04%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                 | Microsoft Corp                                                                  | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   5650000 | PA      | $5500516.48   | 0.02%             | 2035-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  24400000 | PA      | $21179805.85  | 0.09%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  22000000 | PA      | $20022186.14  | 0.09%             | 2027-09-11      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2650000 | PA      | $2490046.61   | 0.01%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAZ2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  20000000 | PA      | $18885597.00  | 0.08%             | 2025-09-13      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   7250000 | PA      | $5561668.00   | 0.02%             | 2031-09-08      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  10000000 | PA      | $8671944.10   | 0.04%             | 2027-05-22      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC          | Mohawk Industries Inc                                                           | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4319968.90   | 0.02%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH         | Molex Electronic Technologies LLC                                               | CUSIP: 60856BAC8<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   8250000 | PA      | $7853196.78   | 0.04%             | 2025-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE          | Molson Coors Beverage Co                                                        | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |  23888000 | PA      | $22196451.54  | 0.10%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                     | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14175000 | PA      | $13283385.41  | 0.06%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2444452.68   | 0.01%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4782090.50   | 0.02%             | 2025-07-22      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  40000000 | PA      | $37198774.80  | 0.17%             | 2026-04-28      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  22350000 | PA      | $20583787.67  | 0.09%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9705000 | PA      | $7444480.54   | 0.03%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25756047.50  | 0.12%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5250610.50   | 0.02%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  13175000 | PA      | $12307559.32  | 0.06%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12                     | CUSIP: 61762XAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11902841 | PA      | $11776910.90  | 0.05%             | 2046-10-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16                     | CUSIP: 61763MAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  35020000 | PA      | $33937563.32  | 0.15%             | 2047-06-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25                     | CUSIP: 61765TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13697041 | PA      | $13258468.44  | 0.06%             | 2048-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                     | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9062000 | PA      | $8250074.70   | 0.04%             | 2049-09-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2022-L8                                          | CUSIP: 61774LBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  56678000 | PA      | $50850855.47  | 0.23%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| MortgageIT Trust               | MortgageIT Trust 2005-4                                                         | CUSIP: 61913PAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1118288 | PA      | $1035775.32   | 0.00%             | 2035-10-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| MortgageIT Trust               | MortgageIT Trust 2005-5                                                         | CUSIP: 61915RAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1333550 | PA      | $1251764.97   | 0.01%             | 2035-12-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                      | Mosaic Co/The                                                                   | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |  11101000 | PA      | $10828640.85  | 0.05%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS         | Mueller Water Products Inc                                                      | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $439375.00    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                      | Mylan Inc                                                                       | CUSIP: 628530AV9<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |  16800000 | PA      | $16787095.25  | 0.08%             | 2023-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                      | Mylan Inc                                                                       | CUSIP: 628530BD8<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |   4525000 | PA      | $4478257.56   | 0.02%             | 2023-11-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                      | Mylan Inc                                                                       | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4639670.40   | 0.02%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB           | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4679856.65   | 0.02%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB           | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3042310.36   | 0.01%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                     | NBN Co Ltd                                                                      | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $3984544.25   | 0.02%             | 2031-05-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD            | NCL Corp Ltd                                                                    | CUSIP: 62886HAP6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |  20000000 | PA      | $17087160.20  | 0.08%             | 2024-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19023721.20  | 0.09%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $11780160.30  | 0.05%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9625000 | PA      | $8956020.92   | 0.04%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525AS0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $4220349.20   | 0.02%             | 2034-08-02      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  60200000 | PA      | $45830062.54  | 0.21%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  24495000 | PA      | $19235872.06  | 0.09%             | 2031-05-21      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  14000000 | PA      | $10685154.76  | 0.05%             | 2037-01-12      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH FEDERAL L | New Hampshire Business Finance Authority                                        | CUSIP: 63607VAA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  17780000 | PA      | $12330598.91  | 0.06%             | 2035-07-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH FEDERAL L | New Hampshire Business Finance Authority                                        | CUSIP: 63607VAF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  20000000 | PA      | $15210250.00  | 0.07%             | 2032-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA ST HSG FIN AGY  | North Carolina Housing Finance Agency                                           | CUSIP: 658207PZ2<br>LEI: EC4EE0PS5OP5O69B5C39 | Long             | DBT              | MUN               | US        |   1080000 | PA      | $1053214.38   | 0.00%             | 2035-07-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA ST HSG FIN AGY  | North Carolina Housing Finance Agency                                           | CUSIP: 658207QX6<br>LEI: EC4EE0PS5OP5O69B5C39 | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1181736.31   | 0.01%             | 2032-07-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| NORTH EAST TX INDEP SCH DIST   | North East Independent School District/TX                                       | CUSIP: 6591548H4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3050184.00   | 0.01%             | 2027-08-01      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| NORTH MISSISSIPPI HEALTH       | North Mississippi Health Services Inc                                           | CUSIP: 661169AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11800000 | PA      | $7727399.92   | 0.03%             | 2051-10-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8695526.00   | 0.04%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PREMIER HEALTH PARTNERS        | Premier Health Partners                                                         | CUSIP: 74052BAA5<br>LEI: 549300KETC002I82TF46 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8797036.40   | 0.04%             | 2026-11-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP           | Protective Life Corp                                                            | CUSIP: 743674BD4<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   4105000 | PA      | $3841538.88   | 0.02%             | 2028-09-30      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL INSURANCE CO        | Prudential Insurance Co of America/The                                          | CUSIP: 743917AH9<br>LEI: X574KRZ6V5A7UBU45C31 | Long             | DBT              | CORP              | US        |  21011000 | PA      | $22222315.67  | 0.10%             | 2025-07-01      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC       | Prudential Financial Inc                                                        | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   4656000 | PA      | $4472188.10   | 0.02%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI TAX INCREME | Public Finance Authority                                                        | CUSIP: 74445EAD9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |  12770000 | PA      | $9301708.86   | 0.04%             | 2027-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC            | Quanta Services Inc                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8247290.00   | 0.04%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL        | Raymond James Financial Inc                                                     | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $13433536.80  | 0.06%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP             | Raytheon Technologies Corp                                                      | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $4234803.06   | 0.02%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP             | Raytheon Technologies Corp                                                      | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   7925000 | PA      | $7290158.52   | 0.03%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP             | Realty Income Corp                                                              | CUSIP: 756109AV6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9804274.60   | 0.04%             | 2025-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENRGY TRANS LP/REG FIN         | Energy Transfer LP / Regency Energy Finance Corp                                | CUSIP: 75886AAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11850000 | PA      | $11762262.48  | 0.05%             | 2023-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGIONS BANK                   | Regions Bank/Birmingham AL                                                      | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |   3864000 | PA      | $4035085.79   | 0.02%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD        | Reliance Industries Ltd                                                         | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |  20400000 | PA      | $16596658.27  | 0.07%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  10000000 | PA      | $7444583.40   | 0.03%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                      | WRKCo Inc                                                                       | CUSIP: 96145DAB1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5736685.56   | 0.03%             | 2024-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC               | WestRock MWV LLC                                                                | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |   5012000 | PA      | $5665450.83   | 0.03%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU | WFRBS Commercial Mortgage Trust 2013-C18                                        | CUSIP: 96221QAD5<br>LEI: 549300O5GNH0TNJ6B119 | Long             | ABS-MBS          | CORP              | US        |  15414320 | PA      | $15092567.28  | 0.07%             | 2046-12-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                            | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    120000 | PA      | $131713.29    | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC               | Williams Cos Inc/The                                                            | CUSIP: 969457BD1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3870411.09   | 0.02%             | 2031-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RELIANCE STEEL & ALUM          | Reliance Steel & Aluminum Co                                                    | CUSIP: 759509AF9<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $5515927.44   | 0.02%             | 2025-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II         | Reliance Standard Life Global Funding II                                        | CUSIP: 75951AAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $18918450.80  | 0.08%             | 2024-10-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                            | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  11275000 | PA      | $13316624.80  | 0.06%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                            | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2393876.15   | 0.01%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T | Renaissance Home Equity Loan Trust                                              | CUSIP: 759676AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14782419 | PA      | $5868927.96   | 0.03%             | 2036-08-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T | Renaissance Home Equity Loan Trust                                              | CUSIP: 75970JAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278136 | PA      | $82082.30     | 0.00%             | 2037-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T | Renaissance Home Equity Loan Trust 2005-2                                       | CUSIP: 75970NAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    287151 | PA      | $269947.61    | 0.00%             | 2035-08-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T | Renaissance Home Equity Loan Trust 2007-2                                       | CUSIP: 75970QAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1435659 | PA      | $432466.78    | 0.00%             | 2037-06-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T | Renaissance Home Equity Loan Trust                                              | CUSIP: 75971EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9847275 | PA      | $3606660.10   | 0.02%             | 2036-11-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T | Renaissance Home Equity Loan Trust 2005-1                                       | CUSIP: 759950FG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3422 | PA      | $3369.96      | 0.00%             | 2035-05-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2005-QS5 Trust                                                      | CUSIP: 76110H2X6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1078086 | PA      | $837231.45    | 0.00%             | 2035-04-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2005-QA7 Trust                                                      | CUSIP: 76110H7D5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    914858 | PA      | $811077.83    | 0.00%             | 2035-07-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2004-QS13 Trust                                                     | CUSIP: 76110HYF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3495 | PA      | $3485.94      | 0.00%             | 2023-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2005-QS11 Trust                                                     | CUSIP: 761118CF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2182953 | PA      | $1591053.36   | 0.01%             | 2035-07-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT       | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $10179356.46  | 0.05%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST HSG & MTGE FIN | Rhode Island Housing & Mortgage Finance Corp                                    | CUSIP: 76221TDH9<br>LEI: 254900N9FNYNPO539444 | Long             | DBT              | MUN               | US        |    245000 | PA      | $241269.88    | 0.00%             | 2039-10-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST STUDENT LOAN A | Rhode Island Student Loan Authority                                             | CUSIP: 762315RG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1265000 | PA      | $1364355.88   | 0.01%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST STUDENT LOAN A | Rhode Island Student Loan Authority                                             | CUSIP: 762315RH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1295000 | PA      | $1414644.40   | 0.01%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST STUDENT LOAN A | Rhode Island Student Loan Authority                                             | CUSIP: 762315RJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4800000 | PA      | $4565472.00   | 0.02%             | 2037-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST STUDENT LOAN A | Rhode Island Student Loan Authority                                             | CUSIP: 762315RM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1364690.46   | 0.01%             | 2023-12-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST STUDENT LOAN A | Rhode Island Student Loan Authority                                             | CUSIP: 762315RN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1165000 | PA      | $1105637.08   | 0.00%             | 2024-12-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST STUDENT LOAN A | Rhode Island Student Loan Authority                                             | CUSIP: 762315RP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2310000 | PA      | $2140481.57   | 0.01%             | 2025-12-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST STUDENT LOAN A | Rhode Island Student Loan Authority                                             | CUSIP: 762315RQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1490000 | PA      | $1354459.32   | 0.01%             | 2026-12-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST STUDENT LOAN A | Rhode Island Student Loan Authority                                             | CUSIP: 762315RR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1607770.26   | 0.01%             | 2027-12-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE CNTY CA PENSN OBLG   | County of Riverside CA                                                          | CUSIP: 76913CAZ2<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |  15000000 | PA      | $14320557.00  | 0.06%             | 2025-02-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC       | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8612800.00   | 0.04%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN       | Rogers Communications Inc                                                       | CUSIP: 775109BN0<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $7703241.90   | 0.03%             | 2049-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                                            | CUSIP: 780082AD5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  29930000 | PA      | $29561184.28  | 0.13%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   5150000 | PA      | $4881142.24   | 0.02%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 780097BJ9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  17475000 | PA      | $17314824.15  | 0.08%             | 2024-06-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   8300000 | PA      | $8119045.89   | 0.04%             | 2025-03-22      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  11000000 | PA      | $9987362.44   | 0.04%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| LEIDOS HOLDINGS INC            | Leidos Holdings Inc                                                             | CUSIP: 78390XAC5<br>LEI: 549300IUTGTP6EJP8124 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1879298.40   | 0.01%             | 2040-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                   | SK Hynix Inc                                                                    | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |  13000000 | PA      | $11278020.00  | 0.05%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                | SBA Tower Trust                                                                 | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  45100000 | PA      | $38258961.40  | 0.17%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| SK TELECOM CO LTD              | SK Telecom Co Ltd                                                               | CUSIP: 78440PAC2<br>LEI: 9884003WEA1PHW006037 | Long             | DBT              | CORP              | KR        |    960000 | PA      | $1012233.60   | 0.00%             | 2027-07-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAE2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |  15000000 | PA      | $14504851.20  | 0.06%             | 2024-04-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |  20300000 | PA      | $19929027.85  | 0.09%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |  55015000 | PA      | $55665113.36  | 0.25%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $9758357.49   | 0.04%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA           | Samarco Mineracao SA                                                            | CUSIP: 79586KAC5<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |   5475000 | PA      | $2463750.00   | 0.01%             | 2023-10-24      | None          | 5.75%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA           | Samarco Mineracao SA                                                            | CUSIP: 79586KAD3<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |   5125000 | PA      | $2347250.00   | 0.01%             | 2024-09-26      | None          | 5.38%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP        | Sammons Financial Group Inc                                                     | CUSIP: 79588TAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $19088078.50  | 0.09%             | 2031-04-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |  20000000 | PA      | $17028480.40  | 0.08%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA         | Santander Holdings USA Inc                                                      | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9541963.20   | 0.04%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC               | Santander UK PLC                                                                | CUSIP: 80283LAA1<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |  36375000 | PA      | $36263547.00  | 0.16%             | 2023-11-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD             | Santos Finance Ltd                                                              | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |  15000000 | PA      | $11972602.20  | 0.05%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP        | Schlumberger Holdings Corp                                                      | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |  11096000 | PA      | $10356667.20  | 0.05%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN             | Seagate HDD Cayman                                                              | CUSIP: 81180WAT8<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |  24400000 | PA      | $23916859.50  | 0.11%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                | Sealed Air Corp                                                                 | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4700000.00   | 0.02%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO            | Sherwin-Williams Co/The                                                         | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   5550000 | PA      | $4692758.88   | 0.02%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC            | Silgan Holdings Inc                                                             | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3700630.00   | 0.02%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC             | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $7841046.10   | 0.04%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC           | Smithfield Foods Inc                                                            | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |  16566000 | PA      | $15173074.40  | 0.07%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC           | Smithfield Foods Inc                                                            | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |  18500000 | PA      | $13275714.33  | 0.06%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                  | J M Smucker Co/The                                                              | CUSIP: 832696AT5<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $2308686.20   | 0.01%             | 2050-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SOC QUIMICA Y MINERA DE        | Sociedad Quimica y Minera de Chile SA                                           | CUSIP: 833636AE3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |   8093000 | PA      | $8035261.54   | 0.04%             | 2023-04-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83367TBG3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  18000000 | PA      | $17807714.82  | 0.08%             | 2024-01-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83367TBJ7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  30420000 | PA      | $29192365.92  | 0.13%             | 2025-04-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368JKF6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  10572000 | PA      | $9864390.67   | 0.04%             | 2026-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RAT9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  10000000 | PA      | $9770548.10   | 0.04%             | 2024-03-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RAU6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  14575000 | PA      | $13797801.68  | 0.06%             | 2024-10-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RAV4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  24600000 | PA      | $23142882.71  | 0.10%             | 2025-01-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBB7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   9200000 | PA      | $5993673.87   | 0.03%             | 2041-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   7000000 | PA      | $5405367.59   | 0.02%             | 2032-06-09      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   