# EDGAR Filing Document

**Accession Number:** 0001454889
**File Stem:** 0001410368-26-017054
**Filing Date:** 2026-2
**Character Count:** 5425648
**Document Hash:** c898e8be46c7ea8e5a776f38ac532028
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-017054.hdr.sgml**: 20260224

**ACCESSION NUMBER**: 0001410368-26-017054

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260224

**DATE AS OF CHANGE**: 20260224

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SCHWAB STRATEGIC TRUST
- **CENTRAL INDEX KEY:** 0001454889

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231
- **LEGAL ENTITY IDENTIFIER:** 549300NAZEQOIX80E226

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22311
- **FILM NUMBER:** 26669051

**BUSINESS ADDRESS:**
- **STREET 1:** 9800 SCHWAB WAY
- **CITY:** LONE TREE
- **STATE:** CO
- **ZIP:** 80124
- **BUSINESS PHONE:** 1-800-648-5300

**MAIL ADDRESS:**
- **STREET 1:** 9800 SCHWAB WAY
- **CITY:** LONE TREE
- **STATE:** CO
- **ZIP:** 80124

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Schwab Strategic Trust
- **DATE OF NAME CHANGE:** 20090127

## Series and Classes Contracts Data

### Schwab U.S. Aggregate Bond ETF (Series ID: S000033156)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000102078 | Schwab U.S. Aggregate Bond ETF | SCHZ            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SCHWAB STRATEGIC TRUST