8000000 | PA      | $7010145.20   | 0.03%             | 2028-01-19      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                     | Sodexo Inc                                                                      | CUSIP: 833794AA8<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |   6725000 | PA      | $5935050.16   | 0.03%             | 2026-04-16      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SOLVAY FINANCE (AMERICA)       | Solvay Finance America LLC                                                      | CUSIP: 834423AB1<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |  40018000 | PA      | $38756188.44  | 0.17%             | 2025-12-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP           | Southern Copper Corp                                                            | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |  19786000 | PA      | $22981636.86  | 0.10%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS        | Spectra Energy Partners LP                                                      | CUSIP: 84756NAF6<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |  15150000 | PA      | $14564031.63  | 0.07%             | 2025-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254AN0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  14000000 | PA      | $12696001.22  | 0.06%             | 2044-03-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254BJ8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  17600000 | PA      | $17516143.92  | 0.08%             | 2024-03-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254BN9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  25225000 | PA      | $24351382.32  | 0.11%             | 2025-05-21      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254BS8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   7000000 | PA      | $6310235.96   | 0.03%             | 2031-04-01      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL          | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |  11825000 | PA      | $9683440.47   | 0.04%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS       | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  28000000 | PA      | $26710840.52  | 0.12%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS       | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006339.96   | 0.00%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS       | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10500000 | PA      | $9424411.40   | 0.04%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS       | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14000000 | PA      | $11757900.00  | 0.05%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED         | Teck Resources Ltd                                                              | CUSIP: 878742BG9<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $8968697.90   | 0.04%             | 2030-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X4RY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  34361399 | PA      | $31904922.07  | 0.14%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X4WA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2575139 | PA      | $2451172.56   | 0.01%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X6KR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13669369 | PA      | $13228107.33  | 0.06%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X6LM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4862754 | PA      | $4712332.98   | 0.02%             | 2036-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X6PB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  93117120 | PA      | $83506322.61  | 0.37%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X7AN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13247186 | PA      | $11344898.14  | 0.05%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X87K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  43214591 | PA      | $38547850.52  | 0.17%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X8SF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21910298 | PA      | $18763911.36  | 0.08%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XAZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  43987024 | PA      | $37856608.86  | 0.17%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XBN97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  43906164 | PA      | $39216361.96  | 0.18%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XBSV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  59090625 | PA      | $50885592.31  | 0.23%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XC2B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19605708 | PA      | $17509018.64  | 0.08%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCH27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  39993663 | PA      | $34408115.78  | 0.15%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCYA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  93217056 | PA      | $79569524.27  | 0.36%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XD2C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20212242 | PA      | $16750038.27  | 0.07%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XD2D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23622437 | PA      | $19480952.69  | 0.09%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XD2P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  66141584 | PA      | $56485368.38  | 0.25%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XD6K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 125852064 | PA      | $106973832.81 | 0.48%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XD6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  83644954 | PA      | $71652176.43  | 0.32%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDJ56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  35498413 | PA      | $30274414.08  | 0.14%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDJ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  50136395 | PA      | $42812317.55  | 0.19%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDKG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  36127677 | PA      | $32169398.72  | 0.14%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDVY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  68759464 | PA      | $61225728.93  | 0.27%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDY67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  85755979 | PA      | $73134642.04  | 0.33%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XFFS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 116801346 | PA      | $99284391.27  | 0.44%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XFK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26874704 | PA      | $22025108.53  | 0.10%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XHG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  40626382 | PA      | $39856658.23  | 0.18%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418CRD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3710652 | PA      | $3552000.79   | 0.02%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418EAW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  93316943 | PA      | $78798110.71  | 0.35%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ECF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9614361 | PA      | $7712754.02   | 0.03%             | 2042-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4682404 | PA      | $4732963.72   | 0.02%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418WPG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    339571 | PA      | $326518.21    | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31419A4N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    779002 | PA      | $730126.99    | 0.00%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31419AG35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1550766 | PA      | $1538893.14   | 0.01%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31419AG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4341073 | PA      | $4307838.12   | 0.02%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31419BBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134496 | PA      | $127580.47    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31419GB94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    582589 | PA      | $560192.36    | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                     | FedEx Corp                                                                      | CUSIP: 31428XBA3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $5979753.92   | 0.03%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                     | FedEx Corp                                                                      | CUSIP: 31428XBS4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $11833916.40  | 0.05%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS         | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4810566.75   | 0.02%             | 2027-08-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR         | Fells Point Funding Trust                                                       | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10300000 | PA      | $9387029.94   | 0.04%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC           | Ferguson Finance PLC                                                            | CUSIP: 314890AA2<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |  37052000 | PA      | $34597691.45  | 0.15%             | 2028-10-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset  | First Frankin Mortgage Loan Trust 2006-FF6                                      | CUSIP: 31561EAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9264568 | PA      | $9026238.08   | 0.04%             | 2036-04-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP            | Fifth Third Bancorp                                                             | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3823202.16   | 0.02%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                                      | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        | 253075282 | NS      | $253075282.28 | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORP             | First Horizon Corp                                                              | CUSIP: 320517AD7<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29211795.00  | 0.13%             | 2025-05-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2004-AA1                    | CUSIP: 32051D3G5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2171521 | PA      | $2012279.20   | 0.01%             | 2034-06-25      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2005-AA2                    | CUSIP: 32051GHL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    946988 | PA      | $917222.36    | 0.00%             | 2035-04-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2006-FA6                    | CUSIP: 32052FBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2587 | PA      | $1931.88      | 0.00%             | 2024-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK            | First Republic Bank/CA                                                          | CUSIP: 33616CAC4<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1445052.95   | 0.01%             | 2047-02-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION       | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $13105591.80  | 0.06%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust           | FirstKey Homes 2021-SFR2 Trust                                                  | CUSIP: 33767TAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  38563822 | PA      | $32985626.79  | 0.15%             | 2038-09-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust           | FirstKey Homes 2021-SFR1 Trust                                                  | CUSIP: 33767WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  98184759 | PA      | $85249103.28  | 0.38%             | 2038-08-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust           | FirstKey Homes 2022-SFR3 Trust                                                  | CUSIP: 33768EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  70700000 | PA      | $66771865.58  | 0.30%             | 2026-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738AP3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  11720000 | PA      | $11376150.20  | 0.05%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $5996554.18   | 0.03%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   8810000 | PA      | $7948818.54   | 0.04%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $10218402.25  | 0.05%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP               | FirstEnergy Corp                                                                | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $3505962.00   | 0.02%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP               | FirstEnergy Corp                                                                | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |  11325000 | PA      | $7531125.00   | 0.03%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II         | Five Corners Funding Trust II                                                   | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8430880.50   | 0.04%             | 2030-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                                        | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |  17550000 | PA      | $16503501.22  | 0.07%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                                        | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |  28300000 | PA      | $26753791.58  | 0.12%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                                        | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |  10000000 | PA      | $10019102.20  | 0.04%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO       | Flex Intermediate Holdco LLC                                                    | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $23487683.70  | 0.11%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION          | Flowserve Corp                                                                  | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |   7075000 | PA      | $5901845.36   | 0.03%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION          | Flowserve Corp                                                                  | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3758185.15   | 0.02%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX          | Fomento Economico Mexicano SAB de CV                                            | CUSIP: 344419AA4<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |  11700000 | PA      | $11577384.00  | 0.05%             | 2023-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX          | Fomento Economico Mexicano SAB de CV                                            | CUSIP: 344419AB2<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |   2000000 | PA      | $1666480.00   | 0.01%             | 2043-05-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX          | Fomento Economico Mexicano SAB de CV                                            | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |  11625000 | PA      | $8152728.75   | 0.04%             | 2050-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F | Ford Credit Auto Owner Trust 2019-REV1                                          | CUSIP: 34532PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18675000 | PA      | $18310043.81  | 0.08%             | 2030-07-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F | Ford Credit Auto Owner Trust 2018-REV1                                          | CUSIP: 34532RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  28641000 | PA      | $27373515.46  | 0.12%             | 2031-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $27120385.20  | 0.12%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4361670 | PA      | $3987739.35   | 0.02%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5983577 | PA      | $5600426.11   | 0.03%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RD89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5851716 | PA      | $5636345.16   | 0.03%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6052510 | PA      | $5652705.20   | 0.03%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19917552 | PA      | $18601453.47  | 0.08%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RXF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5758376 | PA      | $5777675.26   | 0.03%             | 2046-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  26065796 | PA      | $24370118.31  | 0.11%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179SB97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2585569 | PA      | $2490396.12   | 0.01%             | 2046-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12400328 | PA      | $11228658.38  | 0.05%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179TAM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6771304 | PA      | $6645341.45   | 0.03%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179TCZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4583344 | PA      | $4521967.97   | 0.02%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179TG66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23395369 | PA      | $23120437.57  | 0.10%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179TJW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  73038244 | PA      | $65902899.58  | 0.30%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  59468427 | PA      | $53876668.97  | 0.24%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  69693333 | PA      | $65093033.23  | 0.29%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179UMN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  26873084 | PA      | $26799253.55  | 0.12%             | 2049-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citicorp Residential Mortgage  | Citicorp Residential Mortgage Trust Series 2007-1                               | CUSIP: 173109AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       410 | PA      | $405.52       | 0.00%             | 2037-03-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,  | Citicorp Mortgage Securities Trust Series 2006-3                                | CUSIP: 17310BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300318 | PA      | $2008065.25   | 0.01%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2015-GC27                                   | CUSIP: 17323CAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  50189111 | PA      | $47727676.39  | 0.21%             | 2048-02-10      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2015-GC29                                   | CUSIP: 17323VAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25065000 | PA      | $23701145.67  | 0.11%             | 2048-04-10      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-P8                                     | CUSIP: 17326DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29775000 | PA      | $27471606.00  | 0.12%             | 2050-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2018-RP2                                          | CUSIP: 17326UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11795537 | PA      | $11308022.40  | 0.05%             | 2058-02-25      | Variable      | 2.66%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2019-GC43                                   | CUSIP: 17328HBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7350000 | PA      | $6415509.98   | 0.03%             | 2052-11-10      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group Inc                                                    | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |  23400000 | PA      | $21662627.45  | 0.10%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group Inc                                                    | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |  40000000 | PA      | $34786803.60  | 0.16%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC              | Clean Harbors Inc                                                               | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92774.40     | 0.00%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING             | CNO Global Funding                                                              | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   7625000 | PA      | $6480365.81   | 0.03%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COLTON CA JT UNIF SCH DIST     | Colton Joint Unified School District                                            | CUSIP: 197036JR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1300138.63   | 0.01%             | 2026-08-01      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP        | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AF6<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2788545.42   | 0.01%             | 2025-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP        | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |   4733000 | PA      | $4589245.35   | 0.02%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6134699.81   | 0.03%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  13575000 | PA      | $12687809.95  | 0.06%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $12215528.85  | 0.05%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2622000 | PA      | $1633973.29   | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  10984000 | PA      | $6707989.10   | 0.03%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMERICA BANK                  | Comerica Bank                                                                   | CUSIP: 200339DX4<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |  21425000 | PA      | $20788338.34  | 0.09%             | 2025-07-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMISION FED DE ELECTRIC       | Comision Federal de Electricidad                                                | CUSIP: 200447AC4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   5200000 | PA      | $4222824.22   | 0.02%             | 2042-02-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2015-LC19 Mortgage Trust                                                   | CUSIP: 200474BC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27105399 | PA      | $25834977.08  | 0.12%             | 2048-02-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH            | CommonSpirit Health                                                             | CUSIP: 20268JAA1<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7194303.45   | 0.03%             | 2024-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH            | CommonSpirit Health                                                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |  20400000 | PA      | $16869437.08  | 0.08%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  35000000 | PA      | $28997511.20  | 0.13%             | 2034-09-12      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  15000000 | PA      | $11563440.75  | 0.05%             | 2031-03-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BS3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   7250000 | PA      | $5996328.26   | 0.03%             | 2032-03-14      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| CIA CERVECERIAS UNIDAS         | Cia Cervecerias Unidas SA                                                       | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |  20000000 | PA      | $16868400.00  | 0.08%             | 2032-01-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                    | PNC Bank NA                                                                     | CUSIP: 20453KAA3<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  45470000 | PA      | $44323644.46  | 0.20%             | 2025-04-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMPEER FIN FLCA / PCA         | Compeer Financial FLCA/Compeer Financial PCA                                    | CUSIP: 20454PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4181879.85   | 0.02%             | 2036-06-01      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC             | Conagra Brands Inc                                                              | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   6625000 | PA      | $6311378.79   | 0.03%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BURLINGTON RESOURCES LLC       | Burlington Resources LLC                                                        | CUSIP: 20825VAB8<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    845000 | PA      | $874215.93    | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $6502238.98   | 0.03%             | 2054-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON         | Credit Agricole SA/London                                                       | CUSIP: 22535WAG2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   7000000 | PA      | $6385692.74   | 0.03%             | 2026-06-16      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG         | Credit Suisse Group AG                                                          | CUSIP: 225401AC2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  24750000 | PA      | $20547154.24  | 0.09%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG         | Credit Suisse Group AG                                                          | CUSIP: 225401AF5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  10850000 | PA      | $8710932.16   | 0.04%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG         | Credit Suisse Group AG                                                          | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  13700000 | PA      | $12116996.78  | 0.05%             | 2025-09-11      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG         | Credit Suisse Group AG                                                          | CUSIP: 225401AP3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  20000000 | PA      | $15567736.60  | 0.07%             | 2031-04-01      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG         | Credit Suisse Group AG                                                          | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  10000000 | PA      | $8547551.40   | 0.04%             | 2026-06-05      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG         | Credit Suisse Group AG                                                          | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  19400000 | PA      | $15494458.54  | 0.07%             | 2027-02-02      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG         | Credit Suisse Group AG                                                          | CUSIP: 225433AC5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  15000000 | PA      | $13510149.90  | 0.06%             | 2025-03-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG         | Credit Suisse Group AG                                                          | CUSIP: 225433AT8<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  21400000 | PA      | $20838250.00  | 0.09%             | 2023-06-09      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | Credit Suisse First Boston Mortgage Securities Corp                             | CUSIP: 225458G28<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11866 | PA      | $11237.43     | 0.00%             | 2035-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg | DBJPM 20-C9 Mortgage Trust                                                      | CUSIP: 233063AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31100000 | PA      | $25234826.12  | 0.11%             | 2053-08-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING        | DCP Midstream Operating LP                                                      | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2972100.00   | 0.01%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING        | DCP Midstream Operating LP                                                      | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7706167.36   | 0.03%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING        | DCP Midstream Operating LP                                                      | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $16880970.08  | 0.08%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING        | DCP Midstream Operating LP                                                      | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8251600.00   | 0.04%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                   | DNB Bank ASA                                                                    | CUSIP: 23329PAF7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  10000000 | PA      | $8834492.30   | 0.04%             | 2026-09-16      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                   | DNB Bank ASA                                                                    | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   5800000 | PA      | $5047292.07   | 0.02%             | 2027-05-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                | DTE Electric Co                                                                 | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |  15200000 | PA      | $12954780.79  | 0.06%             | 2031-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO              | DXC Technology Co                                                               | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |  21000000 | PA      | $18315733.17  | 0.08%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO              | DXC Technology Co                                                               | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |  60000000 | PA      | $50587813.20  | 0.23%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  33945000 | PA      | $29922748.33  | 0.13%             | 2026-09-11      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC        | Darling Ingredients Inc                                                         | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1466250.00   | 0.01%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $12332420.40  | 0.06%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5057058.60   | 0.02%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  37004000 | PA      | $37832205.03  | 0.17%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8395000 | PA      | $8274944.28   | 0.04%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC            | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |  46120000 | PA      | $38397881.66  | 0.17%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC  | Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-1                 | CUSIP: 251510CV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2717204 | PA      | $2547232.70   | 0.01%             | 2035-02-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC  | Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-2                 | CUSIP: 251510DP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4678463 | PA      | $4313950.61   | 0.02%             | 2035-04-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  10000000 | PA      | $8057924.30   | 0.04%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  10000000 | PA      | $7356277.40   | 0.03%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   6000000 | PA      | $5094924.48   | 0.02%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN       | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |  28015000 | PA      | $33121547.59  | 0.15%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  42175000 | PA      | $36529449.44  | 0.16%             | 2031-07-08      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  25000000 | PA      | $17857473.00  | 0.08%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP        | Digital Realty Trust LP                                                         | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6631593.64   | 0.03%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP        | Digital Realty Trust LP                                                         | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |  41950000 | PA      | $37562045.94  | 0.17%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                 | Dignity Health                                                                  | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |   7625000 | PA      | $6617925.00   | 0.03%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                  | Discover Bank                                                                   | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6239561.45   | 0.03%             | 2028-08-09      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                  | Discover Bank                                                                   | CUSIP: 25466AAP6<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |  23225000 | PA      | $21795788.08  | 0.10%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $13027200.00  | 0.06%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $27095254.20  | 0.12%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397WW9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  34000000 | PA      | $32407488.62  | 0.15%             | 2024-09-08      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  29367000 | PA      | $28980823.95  | 0.13%             | 2024-03-18      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397ZX4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6724597.60   | 0.03%             | 2024-11-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                     | Fortis Inc/Canada                                                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |   8762000 | PA      | $8137641.26   | 0.04%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO       | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $12162090.50  | 0.05%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                      | Orange SA                                                                       | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |  33426000 | PA      | $41006024.05  | 0.18%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Seasoned Credit Risk Transfer Trust Series 2019-4                               | CUSIP: 35563PML0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  33406391 | PA      | $30980649.33  | 0.14%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Seasoned Credit Risk Transfer Trust Series 2020-3                               | CUSIP: 35563PSB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  28313160 | PA      | $23454383.79  | 0.11%             | 2060-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11738928.00  | 0.05%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |  14415000 | PA      | $13907592.00  | 0.06%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |  11550000 | PA      | $10673131.74  | 0.05%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |  29799000 | PA      | $27043524.91  | 0.12%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   6545000 | PA      | $6108906.65   | 0.03%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2794889.94   | 0.01%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE II          | Fresenius Medical Care US Finance II Inc                                        | CUSIP: 35802XAJ2<br>LEI: 5493008GJ5TVVTY4UM62 | Long             | DBT              | CORP              | US        |   8075000 | PA      | $7927371.40   | 0.04%             | 2024-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III         | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAA6<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |  34130000 | PA      | $28971640.95  | 0.13%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III         | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |  32300000 | PA      | $23742325.60  | 0.11%             | 2031-02-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III         | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAE8<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |  13625000 | PA      | $10273377.26  | 0.05%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| H.B. FULLER CO                 | HB Fuller Co                                                                    | CUSIP: 359694AB2<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |   6725000 | PA      | $6203812.50   | 0.03%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GE Capital Mtg Services Inc    | GE Capital Mortgage Services Inc 1999-HE1 Trust                                 | CUSIP: 36157RD85<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        12 | PA      | $11.69        | 0.00%             | 2029-04-25      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179ME48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4658527 | PA      | $4536786.75   | 0.02%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179MNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3066581 | PA      | $2895187.09   | 0.01%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179QPH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14473616 | PA      | $13947301.17  | 0.06%             | 2044-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179R7K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6997297 | PA      | $6693299.42   | 0.03%             | 2046-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202C6Y4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6614 | PA      | $6732.19      | 0.00%             | 2028-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202D2F7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5501 | PA      | $5762.70      | 0.00%             | 2033-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202DAA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3540 | PA      | $3615.28      | 0.00%             | 2029-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202F3N4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5292902 | PA      | $5154774.43   | 0.02%             | 2042-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202FHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    229268 | PA      | $232524.38    | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202FPF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3514495 | PA      | $3386535.11   | 0.02%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  15000000 | PA      | $12997710.00  | 0.06%             | 2027-01-14      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  18000000 | PA      | $15633823.68  | 0.07%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325WAA6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  14075000 | PA      | $13097095.88  | 0.06%             | 2026-01-30      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC        | Standard Industries Inc/NJ                                                      | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |  24408000 | PA      | $21916192.89  | 0.10%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC        | Standard Industries Inc/NJ                                                      | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $5704471.99   | 0.03%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC        | Standard Industries Inc/NJ                                                      | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3768916.90   | 0.02%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I       | Stanley Black & Decker Inc                                                      | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   4175000 | PA      | $3652098.16   | 0.02%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2020-3                                      | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3879023 | PA      | $3551040.93   | 0.02%             | 2065-04-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP              | State Street Corp                                                               | CUSIP: 857477BM4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  12975000 | PA      | $12334431.91  | 0.06%             | 2026-03-30      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC             | Steel Dynamics Inc                                                              | CUSIP: 858119BJ8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6652693.25   | 0.03%             | 2024-12-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC          | Stellantis Finance US Inc                                                       | CUSIP: 85855CAD2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $3619334.09   | 0.02%             | 2028-01-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STERICYCLE INC                 | Stericycle Inc                                                                  | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $872500.00    | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                     | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |   7500000 | PA      | $5369884.58   | 0.02%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP          | Stifel Financial Corp                                                           | CUSIP: 860630AD4<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |  19615000 | PA      | $19225620.09  | 0.09%             | 2024-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202FV86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2069908 | PA      | $2002459.02   | 0.01%             | 2041-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202FX76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4045517 | PA      | $3817326.07   | 0.02%             | 2041-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP          | Stifel Financial Corp                                                           | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |   6325000 | PA      | $5501562.86   | 0.02%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co | Structured Asset Securities Corp Mor Cer Ser 2003-31A                           | CUSIP: 86359A3E1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    634595 | PA      | $607561.04    | 0.00%             | 2033-10-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| SUBURBAN HOSP HLTHCARE SYS INC | Suburban Hospital Healthcare System Inc                                         | CUSIP: 864425AD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7660000 | PA      | $8103802.78   | 0.04%             | 2027-02-15      | Fixed         | 7.87%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBM1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  10400000 | PA      | $9977652.05   | 0.04%             | 2024-07-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBT6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  20000000 | PA      | $19008714.40  | 0.09%             | 2024-09-27      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $921716.56    | 0.00%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 86765BAL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1998330.22   | 0.01%             | 2023-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                 | TD SYNNEX Corp                                                                  | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $20306370.25  | 0.09%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |  33325000 | PA      | $32573734.86  | 0.15%             | 2024-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |  12795000 | PA      | $12281872.52  | 0.05%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |  43000000 | PA      | $38412565.21  | 0.17%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                 | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4883245.20   | 0.02%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION              | Sysco Corp                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |  22570000 | PA      | $23419486.27  | 0.10%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION              | Sysco Corp                                                                      | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   9250000 | PA      | $6130345.65   | 0.03%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TC PIPELINES LP                | TC PipeLines LP                                                                 | CUSIP: 87233QAB4<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |  26205000 | PA      | $25654241.13  | 0.11%             | 2025-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TC PIPELINES LP                | TC PipeLines LP                                                                 | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |  23285000 | PA      | $21968807.92  | 0.10%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  17250000 | PA      | $16769833.83  | 0.08%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8580975.80   | 0.04%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  53473000 | PA      | $48564718.14  | 0.22%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4403305.00   | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                   | Allegion plc                                                                    | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |  10000000 | PA      | $8617193.00   | 0.04%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  60000000 | PA      | $51791310.00  | 0.23%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $9987296.70   | 0.04%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC             | Ally Financial Inc                                                              | CUSIP: 02005NAV2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12877290.79  | 0.06%             | 2024-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC             | Ally Financial Inc                                                              | CUSIP: 02005NBJ8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9954894.80   | 0.04%             | 2025-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TTX CO                         | TTX Co                                                                          | CUSIP: 87305QCG4<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |   7710000 | PA      | $6565441.17   | 0.03%             | 2044-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   9475000 | PA      | $7320620.45   | 0.03%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |  12000000 | PA      | $10106139.72  | 0.05%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP          | Tenet Healthcare Corp                                                           | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2596695.00   | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC             | Ally Financial Inc                                                              | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14540473.95  | 0.07%             | 2023-10-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                 | Alpek SAB de CV                                                                 | CUSIP: 020564AD2<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |   6000000 | PA      | $5445000.00   | 0.02%             | 2029-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP          | Tenet Healthcare Corp                                                           | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $952800.00    | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE        | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAD3<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  24275000 | PA      | $23728812.50  | 0.11%             | 2023-07-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                 | Alpek SAB de CV                                                                 | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |  10000000 | PA      | $8332681.00   | 0.04%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-28CB                                                | CUSIP: 02147TAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    349779 | PA      | $187470.42    | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE        | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  51000000 | PA      | $44599500.00  | 0.20%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU       | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   9000000 | PA      | $8135097.66   | 0.04%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-43CB                                                | CUSIP: 02149FAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7844 | PA      | $7799.64      | 0.00%             | 2034-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV        | America Movil SAB de CV                                                         | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |  28000000 | PA      | $23841256.60  | 0.11%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP            | American International Group Inc                                                | CUSIP: 026874CW5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   4173000 | PA      | $4480702.96   | 0.02%             | 2037-11-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY       | American Transmission Systems Inc                                               | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4850000 | PA      | $3993970.54   | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TEXAS ELECTRIC MKT STABL       | Texas Electric Market Stabilization Funding N LLC                               | CUSIP: 88240TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24000000 | PA      | $22811865.12  | 0.10%             | 2042-02-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                    | Textron Inc                                                                     | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $12800736.30  | 0.06%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $6727788.00   | 0.03%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3698217.05   | 0.02%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| THREE RIVERS OH LOCAL SCH DIST | Three Rivers Local School District                                              | CUSIP: 885715CH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1350223.02   | 0.01%             | 2027-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                      | Timken Co/The                                                                   | CUSIP: 887389AJ3<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |  18500000 | PA      | $18043648.85  | 0.08%             | 2024-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                      | Timken Co/The                                                                   | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |   6025000 | PA      | $5719242.28   | 0.03%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II          | Toll Road Investors Partnership II LP                                           | CUSIP: 88948ABA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8572799.90   | 0.04%             | 2025-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202FZY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2842571 | PA      | $2749891.53   | 0.01%             | 2041-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622A2R38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15163181 | PA      | $14195349.58  | 0.06%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622AADW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21964653 | PA      | $20058818.13  | 0.09%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ABB84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  43620704 | PA      | $37311389.77  | 0.17%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust         | GSAA Home Equity Trust 2005-14                                                  | CUSIP: 362341ZS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5260145 | PA      | $5029852.19   | 0.02%             | 2035-12-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2005-3F                                                 | CUSIP: 36242DF40<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1293549 | PA      | $1096032.98   | 0.00%             | 2035-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2005-AR2                                                | CUSIP: 36242DH71<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1366904 | PA      | $1226805.57   | 0.01%             | 2035-04-25      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2004-15F                                                | CUSIP: 36242DRF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20368 | PA      | $19021.10     | 0.00%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II          | Toll Road Investors Partnership II LP                                           | CUSIP: 88948ABC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  32855000 | PA      | $24297775.29  | 0.11%             | 2027-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II          | Toll Road Investors Partnership II LP                                           | CUSIP: 88948ABF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1184342.90   | 0.01%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2014-GC20                                          | CUSIP: 36252WAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9959000 | PA      | $9732018.46   | 0.04%             | 2047-04-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2014-GC20                                          | CUSIP: 36252WAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5462164 | PA      | $5382867.68   | 0.02%             | 2047-04-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II          | Toll Road Investors Partnership II LP                                           | CUSIP: 88948ADJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12500000 | PA      | $5933930.75   | 0.03%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II          | Toll Road Investors Partnership II LP                                           | CUSIP: 88948ADV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5396000 | PA      | $3482449.49   | 0.02%             | 2031-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAC0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9400000 | PA      | $9086413.18   | 0.04%             | 2025-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2018-RPL1                                   | CUSIP: 36256BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25121587 | PA      | $24037186.30  | 0.11%             | 2057-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2019-GC42                                          | CUSIP: 36257UAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16285000 | PA      | $14023267.55  | 0.06%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II          | Toll Road Investors Partnership II LP                                           | CUSIP: 88948ADW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2938000 | PA      | $2007409.62   | 0.01%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                  | TopBuild Corp                                                                   | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2049762.15   | 0.01%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GYP HOLDINGS III CORP          | GYP Holdings III Corp                                                           | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2053650.00   | 0.01%             | 