- **b. Investment Company Act file number:** 811-22311

- **c. CIK number of Registrant:** 0001454889

- **d. LEI of Registrant:** 549300NAZEQOIX80E226

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

  - **Street Address 1:** 9800 Schwab Way

  - **City:** Lone Tree

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80124

  - **Telephone number:** 800-648-5300

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

- **a. Name of Series:** Schwab U.S. Aggregate Bond ETF

- **b. EDGAR series identifier (if any):** S000033156

- **c. LEI of Series:** 549300EMR2FMUC3JFN76

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $9643084716.30

**Total Liabilities:** $136063787.43

**Net Assets:** $9507020928.87

**Delayed Delivery Securities:** $126769895.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 65746.96000000 | **1-Year:** 42752.99000000 | **5-Year:** 286828.39000000 | **10-Year:** 643823.72000000 | **30-Year:** 2001823.21000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000102078 | 0.63%                | 0.62%                | -0.29%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2540370.73             | $27462086.99                               |
| Month 2  | $-2063797.38             | $29441958.60                               |
| Month 3  | $-2524106.86             | $-55823179.38                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABB FINANCE USA INC                                                              | ABB Finance USA Inc                                                                   | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133948.22    | 0.00%             | 2042-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE USA INC                                                              | ABB Finance USA Inc                                                                   | CUSIP: 00037BAF9<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351462.58    | 0.00%             | 2028-04-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                        | Aflac Inc                                                                             | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120791.24    | 0.00%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                        | Aflac Inc                                                                             | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    205000 | PA      | $180910.45    | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                        | Aflac Inc                                                                             | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246176.65    | 0.00%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                                        | AGCO Corp                                                                             | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222982.14    | 0.00%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                                        | AGCO Corp                                                                             | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    225000 | PA      | $235540.78    | 0.00%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                         | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    175000 | PA      | $129548.23    | 0.00%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                         | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104596.05    | 0.00%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                         | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77049.25     | 0.00%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                         | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    125000 | PA      | $85492.50     | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                         | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182319.46    | 0.00%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                         | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67750.86     | 0.00%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                         | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276207.03    | 0.00%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                         | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    175000 | PA      | $160638.24    | 0.00%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                         | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155385.65    | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                         | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104423.28    | 0.00%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                         | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216310.51    | 0.00%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                               | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99324.36     | 0.00%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                               | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    140000 | PA      | $107554.06    | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                               | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82614.05     | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                               | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    255000 | PA      | $192874.38    | 0.00%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                               | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $84944.01     | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                               | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    225000 | PA      | $167313.67    | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                               | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30850.11     | 0.00%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                               | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84881.40     | 0.00%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                               | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194743.98    | 0.00%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                               | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137853.58    | 0.00%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                               | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155077.02    | 0.00%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                          | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206893.96    | 0.00%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                          | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    221000 | PA      | $189692.41    | 0.00%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                                                                | AHS Hospital Corp                                                                     | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120913.83    | 0.00%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                                                                | AHS Hospital Corp                                                                     | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $124276.96    | 0.00%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                     | AES Corp/The                                                                          | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    285000 | PA      | $258520.82    | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                     | AES Corp/The                                                                          | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255907.80    | 0.00%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                     | AES Corp/The                                                                          | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230873.58    | 0.00%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                        | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    180000 | PA      | $157559.87    | 0.00%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                        | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $204778.66    | 0.00%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RAG7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $163142.91    | 0.00%             | 2038-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RAS1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    145000 | PA      | $159523.91    | 0.00%             | 2039-02-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184118.81    | 0.00%             | 2041-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    450000 | PA      | $379921.10    | 0.00%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    265000 | PA      | $218899.38    | 0.00%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RCG5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43958.21     | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    795000 | PA      | $764224.44    | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    600000 | PA      | $520441.50    | 0.01%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RCU4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262086.50    | 0.00%             | 2047-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RDF6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    155000 | PA      | $161860.56    | 0.00%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106761.20    | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RDH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    210000 | PA      | $200565.77    | 0.00%             | 2042-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    535000 | PA      | $442046.53    | 0.00%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    309000 | PA      | $255812.63    | 0.00%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    470000 | PA      | $471181.25    | 0.00%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    380000 | PA      | $385016.42    | 0.00%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    133000 | PA      | $125681.50    | 0.00%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    165000 | PA      | $158463.69    | 0.00%             | 2057-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RFU1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    215000 | PA      | $193089.95    | 0.00%             | 2050-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    239000 | PA      | $232661.19    | 0.00%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    395000 | PA      | $395523.89    | 0.00%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1072411.57   | 0.01%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183098.68    | 0.00%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    850000 | PA      | $854615.42    | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    350000 | PA      | $333068.54    | 0.00%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149757.99    | 0.00%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    185000 | PA      | $160806.85    | 0.00%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RJL7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44408.44     | 0.00%             | 2045-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    720000 | PA      | $704016.72    | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    900000 | PA      | $826910.37    | 0.01%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    715000 | PA      | $561932.09    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    875000 | PA      | $615900.34    | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    440000 | PA      | $302511.57    | 0.00%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RKD3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    215000 | PA      | $157750.77    | 0.00%             | 2043-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RKE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    280000 | PA      | $182544.77    | 0.00%             | 2052-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RKF8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    350000 | PA      | $223423.17    | 0.00%             | 2061-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    700000 | PA      | $667338.91    | 0.01%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    785000 | PA      | $689383.62    | 0.01%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2245000 | PA      | $1503534.65   | 0.02%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $1460534.87   | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1241725.15   | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1131000 | PA      | $965805.80    | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1225106.00   | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    790000 | PA      | $819441.40    | 0.01%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    425000 | PA      | $432200.52    | 0.00%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    325000 | PA      | $333177.88    | 0.00%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402330.60    | 0.00%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338118.07    | 0.00%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    370000 | PA      | $365841.98    | 0.00%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    320000 | PA      | $308384.86    | 0.00%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    485000 | PA      | $465123.73    | 0.00%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                              | CUSIP: 00217GAB9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    295000 | PA      | $275771.55    | 0.00%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                              | CUSIP: 00217GAC7<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    250000 | PA      | $192538.85    | 0.00%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                                   | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    190000 | PA      | $212637.91    | 0.00%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                                   | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    180000 | PA      | $198066.69    | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                                   | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227443.70    | 0.00%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                                   | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502850.00    | 0.01%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                                   | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    925000 | PA      | $871049.56    | 0.01%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                                   | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    275000 | PA      | $260026.14    | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                                   | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152156.10    | 0.00%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                                   | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89527.41     | 0.00%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    750000 | PA      | $669435.60    | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    730000 | PA      | $717353.04    | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    810000 | PA      | $732385.80    | 0.01%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    380000 | PA      | $364757.25    | 0.00%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    610000 | PA      | $530201.87    | 0.01%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    595000 | PA      | $542471.02    | 0.01%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    590000 | PA      | $596537.26    | 0.01%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1809284.24   | 0.02%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1045018.96   | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1422902.48   | 0.01%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    550000 | PA      | $542338.50    | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    195000 | PA      | $177875.14    | 0.00%             | 2042-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    325000 | PA      | $301314.62    | 0.00%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    283000 | PA      | $257937.49    | 0.00%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    685000 | PA      | $692400.53    | 0.01%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    700000 | PA      | $717488.52    | 0.01%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    555000 | PA      | $574217.32    | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    860000 | PA      | $884273.84    | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222392.88    | 0.00%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    900000 | PA      | $875563.83    | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    450000 | PA      | $437756.40    | 0.00%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    375000 | PA      | $381358.39    | 0.00%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309164.79    | 0.00%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    265000 | PA      | $274306.11    | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85280.98     | 0.00%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                                | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22930.01     | 0.00%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                                | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129557.06    | 0.00%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                                | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    400000 | PA      | $348909.08    | 0.00%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ACE CAPITAL TRUST II                                                             | ACE Capital Trust II                                                                  | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $246628.12    | 0.00%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | Accenture Capital Inc                                                                 | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351429.23    | 0.00%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | Accenture Capital Inc                                                                 | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326196.75    | 0.00%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | Accenture Capital Inc                                                                 | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300297.24    | 0.00%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | Accenture Capital Inc                                                                 | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394642.80    | 0.00%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACUITY BRANDS LIGHTING                                                           | Acuity Brands Lighting Inc                                                            | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |    215000 | PA      | $193299.43    | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                             | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    285000 | PA      | $280319.33    | 0.00%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                             | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    395000 | PA      | $369921.65    | 0.00%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                             | CUSIP: 00724PAE9<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    290000 | PA      | $293964.13    | 0.00%             | 2027-04-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                             | CUSIP: 00724PAF6<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266736.60    | 0.00%             | 2029-04-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                             | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206785.28    | 0.00%             | 2034-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| ADOBE INC                                                                        | Adobe Inc                                                                             | CUSIP: 00724PAH2<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204011.18    | 0.00%             | 2028-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                             | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207129.48    | 0.00%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                      | CUSIP: 007589AA2<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99882.00     | 0.00%             | 2028-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                      | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    115000 | PA      | $96714.69     | 0.00%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                      | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    155000 | PA      | $111731.63    | 0.00%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                      | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92262.75     | 0.00%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                      | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    120000 | PA      | $79014.74     | 0.00%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    480000 | PA      | $477158.16    | 0.01%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $298611.57    | 0.00%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    225000 | PA      | $226994.67    | 0.00%             | 2027-10-15      | Fixed         | 4.63%                 | 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        |   1050000 | PA      | $1018587.89   | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1255000 | PA      | $1161436.99   | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    475000 | PA      | $429774.68    | 0.00%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    460000 | PA      | $376542.75    | 0.00%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    190000 | PA      | $196880.45    | 0.00%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $305854.65    | 0.00%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    310000 | PA      | $332071.07    | 0.00%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    175000 | PA      | $179837.51    | 0.00%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $153698.27    | 0.00%             | 2034-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $204606.40    | 0.00%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $210090.50    | 0.00%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    350000 | PA      | $353755.71    | 0.00%             | 2029-09-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $299914.26    | 0.00%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $254272.53    | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $311292.60    | 0.00%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AERCAP IRELAND CAP/GLOBA                                                              | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    260000 | PA      | $268618.79    | 0.00%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    180000 | PA      | $179620.72    | 0.00%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    180000 | PA      | $178170.32    | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADVENTHEALTH OBL GRP                                                             | AdventHealth Obligated Group                                                          | CUSIP: 00778XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $74760.49     | 0.00%             | 2051-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                           | Advanced Micro Devices Inc                                                            | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147092.90    | 0.00%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                           | Advanced Micro Devices Inc                                                            | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    275000 | PA      | $232810.02    | 0.00%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| AEGON LTD                                                                        | Aegon Ltd                                                                             | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |    385000 | PA      | $389711.71    | 0.00%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM                                                             | Adventist Health System/West                                                          | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    165000 | PA      | $113207.01    | 0.00%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                                                           | Adventist Health System/West                                                          | CUSIP: 007944AH4<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102568.50    | 0.00%             | 2032-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                                                           | Adventist Health System/West                                                          | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165153.78    | 0.00%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                                                           | Adventist Health System/West                                                          | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145640.73    | 0.00%             | 2030-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                        | Aetna Inc                                                                             | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    265000 | PA      | $292110.35    | 0.00%             | 2036-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                        | Aetna Inc                                                                             | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    230000 | PA      | $253703.57    | 0.00%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                        | Aetna Inc                                                                             | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    135000 | PA      | $115881.50    | 0.00%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                        | Aetna Inc                                                                             | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109462.01    | 0.00%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                                         | Affiliated Managers Group Inc                                                         | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    195000 | PA      | $186042.91    | 0.00%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                                         | Affiliated Managers Group Inc                                                         | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143548.41    | 0.00%             | 2034-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                              | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    280000 | PA      | $281080.77    | 0.00%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                              | CUSIP: 008281BK2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $200034.42    | 0.00%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                              | CUSIP: 00828EEP0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    700000 | PA      | $710238.90    | 0.01%             | 2027-11-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                              | CUSIP: 00828EER6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    625000 | PA      | $635498.75    | 0.01%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                              | CUSIP: 00828EEY1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    805000 | PA      | $812765.27    | 0.01%             | 2027-01-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                              | CUSIP: 00828EEZ8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    625000 | PA      | $628518.50    | 0.01%             | 2027-02-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                              | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    605000 | PA      | $601738.20    | 0.01%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                              | CUSIP: 00828EFF1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |     75000 | PA      | $75757.28     | 0.00%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                              | CUSIP: 00828EFH7<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    805000 | PA      | $810309.54    | 0.01%             | 2028-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                              | CUSIP: 00828EFJ3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    410000 | PA      | $418669.00    | 0.00%             | 2035-06-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                              | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214960.39    | 0.00%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                              | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137092.88    | 0.00%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                              | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    305000 | PA      | $276249.66    | 0.00%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                              | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174834.43    | 0.00%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                              | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    280000 | PA      | $262329.62    | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                              | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |     75000 | PA      | $64803.59     | 0.00%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                              | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    150000 | PA      | $157034.88    | 0.00%             | 2034-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                              | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    100000 | PA      | $104843.89    | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AHOLD FINANCE USA LLC                                                            | Ahold Finance USA LLC                                                                 | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162322.35    | 0.00%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                        | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148939.44    | 0.00%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                        | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    199000 | PA      | $196873.67    | 0.00%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                        | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200915.86    | 0.00%             | 2028-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                        | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239022.05    | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                        | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281581.02    | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                        | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    265000 | PA      | $245818.00    | 0.00%             | 2030-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                        | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188482.30    | 0.00%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                        | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147024.35    | 0.00%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                        | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269251.83    | 0.00%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                        | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205861.72    | 0.00%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                        | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127331.40    | 0.00%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                        | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152509.10    | 0.00%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                        | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292483.05    | 0.00%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                        | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    175000 | PA      | $131530.47    | 0.00%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                        | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    300000 | PA      | $192011.01    | 0.00%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                        | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    165000 | PA      | $151805.87    | 0.00%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                        | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152902.14    | 0.00%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                        | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    290000 | PA      | $295265.99    | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                        | CUSIP: 009158BJ4<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102676.88    | 0.00%             | 2031-02-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                        | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    345000 | PA      | $351107.78    | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                        | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    245000 | PA      | $247577.35    | 0.00%             | 2028-06-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                        | CUSIP: 009158BP0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164895.63    | 0.00%             | 2032-10-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                                | CUSIP: 01021NAA0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    300000 | PA      | $304846.26    | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                                | CUSIP: 01021NAD4<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    500000 | PA      | $501274.10    | 0.01%             | 2028-05-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                                | CUSIP: 01021NAE2<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    400000 | PA      | $401586.04    | 0.00%             | 2027-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161498.88    | 0.00%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122772.05    | 0.00%             | 2042-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125589.57    | 0.00%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    175000 | PA      | $137837.61    | 0.00%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    225000 | PA      | $172081.53    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    220000 | PA      | $183274.34    | 0.00%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    260000 | PA      | $185445.13    | 0.00%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    190000 | PA      | $168721.25    | 0.00%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    290000 | PA      | $192391.71    | 0.00%             | 2051-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    205000 | PA      | $133066.32    | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    210000 | PA      | $195163.86    | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160170.77    | 0.00%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179581.15    | 0.00%             | 2032-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153684.51    | 0.00%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150579.93    | 0.00%             | 2031-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Alameda County Joint Powers Authority                                            | Alameda County Joint Powers Authority                                                 | CUSIP: 010831BE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $119027.59    | 0.00%             | 2044-12-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                        | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201362.62    | 0.00%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                        | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196492.55    | 0.00%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                        | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    130000 | PA      | $117561.83    | 0.00%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                        | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96015.11     | 0.00%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                           | CUSIP: 012873AH8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57248.52     | 0.00%             | 2030-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                           | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    260000 | PA      | $290368.49    | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                            | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    690000 | PA      | $684248.30    | 0.01%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                            | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    950000 | PA      | $849161.30    | 0.01%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                            | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    360000 | PA      | $364253.90    | 0.00%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                            | CUSIP: 013051EY9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $394487.44    | 0.00%             | 2035-11-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                                                              | Rio Tinto Alcan Inc                                                                   | CUSIP: 013716AQ8<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    201000 | PA      | $229012.10    | 0.00%             | 2031-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                                                              | Rio Tinto Alcan Inc                                                                   | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $273983.58    | 0.00%             | 2033-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                                                              | Rio Tinto Alcan Inc                                                                   | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $106643.31    | 0.00%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | Howmet Aerospace Inc                                                                  | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    190000 | PA      | $205499.02    | 0.00%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    160000 | PA      | $160196.82    | 0.00%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    150000 | PA      | $149287.44    | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    120000 | PA      | $120687.13    | 0.00%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    