2029-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO              | General Motors Co                                                               | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |  22112000 | PA      | $22522615.64  | 0.10%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY        | Grand Canyon University                                                         | CUSIP: 38528UAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  30000000 | PA      | $28139325.00  | 0.13%             | 2024-10-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN       | Graphic Packaging International LLC                                             | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4349469.65   | 0.02%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                  | TopBuild Corp                                                                   | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $812610.00    | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                 | Globe Life Inc                                                                  | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |   9350000 | PA      | $9078055.81   | 0.04%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XCR5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  18750000 | PA      | $18680970.38  | 0.08%             | 2024-01-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  17725000 | PA      | $16795404.22  | 0.08%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2017-1                                                | CUSIP: 89173FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390949 | PA      | $384374.10    | 0.00%             | 2056-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2017-6                                                | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10265812 | PA      | $9792492.38   | 0.04%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  18125000 | PA      | $15977774.57  | 0.07%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  10900000 | PA      | $9532922.11   | 0.04%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC       | Genpact Luxembourg SARL/Genpact USA Inc                                         | CUSIP: 37190AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |  29775000 | PA      | $26537814.06  | 0.12%             | 2026-04-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GENPACT LUXEMBOURG SARL        | Genpact Luxembourg Sarl                                                         | CUSIP: 37254BAC4<br>LEI: 549300875ZJZQ1PBR343 | Long             | DBT              | CORP              | LU        |  36370000 | PA      | $34806082.36  | 0.16%             | 2024-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN       | Graphic Packaging International LLC                                             | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4267888.65   | 0.02%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC          | Gray Oak Pipeline LLC                                                           | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $13614473.25  | 0.06%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-4                                                | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22295022 | PA      | $20354078.02  | 0.09%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-6                                                | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6901783 | PA      | $6699762.06   | 0.03%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AH1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  29230000 | PA      | $28885050.05  | 0.13%             | 2024-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $16066810.33  | 0.07%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES MI WTR AUTH SEWAGE | Great Lakes Water Authority Sewage Disposal System Revenue                      | CUSIP: 39081HCZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  20000000 | PA      | $15534380.00  | 0.07%             | 2036-07-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV          | Grupo Bimbo SAB de CV                                                           | CUSIP: 40052VAC8<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |  15651000 | PA      | $15333074.51  | 0.07%             | 2024-06-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-2                                                | CUSIP: 89176UAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27975188 | PA      | $24632745.88  | 0.11%             | 2060-04-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2019-1                                                | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6158528 | PA      | $5801378.11   | 0.03%             | 2058-03-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $17280448.56  | 0.08%             | 2029-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   5615000 | PA      | $4572157.94   | 0.02%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2019-4                                                | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  44276661 | PA      | $41147885.86  | 0.18%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-MH1                                              | CUSIP: 89178YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21368779 | PA      | $19890788.15  | 0.09%             | 2060-02-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BC1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $5408399.10   | 0.02%             | 2051-04-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BH0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $2623786.88   | 0.01%             | 2051-09-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |  16025000 | PA      | $13058289.35  | 0.06%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863AY6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $7348832.00   | 0.03%             | 2050-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-MH1                                              | CUSIP: 89178YAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  29422281 | PA      | $27357304.84  | 0.12%             | 2060-02-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-4                                                | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  71906215 | PA      | $63585788.42  | 0.28%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV        | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  70275000 | PA      | $64409504.86  | 0.29%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   9975000 | PA      | $10005914.72  | 0.04%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4112213.55   | 0.02%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $319156.37    | 0.00%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2022-2                                                | CUSIP: 89180HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 117470935 | PA      | $109503762.87 | 0.49%             | 2062-07-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2022-3                                                | CUSIP: 89180NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 116680867 | PA      | $109413131.10 | 0.49%             | 2062-08-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4946852.50   | 0.02%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                | Antofagasta PLC                                                                 | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |   6000000 | PA      | $4802799.66   | 0.02%             | 2030-10-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO           | Appalachian Power Co                                                            | CUSIP: 037735CK1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1461957.22   | 0.01%             | 2037-08-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                 | AptarGroup Inc                                                                  | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $6235751.40   | 0.03%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV          | Grupo Bimbo SAB de CV                                                           | CUSIP: 40052VAD6<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |   9575000 | PA      | $8326898.75   | 0.04%             | 2044-06-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV          | Grupo Bimbo SAB de CV                                                           | CUSIP: 40052VAE4<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |  25671000 | PA      | $21830444.61  | 0.10%             | 2047-11-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC           | Aramark Services Inc                                                            | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $932935.00    | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                  | ArcelorMittal SA                                                                | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |  11096000 | PA      | $11314198.73  | 0.05%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV          | Grupo Bimbo SAB de CV                                                           | CUSIP: 40052VAG9<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |  19500000 | PA      | $14875804.13  | 0.07%             | 2049-09-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE        | Guardian Life Insurance Co of America/The                                       | CUSIP: 401378AB0<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |  11215000 | PA      | $9575805.06   | 0.04%             | 2064-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  10035000 | PA      | $9782840.52   | 0.04%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note | Toyota Auto Loan Extended Note Trust 2019-1                                     | CUSIP: 89231XAA9<br>LEI: 549300R73PIC25YY4X12 | Long             | ABS-O            | CORP              | US        |  62085050 | PA      | $59844406.75  | 0.27%             | 2031-11-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE        | Guardian Life Insurance Co of America/The                                       | CUSIP: 401378AC8<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |  16363000 | PA      | $13463182.19  | 0.06%             | 2077-01-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE        | Guardian Life Insurance Co of America/The                                       | CUSIP: 401378AD6<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $9270253.86   | 0.04%             | 2070-01-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  17875000 | PA      | $16356045.60  | 0.07%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  15050000 | PA      | $14045264.56  | 0.06%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note | Toyota Auto Loan Extended Note Trust 2020-1                                     | CUSIP: 89237JAA4<br>LEI: 549300XP7ILZSI1BWP36 | Long             | ABS-O            | CORP              | US        |  65158000 | PA      | $59651510.45  | 0.27%             | 2033-05-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAX7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $8952478.00   | 0.04%             | 2038-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS         | Gulfstream Natural Gas System LLC                                               | CUSIP: 402740AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9679781.30   | 0.04%             | 2025-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  10366000 | PA      | $10309863.55  | 0.05%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                  | ArcelorMittal SA                                                                | CUSIP: 03938LAZ7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   6078000 | PA      | $6192802.54   | 0.03%             | 2025-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-B21 Mortgage Trust                                               | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  46400000 | PA      | $37112455.36  | 0.17%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  19200000 | PA      | $19102222.27  | 0.09%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  25300000 | PA      | $25288526.70  | 0.11%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |  23800000 | PA      | $22255618.00  | 0.10%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2661477.04   | 0.01%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  16500000 | PA      | $15923883.20  | 0.07%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8506622.18   | 0.04%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9621523.10   | 0.04%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $22887017.10  | 0.10%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a | Credit-Based Asset Servicing and Securitization LLC                             | CUSIP: 1248MEAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    893430 | PA      | $852114.22    | 0.00%             | 2037-04-25      | Floating      | 2.58%                 | No            |                  2 | On Loan: No      |
| CCL INDUSTRIES INC             | CCL Industries Inc                                                              | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |  19725000 | PA      | $16292498.70  | 0.07%             | 2030-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $7980515.70   | 0.04%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11332000 | PA      | $8822387.29   | 0.04%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4325459.35   | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  12475000 | PA      | $9778378.43   | 0.04%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $12335536.05  | 0.06%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC              | CF Industries Inc                                                               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |  10922000 | PA      | $9885086.18   | 0.04%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS CAPITAL I        | Goldman Sachs Capital I                                                         | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127158.31    | 0.00%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5200000 | PA      | $5056676.72   | 0.02%             | 2025-03-11      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                     | Cigna Corp                                                                      | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $7075350.49   | 0.03%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                     | Cigna Corp                                                                      | CUSIP: 125523BZ2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   5725000 | PA      | $5642711.71   | 0.03%             | 2026-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119CM9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3122922.31   | 0.01%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989770.97    | 0.00%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4775000 | PA      | $4191479.77   | 0.02%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   8125000 | PA      | $7348347.83   | 0.03%             | 2026-04-18      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                     | Cigna Corp                                                                      | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   9850000 | PA      | $8268578.36   | 0.04%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST       | First-Citizens Bank & Trust Co                                                  | CUSIP: 12556LBJ4<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |  21219000 | PA      | $20068862.94  | 0.09%             | 2025-09-27      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280BS7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   9000000 | PA      | $8929651.95   | 0.04%             | 2024-05-18      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  17125000 | PA      | $15795384.69  | 0.07%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM TRUST 2022-R1                                                               | CUSIP: 12571YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21293790 | PA      | $19093432.47  | 0.09%             | 2061-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |  14250000 | PA      | $12935670.77  | 0.06%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  25000000 | PA      | $20929158.50  | 0.09%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  14550000 | PA      | $11261895.84  | 0.05%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HOLLY NRG PRTNR/FIN CORP       | Holly Energy Partners LP / Holly Energy Finance Corp                            | CUSIP: 435765AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4912459.50   | 0.02%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                    | Hologic Inc                                                                     | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |  21238000 | PA      | $18236994.99  | 0.08%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust        | Home Equity Asset Trust 2004-7                                                  | CUSIP: 437084FK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9921381 | PA      | $9505028.42   | 0.04%             | 2035-01-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust | Home Partners of America 2021-2 Trust                                           | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  80863465 | PA      | $69930846.18  | 0.31%             | 2026-12-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2014-CCRE19 Mortgage Trust                                                 | CUSIP: 12592GBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  33800000 | PA      | $32695963.56  | 0.15%             | 2047-08-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2014-CCRE20 Mortgage Trust                                                 | CUSIP: 12592LBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10790233 | PA      | $10585818.90  | 0.05%             | 2047-11-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $8118299.30   | 0.04%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $8672120.00   | 0.04%             | 2027-11-22      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV              | CNH Industrial NV                                                               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |  26114000 | PA      | $24499280.50  | 0.11%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2018-C14 Commercial Mortgage Trust                                        | CUSIP: 12596GAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14929000 | PA      | $14125724.25  | 0.06%             | 2051-11-15      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                     | Humana Inc                                                                      | CUSIP: 444859AZ5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   8983000 | PA      | $10486255.73  | 0.05%             | 2038-06-15      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AQ7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1440328.34   | 0.01%             | 2024-08-06      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP             | CNA Financial Corp                                                              | CUSIP: 126117AE0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |  12400000 | PA      | $12657979.40  | 0.06%             | 2023-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP             | CNA Financial Corp                                                              | CUSIP: 126117AT7<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |  21125000 | PA      | $20787825.99  | 0.09%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS       | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AS5<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9669327.20   | 0.04%             | 2025-05-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS       | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $9909971.64   | 0.04%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC        | CNO Financial Group Inc                                                         | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |  18640000 | PA      | $18514870.61  | 0.08%             | 2025-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2015-DC1 Mortgage Trust                                                    | CUSIP: 12629NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23390000 | PA      | $22277587.97  | 0.10%             | 2048-02-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L       | Huntsman International LLC                                                      | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $3815196.74   | 0.02%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ABB2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  16850000 | PA      | $16265686.82  | 0.07%             | 2024-06-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2014-CCRE18 Mortgage Trust                                                 | CUSIP: 12632QAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4732527 | PA      | $4583027.33   | 0.02%             | 2047-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CSX CORP                       | CSX Corp                                                                        | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    475000 | PA      | $516198.84    | 0.00%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ABE6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19954927.40  | 0.09%             | 2023-02-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ABM8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  14125000 | PA      | $13688997.41  | 0.06%             | 2023-09-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                       | CSX Corp                                                                        | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $7648616.61   | 0.03%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST         | CVS Pass-Through Trust                                                          | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3185954 | PA      | $3320791.68   | 0.01%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8752695.60   | 0.04%             | 2026-01-08      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $26491832.10  | 0.12%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2302000 | PA      | $2248034.21   | 0.01%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  35075000 | PA      | $32064857.19  | 0.14%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST INTERNATIONAL PORT | Illinois International Port District                                            | CUSIP: 45202PAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3475000 | PA      | $3001361.67   | 0.01%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VALE CANADA LTD                | Vale Canada Ltd                                                                 | CUSIP: 453258AP0<br>LEI: PRAQ4VOSFIK7OQ8Z2512 | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $1736800.00   | 0.01%             | 2032-09-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  32600000 | PA      | $29408178.66  | 0.13%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  11800000 | PA      | $10583871.47  | 0.05%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INFOR INC                      | Infor Inc                                                                       | CUSIP: 45674CAA1<br>LEI: 549300Q3IIYBYI4RHD64 | Long             | DBT              | CORP              | US        |   8375000 | PA      | $7571848.56   | 0.03%             | 2025-07-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INFRAESTRUCTURA ENERGETI       | Infraestructura Energetica Nova SAPI de CV                                      | CUSIP: 456829AA8<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |   5000000 | PA      | $4462500.00   | 0.02%             | 2028-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX         | Trane Technologies Luxembourg Finance SA                                        | CUSIP: 456873AC2<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |   1300000 | PA      | $1100684.79   | 0.00%             | 2044-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GL HLD CO       | Trane Technologies Global Holding Co Ltd                                        | CUSIP: 45687AAG7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |   4126000 | PA      | $4075405.30   | 0.02%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi | CWABS Asset-Backed Certificates Trust 2006-10                                   | CUSIP: 12666PAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102520 | PA      | $101808.59    | 0.00%             | 2046-09-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi | CWABS Asset-Backed Certificates Trust 2006-9                                    | CUSIP: 12666RAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60660 | PA      | $61372.51     | 0.00%             | 2046-10-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi | CWABS Asset-Backed Certificates Trust 2005-10                                   | CUSIP: 126670AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10221 | PA      | $9938.72      | 0.00%             | 2036-02-25      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-6CB                                                 | CUSIP: 12667F5F8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7526538 | PA      | $6387067.14   | 0.03%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  15000000 | PA      | $15741819.30  | 0.07%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HP INC                         | HP Inc                                                                          | CUSIP: 40434LAA3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9361518.30   | 0.04%             | 2025-06-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2004-18CB                                                | CUSIP: 12667FQG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1097476 | PA      | $1059732.38   | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-3CB                                                 | CUSIP: 12667FY58<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67125 | PA      | $61578.64     | 0.00%             | 2025-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-11CB                                                | CUSIP: 12667GJJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3256196 | PA      | $2638832.02   | 0.01%             | 2025-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-29CB                                                | CUSIP: 12667GUD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1260075 | PA      | $794111.29    | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HP INC                         | HP Inc                                                                          | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $22852762.25  | 0.10%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HAMILTON CNTY OH HLTH CARE FAC | County of Hamilton OH                                                           | CUSIP: 40727TDK7<br>LEI: 549300TO1E3N4E4YIO28 | Long             | DBT              | MUN               | US        |  25725000 | PA      | $19905938.12  | 0.09%             | 2042-06-01      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                  | Ingredion Inc                                                                   | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |  28000000 | PA      | $23796412.08  | 0.11%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                     | Intel Corp                                                                      | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2313358.27   | 