170000 | PA      | $144173.46    | 0.00%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    230000 | PA      | $215069.90    | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    240000 | PA      | $179352.50    | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    200000 | PA      | $187816.92    | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    250000 | PA      | $253485.33    | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    350000 | PA      | $286766.52    | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    240000 | PA      | $203103.12    | 0.00%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    240000 | PA      | $146879.50    | 0.00%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    300000 | PA      | $257188.08    | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    300000 | PA      | $204065.61    | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    150000 | PA      | $144635.45    | 0.00%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    150000 | PA      | $131074.23    | 0.00%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    125000 | PA      | $123730.48    | 0.00%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    180000 | PA      | $168720.23    | 0.00%             | 2054-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    160000 | PA      | $162702.77    | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                             | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    270000 | PA      | $266573.97    | 0.00%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                             | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    755000 | PA      | $748415.72    | 0.01%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                             | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    355000 | PA      | $326385.30    | 0.00%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                             | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    530000 | PA      | $441395.98    | 0.00%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                             | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $249217.77    | 0.00%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                             | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    475000 | PA      | $430972.01    | 0.00%             | 2031-02-09      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                             | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    295000 | PA      | $216385.48    | 0.00%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                             | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    460000 | PA      | $312613.47    | 0.00%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                             | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    310000 | PA      | $200962.65    | 0.00%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                             | CUSIP: 01609WBM3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    305000 | PA      | $314259.16    | 0.00%             | 2030-05-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                             | CUSIP: 01609WBP6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    350000 | PA      | $364513.77    | 0.00%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                             | CUSIP: 01609WBQ4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $202451.96    | 0.00%             | 2054-11-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                                   | Alleghany Corp                                                                        | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    105000 | PA      | $95870.69     | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                                   | Alleghany Corp                                                                        | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97728.90     | 0.00%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                                   | Alleghany Corp                                                                        | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    215000 | PA      | $144770.55    | 0.00%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                                           | Allegion US Holding Co Inc                                                            | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99135.14     | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                                                                     | Allegion plc                                                                          | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |    185000 | PA      | $180385.90    | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                                           | Allegion US Holding Co Inc                                                            | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    215000 | PA      | $224066.92    | 0.00%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                              | Alliant Energy Corp                                                                   | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209734.22    | 0.00%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH SYSTEM                                                             | Allina Health System                                                                  | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |     90000 | PA      | $69978.62     | 0.00%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH SYSTEM                                                             | Allina Health System                                                                  | CUSIP: 01959LAE2<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |     90000 | PA      | $57019.45     | 0.00%             | 2051-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                                 | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5500000 | PA      | $4864817.65   | 0.05%             | 2056-01-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                                 | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12000000 | PA      | $11093434.80  | 0.12%             | 2056-01-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                                 | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  29500000 | PA      | $27982245.65  | 0.29%             | 2056-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                                 | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  31000000 | PA      | $30257190.40  | 0.32%             | 2055-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                                 | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16500000 | PA      | $16457464.65  | 0.17%             | 2055-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                                 | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  20000000 | PA      | $20282186.00  | 0.21%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                     | CUSIP: 020002AQ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    104000 | PA      | $107978.79    | 0.00%             | 2033-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                     | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210127.80    | 0.00%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                     | CUSIP: 020002AT8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161276.36    | 0.00%             | 2036-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                     | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    155000 | PA      | $163208.30    | 0.00%             | 2057-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                     | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105098.64    | 0.00%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                     | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    201000 | PA      | $165671.50    | 0.00%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                     | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164123.47    | 0.00%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                     | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114625.91    | 0.00%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                     | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    215000 | PA      | $187772.34    | 0.00%             | 2030-12-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                     | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208206.98    | 0.00%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                     | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155105.27    | 0.00%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                                    | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    355000 | PA      | $336045.52    | 0.00%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                                    | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262287.51    | 0.00%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                                    | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $147141.97    | 0.00%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                                    | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $422346.88    | 0.00%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                                    | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    270000 | PA      | $286529.02    | 0.00%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                                    | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311267.91    | 0.00%             | 2035-07-26      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                                    | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292178.16    | 0.00%             | 2033-07-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                          | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    675000 | PA      | $595105.79    | 0.01%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                          | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    480000 | PA      | $325122.77    | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                          | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    765000 | PA      | $417958.13    | 0.00%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                          | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    705000 | PA      | $361713.93    | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                          | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    325000 | PA      | $311102.35    | 0.00%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                          | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225634.07    | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                          | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348399.10    | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                          | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    435000 | PA      | $417111.71    | 0.00%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                          | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    455000 | PA      | $428316.75    | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                          | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    310000 | PA      | $311540.20    | 0.00%             | 2028-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                          | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    770000 | PA      | $772640.18    | 0.01%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                          | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    390000 | PA      | $391451.00    | 0.00%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                          | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1081087.34   | 0.01%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                          | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    620000 | PA      | $616462.16    | 0.01%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                          | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1217289.28   | 0.01%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                          | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    860000 | PA      | $847203.03    | 0.01%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    275000 | PA      | $229657.81    | 0.00%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256505.04    | 0.00%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    430000 | PA      | $415365.04    | 0.00%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    505000 | PA      | $380123.85    | 0.00%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    695000 | PA      | $707236.10    | 0.01%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    630000 | PA      | $649429.77    | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    780000 | PA      | $780768.69    | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    365000 | PA      | $351530.95    | 0.00%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    160000 | PA      | $128280.88    | 0.00%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    560000 | PA      | $495547.53    | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    455000 | PA      | $351897.59    | 0.00%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    400000 | PA      | $283113.48    | 0.00%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    295000 | PA      | $213432.94    | 0.00%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    165000 | PA      | $174206.22    | 0.00%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     70000 | PA      | $79141.85     | 0.00%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176795.60    | 0.00%             | 2035-02-06      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171308.07    | 0.00%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151960.16    | 0.00%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | Howmet Aerospace Inc                                                                  | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131669.10    | 0.00%             | 2028-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226259.77    | 0.00%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    550000 | PA      | $529112.16    | 0.01%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    995000 | PA      | $988041.47    | 0.01%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    805000 | PA      | $738593.14    | 0.01%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $858835.76    | 0.01%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    810000 | PA      | $650239.41    | 0.01%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290052.60    | 0.00%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    670000 | PA      | $603871.54    | 0.01%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    800000 | PA      | $479215.60    | 0.01%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    680000 | PA      | $385718.92    | 0.00%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    700000 | PA      | $668440.36    | 0.01%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    940000 | PA      | $849577.08    | 0.01%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    600000 | PA      | $455390.88    | 0.00%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    965000 | PA      | $648632.95    | 0.01%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    600000 | PA      | $383898.06    | 0.00%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    610000 | PA      | $607583.61    | 0.01%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    455000 | PA      | $449584.64    | 0.00%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    785000 | PA      | $761593.73    | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    700000 | PA      | $547190.35    | 0.01%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    390000 | PA      | $299401.13    | 0.00%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508628.70    | 0.01%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    590000 | PA      | $605758.07    | 0.01%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    685000 | PA      | $704562.30    | 0.01%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    760000 | PA      | $762471.22    | 0.01%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    760000 | PA      | $761022.81    | 0.01%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    460000 | PA      | $458814.99    | 0.00%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1065403.28   | 0.01%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    920000 | PA      | $898299.41    | 0.01%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    610000 | PA      | $591845.85    | 0.01%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMDOCS LTD                                                                       | Amdocs Ltd                                                                            | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |    550000 | PA      | $505088.65    | 0.01%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                                            | Amcor Finance USA Inc                                                                 | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161008.75    | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                                            | Amcor Finance USA Inc                                                                 | CUSIP: 02343UAJ4<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    180000 | PA      | $188191.87    | 0.00%             | 2033-05-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                                     | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    380000 | PA      | $347709.80    | 0.00%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                                     | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    325000 | PA      | $329634.40    | 0.00%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                                     | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205391.30    | 0.00%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                             | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    175000 | PA      | $198032.94    | 0.00%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                             | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    233000 | PA      | $267905.10    | 0.00%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                             | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    210000 | PA      | $243451.38    | 0.00%             | 2033-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                           | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288683.16    | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                           | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97708.59     | 0.00%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                           | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202761.82    | 0.00%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                           | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204601.32    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                           | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241951.54    | 0.00%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                     | CUSIP: 02360FAB2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163447.92    | 0.00%             | 2037-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                                    | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    245000 | PA      | $202391.54    | 0.00%             | 2046-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                                    | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $153055.14    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                                    | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89791.53     | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                                    | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    175000 | PA      | $149170.42    | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                                    | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    140000 | PA      | $96100.79     | 0.00%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                                    | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $126520.12    | 0.00%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                                    | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    210000 | PA      | $201955.38    | 0.00%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                                    | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145241.82    | 0.00%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                                    | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184141.37    | 0.00%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                                    | CUSIP: 02361DBB5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98446.39     | 0.00%             | 2054-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                               | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    315000 | PA      | $346705.85    | 0.00%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                               | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    240000 | PA      | $258116.66    | 0.00%             | 2037-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                               | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    690000 | PA      | $735064.04    | 0.01%             | 2040-03-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                               | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    385000 | PA      | $335305.78    | 0.00%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                               | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    210000 | PA      | $176092.90    | 0.00%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                               | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    335000 | PA      | $328011.03    | 0.00%             | 2029-04-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                               | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    545000 | PA      | $513345.42    | 0.01%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                               | CUSIP: 02364WBM6<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $203234.18    | 0.00%             | 2033-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-1 AA PTT                                                         | American Airlines 2017-1 Class AA Pass Through Trust                                  | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218762 | PA      | $214283.93    | 0.00%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                                                         | American Airlines 2016-2 Class AA Pass Through Trust                                  | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149048 | PA      | $145284.20    | 0.00%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                                                         | American Airlines 2017-2 Class AA Pass Through Trust                                  | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89112 | PA      | $86213.63     | 0.00%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                                                         | American Airlines 2016-1 Class AA Pass Through Trust                                  | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140124 | PA      | $138227.06    | 0.00%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                                                            | American Airlines 2015-1 Class A Pass Through Trust                                   | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    248895 | PA      | $244720.66    | 0.00%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                                                         | American Airlines 2016-3 Class AA Pass Through Trust                                  | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63105 | PA      | $61165.23     | 0.00%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                                                           | American Airlines 2015-2 Class AA Pass Through Trust                                  | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142978 | PA      | $141027.63    | 0.00%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                                                          | American Airlines 2019-1 Class AA Pass Through Trust                                  | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126282 | PA      | $118978.64    | 0.00%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 25-1A PTT                                                           | American Airlines 2025-1 Class A Pass Through Trust                                   | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $248304.53    | 0.00%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1A EETC                                                          | American Airlines 2021-1 Class A Pass Through Trust                                   | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247543 | PA      | $226242.60    | 0.00%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                         | American Assets Trust LP                                                              | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |     20000 | PA      | $18244.18     | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                         | American Assets Trust LP                                                              | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |    150000 | PA      | $152397.84    | 0.00%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                        | CUSIP: 025537AJ0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73993.10     | 0.00%             | 2027-11-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                        | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201674.98    | 0.00%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                        | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231298.98    | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                        | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $100109.06    | 0.00%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                        | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    325000 | PA      | $319429.70    | 0.00%             | 2062-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                        | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257862.43    | 0.00%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                        | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    260000 | PA      | $279563.39    | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                        | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    210000 | PA      | $220720.94    | 0.00%             | 2033-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                        | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206299.92    | 0.00%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                        | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88972.42     | 0.00%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                        | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    320000 | PA      | $317777.89    | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                        | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    270000 | PA      | $265553.34    | 0.00%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                          | American National Group Inc                                                           | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221768.65    | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                          | American National Group Inc                                                           | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155350.46    | 0.00%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                          | American National Group Inc                                                           | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203066.60    | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    330000 | PA      | $284979.82    | 0.00%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    570000 | PA      | $566453.12    | 0.01%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    630000 | PA      | $621141.51    | 0.01%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    340000 | PA      | $341173.95    | 0.00%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218813.37    | 0.00%             | 2033-05-26      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397377.60    | 0.00%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517428.65    | 0.01%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    375000 | PA      | $384645.04    | 0.00%             | 2034-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    435000 | PA      | $448212.04    | 0.00%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    265000 | PA      | $277243.21    | 0.00%             | 2034-07-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    405000 | PA      | $442672.21    | 0.00%             | 2031-10-30      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    510000 | PA      | $516059.00    | 0.01%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    205000 | PA      | $218134.33    | 0.00%             | 2035-04-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    355000 | PA      | $370526.56    | 0.00%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254233.90    | 0.00%             | 2028-07-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    550000 | PA      | $567343.70    | 0.01%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412623.20    | 0.00%             | 2031-01-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    350000 | PA      | $363881.35    | 0.00%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406268.40    | 0.00%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    435000 | PA      | $448418.92    | 0.00%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    400000 | PA      | $422722.76    | 0.00%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    440000 | PA      | $443294.81    | 0.00%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    510000 | PA      | $519184.79    | 0.01%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    600000 | PA      | $593386.44    | 0.01%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT                                                          | American Express Credit Corp                                                          | CUSIP: 0258M0EL9<br>LEI: 9ET6B8VCXWW51H8Z3M54 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223815.92    | 0.00%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                                         | American Financial Group Inc/OH                                                       | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    170000 | PA      | $143175.50    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                                         | American Financial Group Inc/OH                                                       | CUSIP: 025932AP9<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104842.66    | 0.00%             | 2030-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                                         | American Financial Group Inc/OH                                                       | CUSIP: 025932AQ7<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98395.06     | 0.00%             | 2035-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WCE9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198056.28    | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196964.78    | 0.00%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176511.14    | 0.00%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    310000 | PA      | $297095.01    | 0.00%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    350000 | PA      | $331425.54    | 0.00%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237599.38    | 0.00%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    335000 | PA      | $343651.91    | 0.00%             | 2028-07-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WER8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79697.69     | 0.00%             | 2030-10-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    295000 | PA      | $307759.25    | 0.00%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251274.65    | 0.00%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WFD8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212330.45    | 0.00%             | 2027-03-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WFE6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204402.34    | 0.00%             | 2029-03-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207928.88    | 0.00%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308318.49    | 0.00%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202054.40    | 0.00%             | 2029-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201844.98    | 0.00%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234574.15    | 0.00%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262584.74    | 0.00%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226135.54    | 0.00%             | 2032-07-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WGK1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332002.47    | 0.00%             | 2028-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WGL9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190698.86    | 0.00%             | 2030-09-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                              | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    225000 | PA      | $225596.34    | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                              | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    135000 | PA      | $137266.02    | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                              | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    390000 | PA      | $348849.35    | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                              | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    215000 | PA      | $145530.49    | 0.00%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                              | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    150000 | PA      | $141910.20    | 0.00%             | 2032-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                              | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    125000 | PA      | $99346.86     | 0.00%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                              | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    150000 | PA      | $155184.06    | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                      | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264771.33    | 0.00%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                      | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    190000 | PA      | $177644.32    | 0.00%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | American International Group Inc                                                      | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90636.02     | 0.00%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                           | American International Group Inc                                                      | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    280000 | PA      | $249089.79    | 0.00%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                      | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $251129.16    | 0.00%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                      | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96556.36     | 0.00%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                           | American International Group Inc                                                      | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257441.85    | 0.00%             | 2033-03-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                           | American International Group Inc                                                      | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230658.68    | 0.00%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                           | American International Group Inc                                                      | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208474.54    | 0.00%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERICAN MUNI PWR-OHIO INC OH REVENUE                                                 | CUSIP: 02765UCY8<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106022.98    | 0.00%             | 2044-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | American Municipal Power, Inc.                                                        | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    250000 | PA      | $315608.63    | 0.00%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    150000 | PA      | $148647.93    | 0.00%             | 2027-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    360000 | PA      | $357545.16    | 0.00%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    300000 | PA      | $297255.48    | 0.00%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    310000 | PA      | $307517.92    | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    400000 | PA      | $393995.68    | 0.00%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    120000 | PA      | $118424.27    | 0.00%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    235000 | PA      | $174583.83    | 0.00%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    255000 | PA      | $242237.53    | 0.00%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    200000 | PA      | $181686.52    | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    455000 | PA      | $299618.46    | 0.00%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    400000 | PA      | $357322.80    | 0.00%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    250000 | PA      | $237243.93    | 0.00%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    390000 | PA      | $248226.81    | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    220000 | PA      | $202032.38    | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    200000 | PA      | $177849.88    | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    225000 | PA      | $224025.23    | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    250000 | PA      | $243515.08    | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    150000 | PA      | $154320.21    | 0.00%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    255000 | PA      | $268823.75    | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    200000 | PA      | $205648.24    | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    350000 | PA      | $367081.05    | 0.00%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    280000 | PA      | $292385.21    | 0.00%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     40000 | PA      | $42795.85     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    135000 | PA      | $138998.39    | 0.00%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     50000 | PA      | $51941.53     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    175000 | PA      | $179292.28    | 0.00%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    275000 | PA      | $283222.56    | 0.00%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN UNIVERSITY                                                              | American University/The                                                               | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |    180000 | PA      | $136741.48    | 0.00%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    225000 | PA      | $255052.98    | 0.00%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    195000 | PA      | $170455.25    | 0.00%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    220000 | PA      | $188452.51    | 0.00%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     85000 | PA      | $68595.48     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98579.29     | 0.00%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $192288.08    | 0.00%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WAS4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249168.80    | 0.00%             | 2028-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    230000 | PA      | $187597.78    | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161915.51    | 0.00%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    180000 | PA      | $145566.56    | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    130000 | PA      | $92736.18     | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180792.20    | 0.00%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    165000 | PA      | $111835.12    | 0.00%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275462.44    | 0.00%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    240000 | PA      | $233462.16    | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206393.28    | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    270000 | PA      | $278392.36    | 0.00%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260537.73    | 0.00%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA                                                         | Americold Realty Operating Partnership LP                                             | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              |  | US        |    265000 | PA      | $259046.40    | 0.00%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                           | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    170000 | PA      | $144092.65    | 0.00%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                           | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297526.71    | 0.00%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                           | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    105000 | PA      | $87971.26     | 0.00%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                           | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94193.17     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                           | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276679.50    | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                           | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174479.96    | 0.00%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                           | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60778.27     | 0.00%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                           | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204590.14    | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                           | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    255000 | PA      | $260925.28    | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                         | Ameriprise Financial Inc                                                              | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    345000 | PA      | $358629.16    | 0.00%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                         | Ameriprise Financial Inc                                                              | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    175000 | PA      | $183672.30    | 0.00%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                         | Ameriprise Financial Inc                                                              | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204495.96    | 0.00%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $166581.65    | 0.00%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162BA7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    125000 | PA      | $138418.03    | 0.00%             | 2039-02-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162BC3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104263.75    | 0.00%             | 2040-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132572.17    | 0.00%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116676.45    | 0.00%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    221000 | PA      | $213965.11    | 0.00%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    670000 | PA      | $574002.33    | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    440000 | PA      | $376471.04    | 0.00%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $963767.48    | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197604.86    | 0.00%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    440000 | PA      | $347121.15    | 0.00%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    440000 | PA      | $313770.82    | 0.00%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    475000 | PA      | $466048.82    | 0.00%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $373300.00    | 0.00%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    380000 | PA      | $344708.53    | 0.00%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    257000 | PA      | $153078.97    | 0.00%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    335000 | PA      | $292094.71    | 0.00%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    230000 | PA      | $168518.06    | 0.00%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    325000 | PA      | $306400.28    | 0.00%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    320000 | PA      | $206898.66    | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242329.35    | 0.00%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    360000 | PA      | $339349.07    | 0.00%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    305000 | PA      | $242175.80    | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    365000 | PA      | $285529.39    | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    445000 | PA      | $444738.56    | 0.00%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    260000 | PA      | $254274.38    | 0.00%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    315000 | PA      | $277343.64    | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1074531.26   | 0.01%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    750000 | PA      | $778187.93    | 0.01%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1450502.20   | 0.02%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    850000 | PA      | $855043.05    | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1235650.50   | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    850000 | PA      | $830657.49    | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095AH4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141436.83    | 0.00%             | 2029-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    385000 | PA      | $365765.71    | 0.00%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    270000 | PA      | $241271.06    | 0.00%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202822.50    | 0.00%             | 2027-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154449.66    | 0.00%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    330000 | PA      | $343453.47    | 0.00%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229454.57    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    195000 | PA      | $189584.27    | 0.00%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262604.11    | 0.00%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224888.04    | 0.00%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199839.60    | 0.00%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199012.30    | 0.00%             | 2030-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296883.66    | 0.00%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490302.05    | 0.01%             | 2036-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    400000 | PA      | $382428.32    | 0.00%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                                    | CUSIP: 032654AK1<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97576.08     | 0.00%             | 2045-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                                    | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224419.75    | 0.00%             | 2026-12-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                                    | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    215000 | PA      | $202968.47    | 0.00%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                                    | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    350000 | PA      | $311132.61    | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                                    | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    330000 | PA      | $243354.71    | 0.00%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                                    | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    400000 | PA      | $259619.12    | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                                    | CUSIP: 032654BA2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208899.31    | 0.00%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                                    | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155229.02    | 0.00%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                                    | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144394.83    | 0.00%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                                    | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252114.63    | 0.00%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                                    | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253541.60    | 0.00%             | 2030-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ANDREW W MELLON FOUNDATI                                                         | Andrew W Mellon Foundation/The                                                        | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | CORP              | US        |    234000 | PA      | $224228.32    | 0.00%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                           | AngloGold Ashanti Holdings PLC                                                        | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    310000 | PA      | $297776.20    | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                           | AngloGold Ashanti Holdings PLC                                                        | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    275000 | PA      | $267939.82    | 0.00%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                           | CUSIP: 03522AAH3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1480649.79   | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                           | CUSIP: 03522AAJ9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2433645.78   | 0.03%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    345000 | PA      | $445460.55    | 0.00%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    140000 | PA      | $178016.15    | 0.00%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    555000 | PA      | $477671.07    | 0.01%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $621101.70    | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1198482.96   | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    620000 | PA      | $632530.20    | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    330000 | PA      | $341349.56    | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    115000 | PA      | $125421.27    | 0.00%             | 2035-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    490000 | PA      | $469704.79    | 0.00%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    315000 | PA      | $299888.63    | 0.00%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    240000 | PA      | $211891.68    | 0.00%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    220000 | PA      | $191823.19    | 0.00%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    900000 | PA      | $918610.83    | 0.01%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259193.75    | 0.00%             | 2031-01-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    205000 | PA      | $184820.80    | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    455000 | PA      | $444449.73    | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                         | Anheuser-Busch InBev Finance Inc                                                      | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    392000 | PA      | $387500.19    | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                         | Anheuser-Busch InBev Finance Inc                                                      | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    425000 | PA      | $392448.23    | 0.00%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                         | Anheuser-Busch InBev Finance Inc                                                      | CUSIP: 03524BAF3<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    210000 | PA      | $188758.21    | 0.00%             | 2044-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    545000 | PA      | $542640.80    | 0.01%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    410000 | PA      | $340519.06    | 0.00%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350677.32    | 0.00%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $212748.55    | 0.00%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    285000 | PA      | $210117.19    | 0.00%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    210000 | PA      | $200171.54    | 0.00%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $196592.31    | 0.00%             | 2050-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    350000 | PA      | $321463.28    | 0.00%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    355000 | PA      | $324263.35    | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    365000 | PA      | $260503.27    | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97367.55     | 0.00%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    260000 | PA      | $215337.51    | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210671.46    | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    215000 | PA      | $221720.10    | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180498.80    | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310207.20    | 0.00%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    320000 | PA      | $311301.50    | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229534.38    | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204467.74    | 0.00%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306575.25    | 0.00%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390593.16    | 0.00%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235812.29    | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219734.42    | 0.00%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219738.53    | 0.00%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    290000 | PA      | $288439.97    | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147239.18    | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                         | Aon Corp                                                                              | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238908.73    | 0.00%             | 2027-01-01      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                         | Aon Corp                                                                              | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $164007.12    | 0.00%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                         | Aon Corp                                                                              | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101277.25    | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                         | Aon Corp                                                                              | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98959.86     | 0.00%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                         | Aon Corp                                                                              | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    335000 | PA      | $316309.45    | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                                    | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $176720.84    | 0.00%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                                    | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    245000 | PA      | $152947.60    | 0.00%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                                    | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    150000 | PA      | $147796.19    | 0.00%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                                    | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    260000 | PA      | $194892.96    | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                                    | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    155000 | PA      | $158964.06    | 0.00%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                                    | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $208419.32    | 0.00%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                                 | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $177222.20    | 0.00%             | 2027-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                                 | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $262510.49    | 0.00%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                                 | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $156502.28    | 0.00%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                                 | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $618999.33    | 0.01%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                                 | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $567934.66    | 0.01%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                              | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123476.53    | 0.00%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                              | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149828.09    | 0.00%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                              | CUSIP: 03743QAZ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147531.39    | 0.00%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                              | CUSIP: 03743QBA5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90313.24     | 0.00%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                              | CUSIP: 03743QBB3<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142194.66    | 0.00%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                              | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    180000 | PA      | $150073.31    | 0.00%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                          | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    180000 | PA      | $197919.02    | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                          | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216415.87    | 0.00%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                          | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168764.98    | 0.00%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                          | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150315.35    | 0.00%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                          | CUSIP: 03769MAF3<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120790.21    | 0.00%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                             | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    355000 | PA      | $373085.87    | 0.00%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                             | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    350000 | PA      | $369949.13    | 0.00%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                             | CUSIP: 03770DAF0<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154877.30    | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                             | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121343.21    | 0.00%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                                  | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    135000 | PA      | $153090.69    | 0.00%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                                  | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     95000 | PA      | $79822.22     | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                                  | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126283.08    | 0.00%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                                  | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198243.04    | 0.00%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                                  | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    120000 | PA      | $98615.59     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                                  | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    195000 | PA      | $141902.42    | 0.00%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                                  | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91579.31     | 0.00%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                                  | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158650.78    | 0.00%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    945000 | PA      | $798451.48    | 0.01%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    265000 | PA      | $243924.97    | 0.00%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    610000 | PA      | $474389.13    | 0.00%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    600000 | PA      | $535545.00    | 0.01%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    410000 | PA      | $414679.99    | 0.00%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $946592.56    | 0.01%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    613000 | PA      | $497527.84    | 0.01%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257175.24    | 0.00%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    745000 | PA      | $743013.23    | 0.01%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    560000 | PA      | $557157.94    | 0.01%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272805.83    | 0.00%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    645000 | PA      | $637405.25    | 0.01%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $237216.42    | 0.00%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    369000 | PA      | $292263.02    | 0.00%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    450000 | PA      | $445941.14    | 0.00%             | 2027-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    600000 | PA      | $566302.44    | 0.01%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    400000 | PA      | $267784.12    | 0.00%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    605000 | PA      | $550407.76    | 0.01%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    770000 | PA      | $482230.90    | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    380000 | PA      | $337205.35    | 0.00%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    475000 | PA      | $282718.10    | 0.00%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    475000 | PA      | $264870.07    | 0.00%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    800000 | PA      | $761106.80    | 0.01%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    820000 | PA      | $731669.52    | 0.01%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    495000 | PA      | $356973.80    | 0.00%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    890000 | PA      | $551848.15    | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    510000 | PA      | $299527.44    | 0.00%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    650000 | PA      | $614443.83    | 0.01%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    400000 | PA      | $354481.88    | 0.00%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    550000 | PA      | $343251.70    | 0.00%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    410000 | PA      | $242580.72    | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294728.55    | 0.00%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    425000 | PA      | $407182.00    | 0.00%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    510000 | PA      | $404762.06    | 0.00%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    360000 | PA      | $282851.39    | 0.00%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    450000 | PA      | $453593.39    | 0.00%             | 2028-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EU0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252873.80    | 0.00%             | 2030-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EV8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304398.63    | 0.00%             | 2033-05-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EW6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    440000 | PA      | $415658.50    | 0.00%             | 2053-05-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352788.63    | 0.00%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    450000 | PA      | $455339.39    | 0.00%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306900.06    | 0.00%             | 2032-05-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307756.92    | 0.00%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                                 | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    265000 | PA      | $281988.49    | 0.00%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                                 | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159899.74    | 0.00%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                                 | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    490000 | PA      | $487807.05    | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                                 | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    240000 | PA      | $206541.14    | 0.00%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                                 | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226197.90    | 0.00%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                                 | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    260000 | PA      | $166949.20    | 0.00%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                                 | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159214.66    | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                                 | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128081.19    | 0.00%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                         | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    340000 | PA      | $348812.36    | 0.00%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                         | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311027.73    | 0.00%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                         | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    495000 | PA      | $508997.26    | 0.01%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                         | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178372.62    | 0.00%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                                                   | AptarGroup Inc                                                                        | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159005.25    | 0.00%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                                                   | AptarGroup Inc                                                                        | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181407.29    | 0.00%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                              | CUSIP: 03835VAF3<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |     65000 | PA      | $52973.04     | 0.00%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                              | CUSIP: 03835VAH9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |     80000 | PA      | $73688.46     | 0.00%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                              | CUSIP: 03835VAJ5<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    520000 | PA      | $334424.48    | 0.00%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                               | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    320000 | PA      | $313794.05    | 0.00%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                               | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    215000 | PA      | $174081.74    | 0.00%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                              | CUSIP: 03837AAB6<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $201975.70    | 0.00%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                              | CUSIP: 03837AAC4<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    270000 | PA      | $260726.66    | 0.00%             | 2054-09-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                           | Arch Capital Group Ltd                                                                | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     75000 | PA      | $86982.08     | 0.00%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GRP US INC                                                          | Arch Capital Group US Inc                                                             | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166409.22    | 0.00%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                                                    | ArcelorMittal SA                                                                      | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    215000 | PA      | $243005.36    | 0.00%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                                                    | ArcelorMittal SA                                                                      | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    125000 | PA      | $136882.50    | 0.00%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                                                    | ArcelorMittal SA                                                                      | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $250452.23    | 0.00%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                      | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    325000 | PA      | $338488.05    | 0.00%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                      | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    325000 | PA      | $364291.88    | 0.00%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                      | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $107765.98    | 0.00%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                      | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    125000 | PA      | $131788.85    | 0.00%             | 2054-06-17      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                           | Arch Capital Group Ltd                                                                | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    320000 | PA      | $238283.42    | 0.00%             | 2050-06-30      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                                         | Arch Capital Finance LLC                                                              | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180084.98    | 0.00%             | 2026-12-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                                         | Arch Capital Finance LLC                                                              | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140124.21    | 0.00%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                             | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241617.53    | 0.00%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                             | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $153825.15    | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                             | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    135000 | PA      | $124145.35    | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                             | CUSIP: 039482AE4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150255.48    | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                             | CUSIP: 039483AU6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    220000 | PA      | $231766.85    | 0.00%             | 2035-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                             | CUSIP: 039483BE1<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    160000 | PA      | $144394.78    | 0.00%             | 2042-03-26      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                             | CUSIP: 039483BH4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    110000 | PA      | $92203.10     | 0.00%             | 2043-04-16      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                             | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    190000 | PA      | $147475.28    | 0.00%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                             | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42885.24     | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                                             | Ares Management Corp                                                                  | CUSIP: 03990BAA9<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    245000 | PA      | $259455.37    | 0.00%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                                             | Ares Management Corp                                                                  | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94615.95     | 0.00%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                                     | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334730.83    | 0.00%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                                     | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    305000 | PA      | $270983.11    | 0.00%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                                     | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156713.57    | 0.00%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                                     | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    335000 | PA      | $343383.68    | 0.00%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                                     | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    315000 | PA      | $323330.49    | 0.00%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                                     | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215794.95    | 0.00%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                                     | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252625.83    | 0.00%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                                     | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302320.65    | 0.00%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                                     | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187576.11    | 0.00%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                            | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231945.35    | 0.00%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                            | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236274.17    | 0.00%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                            | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278612.26    | 0.00%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                            | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205396.20    | 0.00%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                            | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207213.00    | 0.00%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                            | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171382.75    | 0.00%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                            | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178006.23    | 0.00%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                            | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147256.46    | 0.00%             | 2031-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                             | CUSIP: 040555CM4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    190000 | PA      | $183417.30    | 0.00%             | 2041-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                             | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61676.19     | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                             | CUSIP: 040555CT9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166914.08    | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                             | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93526.65     | 0.00%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                             | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80458.80     | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                             | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120169.91    | 0.00%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                             | CUSIP: 