0.01%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN HANCOCK LIFE INS C0       | John Hancock Life Insurance Co                                                  | CUSIP: 41020VAA9<br>LEI: 5493007TRSDJMZ8TBY32 | Long             | DBT              | CORP              | US        |  17615000 | PA      | $17954315.28  | 0.08%             | 2024-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP         | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2968216.79   | 0.01%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP         | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |  15725000 | PA      | $11378661.42  | 0.05%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                            | CUSIP: 42307TAG3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10883443.60  | 0.05%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-49CB                                                | CUSIP: 12668AMK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1338457 | PA      | $914062.82    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-73CB                                                | CUSIP: 12668AU45<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    202393 | PA      | $186117.18    | 0.00%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                       | International Business Machines Corp                                            | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $11271110.76  | 0.05%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES       | International Flavors & Fragrances Inc                                          | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8547727.20   | 0.04%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-85CB                                                | CUSIP: 12668BEG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1807571 | PA      | $1423609.98   | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-6                                          | CUSIP: 12669GTE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222358 | PA      | $169463.67    | 0.00%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                    | Hexcel Corp                                                                     | CUSIP: 428291AM0<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |   8303000 | PA      | $8106661.03   | 0.04%             | 2025-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                    | Hexcel Corp                                                                     | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |  19000000 | PA      | $17682047.71  | 0.08%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HSG FIN AGY REVE | California Housing Finance Agency                                               | CUSIP: 13034PYZ4<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |   4305000 | PA      | $4120149.76   | 0.02%             | 2036-08-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST QUALIFIED SCH BO | California Qualified School Bond Joint Powers Authority                         | CUSIP: 13055CAC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1415000 | PA      | $1476934.41   | 0.01%             | 2027-03-01      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| HIGH STREET FNDG TRUST I       | High Street Funding Trust I                                                     | CUSIP: 42981CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8397666.72   | 0.04%             | 2028-02-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| HIGH STREET FDG TRUST II       | High Street Funding Trust II                                                    | CUSIP: 42981DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $5670177.38   | 0.03%             | 2048-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                                             | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |  14700000 | PA      | $12172011.16  | 0.05%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                                             | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |  12845000 | PA      | $11595151.44  | 0.05%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                  | ArcelorMittal SA                                                                | CUSIP: 03938LBA1<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |  30930000 | PA      | $29944948.16  | 0.13%             | 2026-03-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                  | ArcelorMittal SA                                                                | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |  15000000 | PA      | $13474120.80  | 0.06%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                                             | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2190019.59   | 0.01%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC       | Celanese US Holdings LLC                                                        | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5452419.67   | 0.02%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES       | International Flavors & Fragrances Inc                                          | CUSIP: 459506AS0<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $5460624.00   | 0.02%             | 2050-12-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| IOWA ST STUDENT LOAN LIQUIDITY | Iowa Student Loan Liquidity Corp                                                | CUSIP: 462590MH0<br>LEI: 549300FO1LWVSZKGJK70 | Long             | DBT              | MUN               | US        |   1035000 | PA      | $1025506.67   | 0.00%             | 2039-12-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE                | Cellnex Finance Co SA                                                           | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |  28000000 | PA      | $19152000.00  | 0.09%             | 2041-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8197492.30   | 0.04%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA               | ArcelorMittal SA                                                                | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |  24100000 | PA      | $23939099.00  | 0.11%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                     | Arcosa Inc                                                                      | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2601541.83   | 0.01%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  64850000 | PA      | $50743381.18  | 0.23%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI       | Charles River Laboratories International Inc                                    | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2595000.00   | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING         | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $424910.03    | 0.00%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARIZONA ST INDL DEV AUTH MF HS | Arizona Industrial Development Authority                                        | CUSIP: 04062PAQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  41325000 | PA      | $39601598.73  | 0.18%             | 2026-04-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  63550000 | PA      | $62336119.38  | 0.28%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  32905000 | PA      | $32207564.70  | 0.14%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC              | Iron Mountain Inc                                                               | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |  20303000 | PA      | $18678760.00  | 0.08%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC              | Iron Mountain Inc                                                               | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3592722.20   | 0.02%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA ST INDL DEV AUTH MF HS | Arizona Industrial Development Authority                                        | CUSIP: 04062PAS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15830000 | PA      | $15144662.31  | 0.07%             | 2026-04-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC          | Arrow Electronics Inc                                                           | CUSIP: 042735BG4<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14419863.75  | 0.06%             | 2024-09-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4518364.70   | 0.02%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5003178.36   | 0.02%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2022-1                                                    | CUSIP: 042855AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11500000 | PA      | $10193612.65  | 0.05%             | 2056-12-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| BEAM SUNTORY INC               | Beam Suntory Inc                                                                | CUSIP: 073730AG8<br>LEI: EWRDABCN7XBHM37LIA98 | Long             | DBT              | CORP              | US        |  10960000 | PA      | $10854512.41  | 0.05%             | 2023-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6700000 | PA      | $4099108.17   | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12075000 | PA      | $7012923.69   | 0.03%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate M | Bear Stearns ARM Trust 2005-9                                                   | CUSIP: 07387AEG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    233304 | PA      | $215762.08    | 0.00%             | 2035-10-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO        | Becton Dickinson and Co                                                         | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   2528000 | PA      | $2464560.30   | 0.01%             | 2024-12-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $6434607.50   | 0.03%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4293526.55   | 0.02%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO        | Becton Dickinson and Co                                                         | CUSIP: 075887BM0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   5455000 | PA      | $4598402.50   | 0.02%             | 2044-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO        | Becton Dickinson and Co                                                         | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   4531000 | PA      | $4427851.42   | 0.02%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2005-A2                                     | CUSIP: 16162WPZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395436 | PA      | $344212.51    | 0.00%             | 2036-01-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2007-A1                                     | CUSIP: 161630AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    483754 | PA      | $441332.06    | 0.00%             | 2037-02-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-B19 Mortgage Trust                                               | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40850000 | PA      | $32839135.26  | 0.15%             | 2053-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B24 Mortgage Trust                                               | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29000000 | PA      | $24145608.80  | 0.11%             | 2054-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2007-A1                                     | CUSIP: 161630AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480529 | PA      | $1371254.85   | 0.01%             | 2037-02-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2006-A1                                     | CUSIP: 16163CAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    306191 | PA      | $262163.87    | 0.00%             | 2036-09-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD       | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   5005000 | PA      | $5033373.40   | 0.02%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD       | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |  11397000 | PA      | $11274745.75  | 0.05%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-C2                                     | CUSIP: 17291CBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  33387000 | PA      | $30399484.50  | 0.14%             | 2049-08-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4525201.88   | 0.02%             | 2026-01-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  21200000 | PA      | $19846112.46  | 0.09%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10657860.95  | 0.05%             | 2025-04-24      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14184300.90  | 0.06%             | 2026-04-08      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  50000000 | PA      | $40559611.00  | 0.18%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3960301.55   | 0.02%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5186045.30   | 0.02%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2006-AR1                                          | CUSIP: 17307G2Z0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3290509 | PA      | $3153506.13   | 0.01%             | 2035-10-25      | Floating      | 3.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                                               | CUSIP: 17307GL89<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |   1202840 | PA      | $1164286.68   | 0.01%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                                               | CUSIP: 17307GM62<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     20685 | PA      | $15273.39     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,  | Citicorp Mortgage Securities Trust Series 2007-2                                | CUSIP: 173107AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    733325 | PA      | $596085.31    | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $941769.22    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC              | Iron Mountain Inc                                                               | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8219400.00   | 0.04%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE           | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13000000 | PA      | $10626695.30  | 0.05%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE           | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7825000 | PA      | $5515392.88   | 0.02%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE           | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2861340.00   | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE           | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $13120800.00  | 0.06%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE           | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $5670000.00   | 0.03%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JPMCC Commercial Mortgage Securities Trust 2017-JP7                             | CUSIP: 465968AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27356184 | PA      | $25239187.40  | 0.11%             | 2050-09-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2006-A2                                                | CUSIP: 466247J46<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    561451 | PA      | $477549.89    | 0.00%             | 2036-04-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2006-A2                                                | CUSIP: 466247K36<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    655641 | PA      | $550959.34    | 0.00%             | 2036-04-25      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2005-A8                                                | CUSIP: 466247YP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2410207 | PA      | $2088692.50   | 0.01%             | 2035-11-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46625HKC3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  21850000 | PA      | $21099858.69  | 0.09%             | 2025-01-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T | JP Morgan Alternative Loan Trust 2007-S1                                        | CUSIP: 466275AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2494332 | PA      | $2358406.29   | 0.01%             | 2047-04-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAH3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1671000 | PA      | $1653306.63   | 0.01%             | 2025-05-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                    | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2A1<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |  21575000 | PA      | $20258267.18  | 0.09%             | 2026-05-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA              | National Grid USA                                                               | CUSIP: 49337WAC4<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |   8375000 | PA      | $9180343.43   | 0.04%             | 2030-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES          | Keysight Technologies Inc                                                       | CUSIP: 49338LAB9<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   7283000 | PA      | $7174718.76   | 0.03%             | 2024-10-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES          | Keysight Technologies Inc                                                       | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |  50189000 | PA      | $49035152.38  | 0.22%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1813883.95   | 0.01%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   6785000 | PA      | $6864884.69   | 0.03%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |  14755000 | PA      | $15739364.92  | 0.07%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00080QAD7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   8000000 | PA      | $8029041.44   | 0.04%             | 2023-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00080QAF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  37818000 | PA      | $36676274.58  | 0.16%             | 2025-07-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T | JP Morgan Alternative Loan Trust                                                | CUSIP: 46627MCU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39565 | PA      | $37076.89     | 0.00%             | 2036-03-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2006-A7                                                | CUSIP: 46629DAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    936626 | PA      | $721991.42    | 0.00%             | 2037-01-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2006-A7                                                | CUSIP: 46629DAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    957987 | PA      | $738456.82    | 0.00%             | 2037-01-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2007-A2                                                | CUSIP: 46630PAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1814415 | PA      | $1331705.14   | 0.01%             | 2037-04-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2007-A4                                                | CUSIP: 46631JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2140309 | PA      | $1681589.57   | 0.01%             | 2037-06-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2013-C15                             | CUSIP: 46640NAD0<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |   4843636 | PA      | $4803652.34   | 0.02%             | 2045-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2013-C17                             | CUSIP: 46640UAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5390525 | PA      | $5286403.77   | 0.02%             | 2047-01-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2014-C24                             | CUSIP: 46643GAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4372871 | PA      | $4276501.62   | 0.02%             | 2047-11-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2014-C25                             | CUSIP: 46643PBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  45697000 | PA      | $43975210.16  | 0.20%             | 2047-11-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2015-C30                             | CUSIP: 46644UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  42110000 | PA      | $40150310.09  | 0.18%             | 2048-07-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu | JPMDB Commercial Mortgage Securities Trust 2016-C4                              | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29133000 | PA      | $26827912.55  | 0.12%             | 2049-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $31817139.90  | 0.14%             | 2029-01-23      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAP1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10725000 | PA      | $10655254.47  | 0.05%             | 2024-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  19859000 | PA      | $18734806.64  | 0.08%             | 2025-10-15      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $15745750.37  | 0.07%             | 2026-03-13      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  55000000 | PA      | $51030596.10  | 0.23%             | 2026-04-22      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  30500000 | PA      | $25031092.28  | 0.11%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  18500000 | PA      | $16293953.07  | 0.07%             | 2026-11-19      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3837180.70   | 0.02%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $12060236.25  | 0.05%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8660881.40   | 0.04%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $15634193.76  | 0.07%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JPMCC Commercial Mortgage Securities Trust 2017-JP5                             | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17310000 | PA      | $16165064.67  | 0.07%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                | JAB Holdings BV                                                                 | CUSIP: 46653KAB4<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |   8600000 | PA      | $5088137.63   | 0.02%             | 2051-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                | JAB Holdings BV                                                                 | CUSIP: 46653KAC2<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |  13000000 | PA      | $8877741.60   | 0.04%             | 2052-04-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC          | Jackson Financial Inc                                                           | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $11535917.25  | 0.05%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                                   | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1356852.84   | 0.01%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                                   | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  15750000 | PA      | $15571591.56  | 0.07%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                                   | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  30200000 | PA      | $26920552.71  | 0.12%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN           | Kansas City Southern/Old                                                        | CUSIP: 485170BB9<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $10401725.16  | 0.05%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN           | Kansas City Southern/Old                                                        | CUSIP: 485170BE3<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $9320433.20   | 0.04%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KB HOME                        | KB Home                                                                         | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4858450.00   | 0.02%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                    | Kemper Corp                                                                     | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $9223549.94   | 0.04%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KENNAMETAL INC                 | Kennametal Inc                                                                  | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $7424021.13   | 0.03%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP              | Kinross Gold Corp                                                               | CUSIP: 496902AK3<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |   5500000 | PA      | $5310481.44   | 0.02%             | 2041-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4554393.80   | 0.02%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   5311000 | PA      | $5098436.15   | 0.02%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC           | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |  18100000 | PA      | $14930739.78  | 0.07%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC           | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   7939000 | PA      | $5973592.66   | 0.03%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  20076000 | PA      | $17468127.60  | 0.08%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAFARGE SA                     | Lafarge SA                                                                      | CUSIP: 505861AC8<br>LEI: 549300DNNL29KCEPRZ85 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1603495.67   | 0.01%             | 2036-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC          | Holcim Finance US LLC                                                           | CUSIP: 50587KAA9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |  12565000 | PA      | $11741961.84  | 0.05%             | 2026-09-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                      | Lear Corp                                                                       | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |   3167000 | PA      | $2947570.57   | 0.01%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                      | Lear Corp                                                                       | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $12637214.25  | 0.06%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEASEPLAN CORPORATION NV       | LeasePlan Corp NV                                                               | CUSIP: 52206AAD2<br>LEI: 724500C60L930FVHS484 | Long             | DBT              | CORP              | NL        |  77403000 | PA      | $72611786.04  | 0.33%             | 2024-10-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                     | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |  46222000 | PA      | $41797350.98  | 0.19%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                     | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $5764027.13   | 0.03%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC       | Lennox International Inc                                                        | CUSIP: 526107AD9<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9821106.60   | 0.04%             | 2023-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC       | Liberty Mutual Group Inc                                                        | CUSIP: 53079EAG9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    750000 | PA      | $760795.40    | 0.00%             | 2035-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC       | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    900000 | PA      | $634133.32    | 0.00%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL INSURANCE       | Liberty Mutual Insurance Co                                                     | CUSIP: 53079QAD9<br>LEI: CNC20I6IOMGF7KY49D67 | Long             | DBT              | CORP              | US        |    375000 | PA      | $407880.91    | 0.00%             | 2097-10-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES FIN          | Liberty Utilities Finance GP 1                                                  | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10600000 | PA      | $7987660.85   | 0.04%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LIFE STORAGE LP                | Life Storage LP                                                                 | CUSIP: 53227JAA2<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2386324.60   | 0.01%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LIFE STORAGE LP                | Life Storage LP                                                                 | CUSIP: 53227JAC8<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              | CORP              | US        |   6950000 | PA      | $5416077.11   | 0.02%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP          | Lincoln National Corp                                                           | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2150787.81   | 0.01%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP          | Lincoln National Corp                                                           | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $12445209.90  | 0.06%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  21550000 | PA      | $19438249.77  | 0.09%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  15000000 | PA      | $14260697.85  | 0.06%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   7800000 | PA      | $7256277.52   | 0.03%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  15000000 | PA      | $14523904.05  | 0.07%             | 2025-07-09      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| LOUISIANA-PACIFIC CORP         | Louisiana-Pacific Corp                                                          | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $21596159.75  | 0.10%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                     | CUSIP: 55037AAA6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |  10000000 | PA      | $8844029.70   | 0.04%             | 2026-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |  20958000 | PA      | $17204417.80  | 0.08%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MBIA INSURANCE CO              | MBIA Insurance Corp                                                             | CUSIP: 55276GAA3<br>LEI: 5493004M1UUDNTDXS107 | Long             | DBT              | CORP              | US        |    700000 | PA      | $52906.00     | 0.00%             | 2033-01-15      | None          | 15.34%                | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VAA8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  13125000 | PA      | $12729024.66  | 0.06%             | 2025-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VAJ9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  19150000 | PA      | $18870850.26  | 0.08%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3945233.70   | 0.02%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   8825000 | PA      | $7812407.59   | 0.03%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   6519000 | PA      | $6169896.99   | 0.03%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $17852317.20  | 0.08%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                        | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   7562000 | PA      | $6586765.46   | 0.03%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                        | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8269800.00   | 0.04%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD             | Macquarie Bank Ltd                                                              | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |  28805000 | PA      | $23371393.31  | 0.10%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                             | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  10000000 | PA      | $7698889.50   | 0.03%             | 2032-06-23      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                             | CUSIP: 55608JAL2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  21000000 | PA      | $20923854.21  | 0.09%             | 2024-03-27      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                             | CUSIP: 55608JBF4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   9850000 | PA      | $9816691.63   | 0.04%             | 2026-08-09      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD             | Macquarie Bank Ltd                                                              | CUSIP: 55608XAB3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   7800000 | PA      | $7635364.85   | 0.03%             | 2025-06-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   9550000 | PA      | $7877510.31   | 0.04%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN       | Magellan Midstream Partners LP                                                  | CUSIP: 559080AJ5<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |   8770000 | PA      | $6305197.03   | 0.03%             | 2045-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN       | Magellan Midstream Partners LP                                                  | CUSIP: 559080AK2<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9944021.10   | 0.04%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC        | Magna International Inc                                                         | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $8281920.90   | 0.04%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC       | Microchip Technology Inc                                                        | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3886159.08   | 0.02%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT        | Midwest Connector Capital Co LLC                                                | CUSIP: 59833CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13695000 | PA      | $13264433.58  | 0.06%             | 2024-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT        | Midwest Connector Capital Co LLC                                                | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12000000 | PA      | $10867253.52  | 0.05%             | 2029-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust       | Mill City Mortgage Loan Trust 2018-2                                            | CUSIP: 59980MAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6241672 | PA      | $6116892.39   | 0.03%             | 2058-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust       | Mill City Mortgage Loan Trust 2018-3                                            | CUSIP: 59980XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6719517 | PA      | $6417056.09   | 0.03%             | 2058-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust       | Mill City Mortgage Loan Trust 2019-1                                            | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16746735 | PA      | $15759602.24  | 0.07%             | 2069-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV         | Minera Mexico SA de CV                                                          | CUSIP: 60284MAB8<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |   8000000 | PA      | $6040000.00   | 0.03%             | 2050-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY HOMEO | Minnesota Housing Finance Agency                                                | CUSIP: 60416QGL2<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |  10759626 | PA      | $9575649.35   | 0.04%             | 2046-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY HOMEO | Minnesota Housing Finance Agency                                                | CUSIP: 60416QGP3<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |  10724558 | PA      | $10204035.07  | 0.05%             | 2046-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BJ2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   5956000 | PA      | $5726210.79   | 0.03%             | 2024-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  11500000 | PA      | $10770513.37  | 0.05%             | 2025-02-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 225313AF2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  37093000 | PA      | $35781571.42  | 0.16%             | 2025-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $4092579.90   | 0.02%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE        | Walt Disney Co/The                                                              | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5018444.75   | 0.02%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE        | Walt Disney Co/The                                                              | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1812319.86   | 0.01%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS         | Discover Financial Services                                                     | CUSIP: 254709AK4<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24349350.50  | 0.11%             | 2024-11-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                  | DISH DBS Corp                                                                   | CUSIP: 25470XAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2488512.38   | 0.01%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS             | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 257375AH8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   4067000 | PA      | $3929502.05   | 0.02%             | 2024-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                    | Equinix Inc                                                                     | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $13077235.05  | 0.06%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC            | Dominion Energy Inc                                                             | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1898594.84   | 0.01%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC          | DuPont de Nemours Inc                                                           | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   9275000 | PA      | $9128879.89   | 0.04%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC       | Constellation Energy Generation LLC                                             | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $5883255.59   | 0.03%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                                     | CUSIP: 30161NAN1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |  15775000 | PA      | $15413241.71  | 0.07%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC          | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |  17350000 | PA      | $16729040.72  | 0.07%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS        | Duquesne Light Holdings Inc                                                     | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |   8775000 | PA      | $6991080.58   | 0.03%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 312945DS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5012701 | PA      | $4825305.68   | 0.02%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132CWQQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  35529390 | PA      | $32772444.97  | 0.15%             | 2036-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D9GR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  40050227 | PA      | $33585506.65  | 0.15%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DMBG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8808733 | PA      | $8470172.26   | 0.04%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA       | Electricite de France SA                                                        | CUSIP: 268317AP9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |  10000000 | PA      | $8453752.80   | 0.04%             | 2035-10-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                 | EDP Finance BV                                                                  | CUSIP: 26835PAF7<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |  51299000 | PA      | $49519784.47  | 0.22%             | 2024-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DMBQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8544665 | PA      | $8009126.00   | 0.04%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DMKG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  31784244 | PA      | $28621528.11  | 0.13%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENI SPA                        | Eni SpA                                                                         | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |  18250000 | PA      | $16916036.14  | 0.08%             | 2029-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10023500.00  | 0.04%             | 2025-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVK53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  53980931 | PA      | $51709517.43  | 0.23%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 104386769 | PA      | $89914391.45  | 0.40%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84901.41     | 0.00%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L       | EQM Midstream Partners LP                                                       | CUSIP: 26885BAB6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |  14750000 | PA      | $13118613.27  | 0.06%             | 2026-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 107628826 | PA      | $93383373.16  | 0.42%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  75087426 | PA      | $61947578.75  | 0.28%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS                | Eagle Materials Inc                                                             | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $11806089.45  | 0.05%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN               | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AK6<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |   2033000 | PA      | $1964267.93   | 0.01%             | 2024-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  87696038 | PA      | $78004943.46  | 0.35%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVMC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  56580038 | PA      | $50378844.97  | 0.23%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132FCEB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  48382877 | PA      | $43800208.77  | 0.20%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132GUKK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2036910 | PA      | $1911572.25   | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EATON CORP                     | Eaton Corp                                                                      | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   3660000 | PA      | $3379427.22   | 0.02%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EDWARD-ELMHURST HLTHCR         | Edward-Elmhurst Healthcare                                                      | CUSIP: 28167RAC4<br>LEI: 549300HQM2YWM7SVJY37 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3976970.56   | 0.02%             | 2023-05-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132HLM34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7033252 | PA      | $6416929.15   | 0.03%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132HMK75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4468519 | PA      | $4193533.41   | 0.02%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC/DELAWA       | Kinder Morgan Inc                                                               | CUSIP: 28368EAA4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |  15384000 | PA      | $16724555.61  | 0.07%             | 2030-10-15      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                                               | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |  16174000 | PA      | $18088338.30  | 0.08%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132HPR22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24891474 | PA      | $22710256.74  | 0.10%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132HRMY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13105343 | PA      | $11956688.03  | 0.05%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |  27248000 | PA      | $29860161.13  | 0.13%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                   | CUSIP: 286181AD4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |  23000000 | PA      | $21790657.24  | 0.10%             | 2025-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132J4JU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9046751 | PA      | $8782387.91   | 0.04%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132J7TM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8430278 | PA      | $7691384.25   | 0.03%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132J85A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6370742 | PA      | $5812336.27   | 0.03%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132L7F95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5662963 | PA      | $5406460.01   | 0.02%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14277564.30  | 0.06%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1558442.61   | 0.01%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  42178315 | PA      | $39057982.36  | 0.17%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  29920479 | PA      | $28946936.45  | 0.13%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  16585000 | PA      | $15020245.55  | 0.07%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS       | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4963627.49   | 0.02%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS       | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |  23298000 | PA      | $26169767.40  | 0.12%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | Enel Finance International NV                                                   | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   4286000 | PA      | $3918901.91   | 0.02%             | 2039-10-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3598511.60   | 0.02%             | 2036-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  18727000 | PA      | $18518893.78  | 0.08%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2702000 | PA      | $2509013.27   | 0.01%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4171466.45   | 0.02%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  44435900 | PA      | $40064891.21  | 0.18%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCRX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18323722 | PA      | $17599983.14  | 0.08%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   8650000 | PA      | $8174765.19   | 0.04%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | Enel Finance International NV                                                   | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |  54084000 | PA      | $42696314.72  | 0.19%             | 2047-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | Enel Finance International NV                                                   | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   7000000 | PA      | $6147821.05   | 0.03%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | Enel Finance International NV                                                   | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |  20000000 | PA      | $21270305.40  | 0.10%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132XSA91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24106289 | PA      | $22412619.25  | 0.10%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335A2F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13528040 | PA      | $12342502.98  | 0.06%             | 2045-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4517440.85   | 0.02%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4693000 | PA      | $4546003.04   | 0.02%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335A2S6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4683913 | PA      | $4497150.19   | 0.02%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335A5Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18429179 | PA      | $16532909.54  | 0.07%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335AEJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9361736 | PA      | $8785722.88   | 0.04%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335ANJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18792219 | PA      | $17515183.98  | 0.08%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2775894 | PA      | $2588410.67   | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335AYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  30823392 | PA      | $27681387.79  | 0.12%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BC79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10295529 | PA      | $9659824.02   | 0.04%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BCZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  34484537 | PA      | $30979084.27  | 0.14%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BKG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12437326 | PA      | $11668095.47  | 0.05%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BLE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4265715 | PA      | $4237841.06   | 0.02%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  18925000 | PA      | $18355499.44  | 0.08%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15040853.55  | 0.07%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4653000 | PA      | $4626793.28   | 0.02%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA         | Engie Energia Chile SA                                                          | CUSIP: 29287TAA7<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |   3000000 | PA      | $2474455.98   | 0.01%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BNN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9050924 | PA      | $8445086.28   | 0.04%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BXJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9205307 | PA      | $8798218.78   | 0.04%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |  14475000 | PA      | $10516792.00  | 0.05%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                    | Equinix Inc                                                                     | CUSIP: 29444UBC9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7623488.56   | 0.03%             | 2024-11-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                                     | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   5875000 | PA      | $5497874.06   | 0.02%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                                     | CUSIP: 30161NBF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4023257.30   | 0.02%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335CBS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  28353054 | PA      | $28167820.47  | 0.13%             | 2046-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133AQN45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16049928 | PA      | $13270912.96  | 0.06%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $8633482.00   | 0.04%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION        | Exxon Mobil Corp                                                                | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $33746609.75  | 0.15%             | 2025-03-19      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| FMR LLC                        | FMR LLC                                                                         | CUSIP: 30251BAC2<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1880562.72   | 0.01%             | 2040-12-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FMR LLC                        | FMR LLC                                                                         | CUSIP: 30251BAD0<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |   4235000 | PA      | $3943119.73   | 0.02%             | 2033-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KLBS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  62626340 | PA      | $54012459.72  | 0.24%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25946137 | PA      | $22316927.66  | 0.10%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KMMM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  88376300 | PA      | $72184532.47  | 0.32%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KT2C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17862115 | PA      | $15633468.28  | 0.07%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006         | FMG Resources August 2006 Pty Ltd                                               | CUSIP: 30251GAW7<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   2045000 | PA      | $2009871.40   | 0.01%             | 2024-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006         | FMG Resources August 2006 Pty Ltd                                               | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $831683.49    | 0.00%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KT2V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23548487 | PA      | $20511867.69  | 0.09%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYV71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 111298645 | PA      | $93982739.21  | 0.42%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FBBX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  71580000 | PA      | $68072071.78  | 0.30%             | 2027-08-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FEBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12000000 | PA      | $11494470.00  | 0.05%             | 2027-12-25      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FG6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  46199000 | PA      | $44968485.02  | 0.20%             | 2028-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FGZT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  63251000 | PA      | $61709162.00  | 0.28%             | 2028-06-25      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FHPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  34095000 | PA      | $33240599.76  | 0.15%             | 2028-07-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FJY78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18777000 | PA      | $17535141.80  | 0.08%             | 2033-10-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FWHF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $728849.50    | 0.00%             | 2035-07-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31385H3Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3695 | PA      | $3783.29      | 0.00%             | 2032-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138A1VP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    696091 | PA      | $652549.47    | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138A2GR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1983548 | PA      | $1922879.34   | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138A4XY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1372050 | PA      | $1319302.87   | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138A8YD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2593941 | PA      | $2494153.75   | 0.01%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138AMUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1974238 | PA      | $1953448.96   | 0.01%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ASR53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    947450 | PA      | $911019.45    | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138E0RA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    996303 | PA      | $933932.98    | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138E0RK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4612729 | PA      | $4435359.11   | 0.02%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138E6U20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9438626 | PA      | $9075652.25   | 0.04%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EMT92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1464451 | PA      | $1446492.29   | 0.01%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EMUX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5918859 | PA      | $5844297.01   | 0.03%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EPEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9411307 | PA      | $9025867.75   | 0.04%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EPN91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1184066 | PA      | $1135576.59   | 0.01%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6545862 | PA      | $6661994.66   | 0.03%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EQVQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12173009 | PA      | $11704851.10  | 0.05%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EQZF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10001095 | PA      | $9712135.76   | 0.04%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ERJM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13719316 | PA      | $12311911.05  | 0.06%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ERTM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2591360 | PA      | $2491716.42   | 0.01%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006         | FMG Resources August 2006 Pty Ltd                                               | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |  10000000 | PA      | $9326000.00   | 0.04%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128CUVG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5179467 | PA      | $4882321.36   | 0.02%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ERZ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11203263 | PA      | $11117473.76  | 0.05%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ETJ72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18559509 | PA      | $17848258.66  | 0.08%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6AX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26522 | PA      | $27550.86     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6V39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1974781 | PA      | $2020652.08   | 0.01%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8CD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8331676 | PA      | $8020415.94   | 0.04%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9NV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7507452 | PA      | $7045300.03   | 0.03%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  47025000 | PA      | $45117139.32  | 0.20%             | 2026-04-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  12250000 | PA      | $10548326.53  | 0.05%             | 2027-06-16      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9X64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18058152 | PA      | $16475201.29  | 0.07%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAAA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6697198 | PA      | $6430082.75   | 0.03%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  31325000 | PA      | $22706762.31  | 0.10%             | 2037-03-13      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                   | ADT Security Corp/The                                                           | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1913526.20   | 0.01%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MABS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18677230 | PA      | $17516211.51  | 0.08%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAGC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7611662 | PA      | $7863491.53   | 0.04%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  36462521 | PA      | $34022415.13  | 0.15%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJGA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47017 | PA      | $48843.70     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIG SUNAMER GLOB FIN X         | AIG SunAmerica Global Financing X                                               | CUSIP: 00139PAA6<br>LEI: 549300Q3UB1GMKCGGR05 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2134220.06   | 0.01%             | 2032-03-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                 | Aon Global Ltd                                                                  | CUSIP: 00185AAK0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |  14490000 | PA      | $14140097.22  | 0.06%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJJP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44025 | PA      | $45735.72     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJMW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    741785 | PA      | $736934.96    | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AP MOLLER-MAERSK A/S           | AP Moller - Maersk A/S                                                          | CUSIP: 00203QAD9<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |  18140000 | PA      | $17507036.26  | 0.08%             | 2025-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AP MOLLER-MAERSK A/S           | AP Moller - Maersk A/S                                                          | CUSIP: 00203QAE7<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |  20575000 | PA      | $19584115.20  | 0.09%             | 2029-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  10980000 | PA      | $10372827.63  | 0.05%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $8190488.23   | 0.04%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  40029000 | PA      | $26829185.87  | 0.12%             | 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        |  31734000 | PA      | $21348175.82  | 0.10%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJRW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11451557 | PA      | $10746868.31  | 0.05%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJS68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10239775 | PA      | $9342149.35   | 0.04%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  14329000 | PA      | $11054734.09  | 0.05%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  25315000 | PA      | $17604607.42  | 0.08%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                                      | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2424805.45   | 0.01%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                                      | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $3478272.59   | 0.02%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJSG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2530526 | PA      | $2308726.02   | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJSS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5372564 | PA      | $4901638.56   | 0.02%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  11250000 | PA      | $9685118.36   | 0.04%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $16855731.60  | 0.08%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                               | CUSIP: 31358UC95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       614 | PA      | $612.46       | 0.00%             | 2023-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                               | CUSIP: 31358UEP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        75 | PA      | $75.00        | 0.00%             | 2023-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                                 | CUSIP: 3136AVY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21701725 | PA      | $20070667.10  | 0.09%             | 2026-12-25      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31371GZ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3963 | PA      | $4102.61      | 0.00%             | 2028-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJSY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4443808 | PA      | $4054270.24   | 0.02%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJU81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3516606 | PA      | $3339359.37   | 0.01%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31371HE46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8438 | PA      | $8736.32      | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31371NU45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12698 | PA      | $12774.19     | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31376KA30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4499132 | PA      | $4598335.65   | 0.02%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BTUM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  57540000 | PA      | $55118147.15  | 0.25%             | 2026-11-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4062407 | PA      | $3900360.55   | 0.02%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3317802 | PA      | $3090879.41   | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2368369 | PA      | $2273883.34   | 0.01%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3007324 | PA      | $2855740.65   | 0.01%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BVZ82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16715490 | PA      | $16064725.89  | 0.07%             | 2027-01-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BXHC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15655000 | PA      | $14142914.86  | 0.06%             | 2031-10-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    259793 | PA      | $249375.96    | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7TX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4373920 | PA      | $4123092.04   | 0.02%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BXQY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9810250 | PA      | $9348371.66   | 0.04%             | 2027-03-25      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F1G44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  54115000 | PA      | $51556053.17  | 0.23%             | 2027-04-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F2LJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16491658 | PA      | $15621241.48  | 0.07%             | 2027-06-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F4D41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  40495000 | PA      | $39043185.41  | 0.17%             | 2028-01-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F82N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23000000 | PA      | $18496786.30  | 0.08%             | 2030-11-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FAWS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9015000 | PA      | $8557992.69   | 0.04%             | 2027-07-25      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7W58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3291997 | PA      | $3103188.95   | 0.01%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7XJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5207999 | PA      | $4909278.77   | 0.02%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7XX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2455711 | PA      | $2314833.36   | 0.01%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8A35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6655903 | PA      | $6191194.61   | 0.03%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8BV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5738639 | PA      | $5337833.26   | 0.02%             | 2035-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292G2S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2129 | PA      | $2186.04      | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292GXS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5226 | PA      | $5366.04      | 0.00%             | 2028-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292K2X4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    983862 | PA      | $977428.43    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292SAD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7634293 | PA      | $7164502.36   | 0.03%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3129366F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    224485 | PA      | $222930.37    | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3129413N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    754081 | PA      | $749149.99    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138LTJQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1249205 | PA      | $1138420.75   | 0.01%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138LUS30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2363268 | PA      | $2215304.80   | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138LY5E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  52215567 | PA      | $48946784.42  | 0.22%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138M3RK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4115609 | PA      | $3858106.97   | 0.02%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138W7GF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2740740 | PA      | $2495812.80   | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138W9KR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3278502 | PA      | $2987680.69   | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WDWT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4829364 | PA      | $4631574.19   | 0.02%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WECU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3913585 | PA      | $3753298.24   | 0.02%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WGAN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17954365 | PA      | $17218882.46  | 0.08%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WKNJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22623247 | PA      | $21008191.58  | 0.09%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WMXL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1011324 | PA      | $921614.24    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WQA36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10035877 | PA      | $9145632.27   | 0.04%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WQAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3908671 | PA      | $3561925.26   | 0.02%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WTRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11277634 | PA      | $10277326.06  | 0.05%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138X0Y36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8935439 | PA      | $8098525.25   | 0.04%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138XYCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9123762 | PA      | $8772896.09   | 0.04%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138Y64A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4280397 | PA      | $4247616.15   | 0.02%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402C4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303896 | PA      | $309093.08    | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402CPJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9101538 | PA      | $8981600.31   | 0.04%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402DJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13725 | PA      | $14171.83     | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402Q6T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500839 | PA      | $511893.96    | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402QYZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11903 | PA      | $12304.48     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402RJV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1518058 | PA      | $1551553.33   | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    899633 | PA      | $917839.99    | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31403DBY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    413340 | PA      | $422469.22    | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1356070 | PA      | $1405095.53   | 0.01%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140E2TX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4940470 | PA      | $4595523.82   | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FQTZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5466097 | PA      | $5092376.26   | 0.02%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXGW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22637218 | PA      | $22465743.51  | 0.10%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXHH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27433982 | PA      | $24760453.69  | 0.11%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXSY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8942352 | PA      | $7953205.32   | 0.04%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J55P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20180754 | PA      | $19455491.14  | 0.09%             | 2037-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J5EV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4660344 | PA      | $4481120.26   | 0.02%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J5H93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12188037 | PA      | $11693488.90  | 0.05%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J5SS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13500563 | PA      | $12641199.53  | 0.06%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J6GP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18938938 | PA      | $18110276.18  | 0.08%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG       | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AD3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6871397.61   | 0.03%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG       | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $6578111.10   | 0.03%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J7N27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9766275 | PA      | $9603915.58   | 0.04%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J8LG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11882344 | PA      | $11374756.14  | 0.05%             | 2037-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J8MW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24128191 | PA      | $21738741.68  | 0.10%             | 2038-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JAEL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13037828 | PA      | $13134182.80  | 0.06%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JANV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7348519 | PA      | $7371640.29   | 0.03%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JASH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4335961 | PA      | $4055754.28   | 0.02%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140LVTP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10920571 | PA      | $9014364.75   | 0.04%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QG2A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  45411143 | PA      | $40603842.62  | 0.18%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QGEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  70082277 | PA      | $60136920.38  | 0.27%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QGWX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  56288296 | PA      | $51707390.41  | 0.23%             | 2036-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QPS65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  88701131 | PA      | $87626016.46  | 0.39%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X4MD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14326776 | PA      | $12834831.31  | 0.06%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XHLJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  51065751 | PA      | $47564743.89  | 0.21%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2222968 | PA      | $2320174.92   | 0.01%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31410LE40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11027832 | PA      | $10338165.11  | 0.05%             | 2041-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31416VD76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5101718 | PA      | $5214218.06   | 0.02%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31416VDQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6938843 | PA      | $7091881.32   | 0.03%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31416VY57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4338647 | PA      | $4172181.01   | 0.02%             | 2039-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417BXS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6603299 | PA      | $6190171.67   | 0.03%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417DGE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10388499 | PA      | $9467133.75   | 0.04%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417GMY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8843647 | PA      | $8282928.39   | 0.04%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417GXB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4879539 | PA      | $4576888.71   | 0.02%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC               | Berry Global Inc                                                                | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |  28000000 | PA      | $26918285.52  | 0.12%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC         | Bimbo Bakeries USA Inc                                                          | CUSIP: 09031WAA1<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3789786.95   | 0.02%             | 2051-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417TRQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3319487 | PA      | $3293639.88   | 0.01%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417YQP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1442781 | PA      | $1433108.88   | 0.01%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417YTT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6638200 | PA      | $6382844.14   | 0.03%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418A6A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4922161 | PA      | $4769729.49   | 0.02%             | 2034-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ABT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16014895 | PA      | $15529665.77  | 0.07%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418AJJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6590839 | PA      | $6178153.47   | 0.03%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ALT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3276522 | PA      | $3087091.35   | 0.01%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ARX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5712092 | PA      | $5378189.99   | 0.02%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ASW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5708868 | PA      | $5361052.59   | 0.02%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418B2W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3006372 | PA      | $2898373.42   | 0.01%             | 2036-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418BG59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6783885 | PA      | $6540406.45   | 0.03%             | 2034-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $3671623.35   | 0.02%             | 2035-08-12      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2J2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  42500000 | PA      | $40279530.55  | 0.18%             | 2025-11-19      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  10500000 | PA      | $8638092.33   | 0.04%             | 2031-01-13      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  16500000 | PA      | $15161289.50  | 0.07%             | 2026-06-09      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  16000000 | PA      | $13344837.92  | 0.06%             | 2028-09-30      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   8000000 | PA      | $6989921.76   | 0.03%             | 2027-01-13      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  25000000 | PA      | $19628176.00  | 0.09%             | 2032-04-19      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AD0<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |  17475000 | PA      | $17272801.67  | 0.08%             | 2024-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |  26406000 | PA      | $26765629.65  | 0.12%             | 2026-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |  28916000 | PA      | $27279293.68  | 0.12%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH FEDERAL L | New Hampshire Business Finance Authority                                        | CUSIP: 63607VAH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  33000000 | PA      | $28266994.80  | 0.13%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  63394000 | PA      | $57694426.13  | 0.26%             | 2026-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 638602BP6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   8100000 | PA      | $7795621.68   | 0.03%             | 2025-07-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE FINANCIAL SER       | Nationwide Financial Services Inc                                               | CUSIP: 638612AM3<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |  17500000 | PA      | $12287457.88  | 0.06%             | 2049-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAA5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  14500000 | PA      | $14421198.88  | 0.06%             | 2024-03-08      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAB3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   3525000 | PA      | $3194157.14   | 0.01%             | 2029-03-08      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  10125000 | PA      | $8832341.76   | 0.04%             | 2030-07-18      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA       | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AE7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $6263072.93   | 0.03%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA       | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |  22409000 | PA      | $28945851.18  | 0.13%             | 2039-08-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  11725000 | PA      | $10164675.46  | 0.05%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-E                                | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11442595 | PA      | $9597328.07   | 0.04%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-G                                | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10590782 | PA      | $8981251.11   | 0.04%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2022-A                                | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10352485 | PA      | $8997243.10   | 0.04%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust      | Nelnet Student Loan Trust 2021-A                                                | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  29290998 | PA      | $25943127.49  | 0.12%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                    | Netflix Inc                                                                     | CUSIP: 64110LAL0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   4270000 | PA      | $4323802.00   | 0.02%             | 2025-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE INS CO       | Metropolitan Life Insurance Co                                                  | CUSIP: 644162AB5<br>LEI: 549300H7EXFMRS487544 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3269162.85   | 0.01%             | 2024-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NEW HAMPSHIRE ST HSG FIN AUTHS | New Hampshire Housing Finance Authority                                         | CUSIP: 64469DUS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $309054.81    | 0.00%             | 2034-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU | New Jersey Turnpike Authority                                                   | CUSIP: 646140DG5<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |  40000000 | PA      | $34231140.00  | 0.15%             | 2035-01-01      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2017-3                                      | CUSIP: 64828MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9688749 | PA      | $9155318.14   | 0.04%             | 2057-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2016-1                                      | CUSIP: 64829FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5655490 | PA      | $5192720.26   | 0.02%             | 2056-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2017-1                                      | CUSIP: 64829JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11722098 | PA      | $11028591.82  | 0.05%             | 2057-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2017-6                                      | CUSIP: 64830BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12375164 | PA      | $11576162.56  | 0.05%             | 2057-08-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2018-1                                      | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6468855 | PA      | $6071154.87   | 0.03%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2019-RPL2                                   | CUSIP: 64830HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14401313 | PA      | $13532281.21  | 0.06%             | 2059-02-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2022-NQM2                                   | CUSIP: 64831MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27492531 | PA      | $24488971.91  | 0.11%             | 2062-03-27      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE        | New York Life Insurance Co                                                      | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |  25105000 | PA      | $28106089.61  | 0.13%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE        | New York Life Insurance Co                                                      | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8305255.20   | 0.04%             | 2069-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC              | Newell Brands Inc                                                               | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14111929.05  | 0.06%             | 2026-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC              | Newell Brands Inc                                                               | CUSIP: 651229BB1<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1458750.00   | 0.01%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC              | Newell Brands Inc                                                               | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4970550.00   | 0.02%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |  20800000 | PA      | $18583871.70  | 0.08%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                    | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |  11775000 | PA      | $9209679.19   | 0.04%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                | Nissan Motor Co Ltd                                                             | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |  10000000 | PA      | $9077287.20   | 0.04%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HAP4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |  10000000 | PA      | $9448078.20   | 0.04%             | 2025-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |  15000000 | PA      | $13681840.35  | 0.06%             | 2025-07-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |  30000000 | PA      | $24774792.90  | 0.11%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| NOVA SE UNIVERSITY INC         | Nova Southeastern University Inc                                                | CUSIP: 669857AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4003295.14   | 0.02%             | 2053-04-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                    | Nutrien Ltd                                                                     | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $9627478.00   | 0.04%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                    | Nutrien Ltd                                                                     | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   6550000 | PA      | $5676299.63   | 0.03%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL             | nVent Finance Sarl                                                              | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |  32435000 | PA      | $29830787.36  | 0.13%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors Inc | Oakwood Mortgage Investors Inc                                                  | CUSIP: 67087TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       456 | PA      | $453.97       | 0.00%             | 2025-11-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2022-NQM5 Trust                                                             | CUSIP: 67115FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  69126042 | PA      | $65298518.94  | 0.29%             | 2062-05-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2022-NQM3 Trust                                                             | CUSIP: 67116KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  36833572 | PA      | $33787052.53  | 0.15%             | 2062-01-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599CW3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9594386.10   | 0.04%             | 2024-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  12790000 | PA      | $14081790.00  | 0.06%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   7125000 | PA      | $7267500.00   | 0.03%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599DR3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7210000.00   | 0.03%             | 2028-05-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $16154053.65  | 0.07%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCHSNER LSU HEALTH SYST        | Ochsner LSU Health System of North Louisiana                                    | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17800000 | PA      | $13094793.57  | 0.06%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP         | Old Republic International Corp                                                 | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |  12550000 | PA      | $8671331.26   | 0.04%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $8298123.27   | 0.04%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                | 180 Medical Inc                                                                 | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $429850.00    | 0.00%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                                       | CUSIP: 682680AX1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $7949418.54   | 0.04%             | 2024-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7425000 | PA      | $6238873.77   | 0.03%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $6165304.88   | 0.03%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $1888508.23   | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  46000000 | PA      | $41991761.02  | 0.19%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3584895.50   | 0.02%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7347134.69   | 0.03%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                   | Oshkosh Corp                                                                    | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4229893.70   | 0.02%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                  | Owens Corning                                                                   | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |  13205000 | PA      | $14031777.99  | 0.06%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                  | Owens Corning                                                                   | CUSIP: 690742AE1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9848863.50   | 0.04%             | 2024-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                  | Owens Corning                                                                   | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4673421.65   | 0.02%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                              | CUSIP: 69335PDZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  29800000 | PA      | $28042711.88  | 0.13%             | 2026-04-15      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                              | CUSIP: 69335PED3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  44400000 | PA      | $40950768.24  | 0.18%             | 2026-08-15      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| PEACHTREE FUNDING TRUST        | Peachtree Corners Funding Trust                                                 | CUSIP: 70466WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16000000 | PA      | $15455015.20  | 0.07%             | 2025-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19150696.80  | 0.09%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22800000 | PA      | $20080247.28  | 0.09%             | 2025-11-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION           | M&T Bank Corp                                                                   | CUSIP: 71270QEB8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4321581.00   | 0.02%             | 2024-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                | PerkinElmer Inc                                                                 | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $21813034.25  | 0.10%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                | PerkinElmer Inc                                                                 | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |  11775000 | PA      | $8223251.53   | 0.04%             | 2051-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITD       | Perrigo Finance Unlimited Co                                                    | CUSIP: 714295AC6<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |  42000000 | PA      | $39690000.00  | 0.18%             | 2024-12-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE       | Perrigo Finance Unlimited Co                                                    | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |  25250000 | PA      | $21513437.08  | 0.10%             | 2030-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS            | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  31343000 | PA      | $24616657.43  | 0.11%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS            | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1005000 | PA      | $760552.04    | 0.00%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66                                                                     | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5152853.50   | 0.02%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66                                                                     | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12178089.17  | 0.05%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66                                                                     | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $4815020.70   | 0.02%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66 Co                                                                  | CUSIP: 718547AJ1<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |  12550000 | PA      | $10967619.70  | 0.05%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66 Co                                                                  | CUSIP: 718547AL6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1744215.78   | 0.01%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| PINE STREET TRUST I            | Pine Street Trust I                                                             | CUSIP: 722844AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4634763.50   | 0.02%             | 2029-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN       | Rogers Communications Inc                                                       | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |  13000000 | PA      | $11265121.40  | 0.05%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                | Cameron LNG LLC                                                                 | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $11932472.70  | 0.05%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GLZ5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   8000000 | PA      | $7554998.32   | 0.03%             | 2025-01-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US          | Canpack SA / Canpack US LLC                                                     | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $11818814.70  | 0.05%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP           | Cantor Fitzgerald LP                                                            | CUSIP: 138616AE7<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   7525000 | PA      | $7392170.58   | 0.03%             | 2024-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4713033.00   | 0.02%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   6960000 | PA      | $6516706.46   | 0.03%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2784560.06   | 0.01%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC               | Carlisle Cos Inc                                                                | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4291683.94   | 0.02%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC               | Carlisle Cos Inc                                                                | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |  21832000 | PA      | $18232147.28  | 0.08%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC       | Constellation Brands Inc                                                        | CUSIP: 21036PAP3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997405.31    | 0.00%             | 2025-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                                     | CUSIP: 210371AF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1876570.03   | 0.01%             | 2032-04-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO            | Consumers Energy Co                                                             | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   9425000 | PA      | $7197315.39   | 0.03%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA       | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  11975000 | PA      | $11698814.35  | 0.05%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA       | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  36000000 | PA      | $33894470.52  | 0.15%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CORNING INC                    | Corning Inc                                                                     | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $7795172.10   | 0.03%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC         | Cox Communications Inc                                                          | CUSIP: 224044BY2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1388660.14   | 0.01%             | 2042-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC         | Cox Communications Inc                                                          | CUSIP: 224044CE5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2779249.33   | 0.01%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC         | Cox Communications Inc                                                          | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $3960736.74   | 0.02%             | 2035-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC         | Cox Communications Inc                                                          | CUSIP: 224044CP0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |  22900000 | PA      | $15937816.51  | 0.07%             | 2051-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                                      | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  29200000 | PA      | $28482270.13  | 0.13%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  39395000 | PA      | $37314279.41  | 0.17%             | 2024-08-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  15000000 | PA      | $15211464.00  | 0.07%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   8000000 | PA      | $7003769.76   | 0.03%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   7500000 | PA      | $6296093.03   | 0.03%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM       | Advanced Drainage Systems Inc                                                   | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1457490.00   | 0.01%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM           | Adventist Health System/West                                                    | CUSIP: 007944AF8<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $6222217.82   | 0.03%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM           | Adventist Health System/West                                                    | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |   8900000 | PA      | $6350041.95   | 0.03%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                     | Affirm Asset Securitization Trust 2021-B                                        | CUSIP: 00834DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15650000 | PA      | $14842632.15  | 0.07%             | 2026-08-17      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                 | Air Lease Corp                                                                  | CUSIP: 00914AAA0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   8175000 | PA      | $8035820.38   | 0.04%             | 2024-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                 | Air Lease Corp                                                                  | CUSIP: 00914AAF9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  14150000 | PA      | $13179799.73  | 0.06%             | 2025-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                 | Air Lease Corp                                                                  | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9995493.00   | 0.04%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS       | Air Products and Chemicals Inc                                                  | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3482994.45   | 0.02%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                     | CUSIP: 00973RAG8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |  25000000 | PA      | $23124608.25  | 0.10%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY         | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4560274.50   | 0.02%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY         | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1258485.00   | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP             | Alcon Finance Corp                                                              | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   6110000 | PA      | $5333950.45   | 0.02%             | 2029-09-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP             | Alcon Finance Corp                                                              | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   6475000 | PA      | $5515693.27   | 0.02%             | 2030-05-27      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD       | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   6500000 | PA      | $5524774.97   | 0.02%             | 2030-01-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-3                                                    | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10802636 | PA      | $9874699.09   | 0.04%             | 2048-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8229736.53   | 0.04%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |  23840000 | PA      | $18416610.75  | 0.08%             | 2031-08-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp H | Asset Backed Securities Corp Home Equity Loan Trust Series NC 2006-HE2          | CUSIP: 04541GWB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3878183 | PA      | $3776169.83   | 0.02%             | 2036-03-25      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                   | Assurant Inc                                                                    | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4078260.69   | 0.02%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                   | Assurant Inc                                                                    | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $5942156.15   | 0.03%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AH9<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  32000000 | PA      | $31613532.48  | 0.14%             | 2024-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  14803000 | PA      | $13393433.03  | 0.06%             | 2030-07-22      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  13000000 | PA      | $9573137.73   | 0.04%             | 2035-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  28000000 | PA      | $28372046.08  | 0.13%             | 2032-12-08      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                   | Avangrid Inc                                                                    | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13386109.38  | 0.06%             | 2025-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP            | Avery Dennison Corp                                                             | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |  10175000 | PA      | $8402544.20   | 0.04%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAD3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   5000000 | PA      | $4904912.65   | 0.02%             | 2024-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAH4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  10000000 | PA      | $9233312.10   | 0.04%             | 2025-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2018-C2                                                    | CUSIP: 05491UBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14445000 | PA      | $13778748.93  | 0.06%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| BGC PARTNERS INC               | BGC Partners Inc                                                                | CUSIP: 05541TAP6<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12190579.83  | 0.05%             | 2025-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  16910000 | PA      | $16129396.18  | 0.07%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  33770000 | PA      | $33513872.11  | 0.15%             | 2023-10-22      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05578QAB9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  30902000 | PA      | $30258714.61  | 0.14%             | 2024-07-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05578QAC7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3185000 | PA      | $3099290.09   | 0.01%             | 2024-07-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05578QAD5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  40275000 | PA      | $38712031.56  | 0.17%             | 2025-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  22000000 | PA      | $16120415.30  | 0.07%             | 2032-10-19      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 05581KAA9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   8200000 | PA      | $7969084.39   | 0.04%             | 2025-09-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  15000000 | PA      | $13342277.25  | 0.06%             | 2026-10-06      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust     | BMO 2022-C1 Mortgage Trust                                                      | CUSIP: 05609MCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31900000 | PA      | $27769444.45  | 0.12%             | 2055-02-17      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| BALL CORP                      | Ball Corp                                                                       | CUSIP: 058498AT3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |  21675000 | PA      | $21385669.75  | 0.10%             | 2025-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BALL CORP                      | Ball Corp                                                                       | CUSIP: 058498AV8<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |  23125000 | PA      | $22410448.60  | 0.10%             | 2026-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BALL CORP                      | Ball Corp                                                                       | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3987075.00   | 0.02%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BALL CORP                      | Ball Corp                                                                       | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $20078250.00  | 0.09%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BALL CORP                      | Ball Corp                                                                       | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2054340.00   | 0.01%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2004-6                                   | CUSIP: 05948KSN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225900 | PA      | $180450.30    | 0.00%             | 2048-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2003-8                                   | CUSIP: 05948XTV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    901565 | PA      | $853830.89    | 0.00%             | 2033-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2007-1                                   | CUSIP: 059496AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73164 | PA      | $62348.61     | 0.00%             | 2057-02-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2006-5                                   | CUSIP: 05950BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106266 | PA      | $91988.66     | 0.00%             | 2046-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   9600000 | PA      | $8016055.10   | 0.04%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP          | Norfolk Southern Corp                                                           | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $12102577.20  | 0.05%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-25

**Name of Applicant:** Baird Funds Inc

**Signature:** Baird Funds Inc

**Name of Signer:** Peter Hammond

**Title:** Vice President