040555CZ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94674.47     | 0.00%             | 2029-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                             | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    195000 | PA      | $136928.84    | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                             | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    190000 | PA      | $130523.14    | 0.00%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                             | CUSIP: 040555DC5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    175000 | PA      | $104416.34    | 0.00%             | 2050-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                             | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219472.88    | 0.00%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                             | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209331.92    | 0.00%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                             | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110492.48    | 0.00%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                             | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213713.41    | 0.00%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | Arrow Electronics Inc                                                                 | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213549.35    | 0.00%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | Arrow Electronics Inc                                                                 | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    220000 | PA      | $196820.69    | 0.00%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | Arrow Electronics Inc                                                                 | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167105.81    | 0.00%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | Arrow Electronics Inc                                                                 | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184184.44    | 0.00%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                               | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $152235.96    | 0.00%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                               | CUSIP: 04316JAD1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    255000 | PA      | $265739.99    | 0.00%             | 2033-03-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                               | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186608.41    | 0.00%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                               | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $137821.36    | 0.00%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                               | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221010.08    | 0.00%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                               | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    205000 | PA      | $212803.63    | 0.00%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                               | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202290.34    | 0.00%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                               | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51182.19     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                               | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204710.06    | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                               | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505688.05    | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                               | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383958.00    | 0.00%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                      | CUSIP: 04351LAA8<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    135000 | PA      | $122060.53    | 0.00%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                      | CUSIP: 04351LAB6<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    350000 | PA      | $284535.41    | 0.00%             | 2046-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                      | CUSIP: 04351LAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $251234.75    | 0.00%             | 2028-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                      | CUSIP: 04351LAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $250637.73    | 0.00%             | 2030-11-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                      | CUSIP: 04351LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $250599.88    | 0.00%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                      | CUSIP: 04352EAA3<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    270000 | PA      | $255284.46    | 0.00%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                      | CUSIP: 04352EAB1<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    220000 | PA      | $175426.79    | 0.00%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167AW3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    675000 | PA      | $709355.21    | 0.01%             | 2028-06-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167DU4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $494964.75    | 0.01%             | 2027-01-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    988000 | PA      | $969803.71    | 0.01%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167EG4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    690000 | PA      | $679184.53    | 0.01%             | 2028-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    105000 | PA      | $103776.61    | 0.00%             | 2028-09-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167EP4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1150000 | PA      | $1074878.44   | 0.01%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $931221.40    | 0.01%             | 2030-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167EY5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    985000 | PA      | $856081.13    | 0.01%             | 2030-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167FB4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    530000 | PA      | $473737.16    | 0.00%             | 2031-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167FF5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $283886.88    | 0.00%             | 2028-06-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167FH1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1335000 | PA      | $1306011.14   | 0.01%             | 2027-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167FL2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    550000 | PA      | $521310.19    | 0.01%             | 2029-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167FN8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    210000 | PA      | $200221.04    | 0.00%             | 2032-04-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167FP3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    700000 | PA      | $695309.30    | 0.01%             | 2027-08-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    600000 | PA      | $596163.42    | 0.01%             | 2032-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167FV0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $399596.60    | 0.00%             | 2033-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167FW8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1004033.00   | 0.01%             | 2028-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1240000 | PA      | $1268941.72   | 0.01%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167GA5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    845000 | PA      | $849240.80    | 0.01%             | 2027-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167GB3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    650000 | PA      | $651137.11    | 0.01%             | 2034-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167GD9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    905000 | PA      | $925573.09    | 0.01%             | 2029-03-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167GH0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    510000 | PA      | $510002.70    | 0.01%             | 2029-08-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167GJ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1630000 | PA      | $1656199.97   | 0.02%             | 2028-01-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167GK3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    505000 | PA      | $512412.64    | 0.01%             | 2035-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167GL1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    620000 | PA      | $629598.28    | 0.01%             | 2030-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167GM9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    880000 | PA      | $880061.42    | 0.01%             | 2030-08-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 04517PBT8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    425000 | PA      | $420510.09    | 0.00%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 04517PBW1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    360000 | PA      | $362891.99    | 0.00%             | 2028-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 04517PBY7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    160000 | PA      | $160368.69    | 0.00%             | 2029-04-12      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 04517PCD2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    280000 | PA      | $282481.42    | 0.00%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                              | CUSIP: 04522KAH9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    675000 | PA      | $677075.83    | 0.01%             | 2027-09-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                              | CUSIP: 04522KAJ5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    645000 | PA      | $650288.42    | 0.01%             | 2028-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                              | CUSIP: 04522KAL0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    765000 | PA      | $776226.91    | 0.01%             | 2029-01-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                              | CUSIP: 04522KAM8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    350000 | PA      | $353694.22    | 0.00%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                              | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    610000 | PA      | $627483.82    | 0.01%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                              | CUSIP: 04522KAQ9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    655000 | PA      | $671269.55    | 0.01%             | 2035-05-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                              | CUSIP: 04522KAR7<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    640000 | PA      | $640518.14    | 0.01%             | 2028-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                                                         | Aspen Insurance Holdings Ltd                                                          | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    130000 | PA      | $135681.51    | 0.00%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASSOC BANC-CORP                                                                  | Associated Banc-Corp                                                                  | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |    205000 | PA      | $213136.35    | 0.00%             | 2030-08-29      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                         | Assured Guaranty US Holdings Inc                                                      | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94409.69     | 0.00%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                         | Assured Guaranty US Holdings Inc                                                      | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    160000 | PA      | $112816.54    | 0.00%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                         | Assured Guaranty US Holdings Inc                                                      | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    145000 | PA      | $152394.52    | 0.00%             | 2028-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                     | Assurant Inc                                                                          | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101364.61    | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                     | Assurant Inc                                                                          | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150605.92    | 0.00%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                     | Assurant Inc                                                                          | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88724.04     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                     | Assurant Inc                                                                          | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91639.07     | 0.00%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                       | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    925000 | PA      | $1054508.60   | 0.01%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                       | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $301697.13    | 0.00%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                       | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $237881.93    | 0.00%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                       | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $173690.34    | 0.00%             | 2027-06-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                       | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $260673.19    | 0.00%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                       | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $217642.90    | 0.00%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                       | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $426727.97    | 0.00%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                       | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    180000 | PA      | $100401.93    | 0.00%             | 2050-08-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                       | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $168517.68    | 0.00%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                               | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    240000 | PA      | $218345.16    | 0.00%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                               | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334300.61    | 0.00%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                               | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    330000 | PA      | $337172.12    | 0.00%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                               | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206633.38    | 0.00%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                               | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354059.72    | 0.00%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                               | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    460000 | PA      | $472306.29    | 0.00%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                               | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310589.64    | 0.00%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                               | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517817.70    | 0.01%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172113.27    | 0.00%             | 2040-09-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                                    | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    415000 | PA      | $414709.87    | 0.00%             | 2028-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                                    | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    125000 | PA      | $132740.24    | 0.00%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                                    | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189151.32    | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                                    | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $105030.98    | 0.00%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                                    | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    145000 | PA      | $92009.00     | 0.00%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                                    | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    125000 | PA      | $135615.26    | 0.00%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                                    | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207641.16    | 0.00%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                                    | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    355000 | PA      | $346667.33    | 0.00%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                                    | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224742.60    | 0.00%             | 2054-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                                    | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234467.70    | 0.00%             | 2055-05-19      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                                    | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99959.17     | 0.00%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Water & Wastewater Revenue                                    | City of Atlanta Water & Wastewater Revenue                                            | CUSIP: 047870SN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $106683.76    | 0.00%             | 2035-11-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                                                           | Atlantic City Electric Co                                                             | CUSIP: 048303CH2<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215506.88    | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                                            | Atlassian Corp                                                                        | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154493.43    | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                                            | Atlassian Corp                                                                        | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139811.71    | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154081.94    | 0.00%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170441.10    | 0.00%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    140000 | PA      | $118228.11    | 0.00%             | 2044-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198079.42    | 0.00%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560AP0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    235000 | PA      | $195148.14    | 0.00%             | 2048-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    225000 | PA      | $180618.93    | 0.00%             | 2049-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    285000 | PA      | $271120.16    | 0.00%             | 2029-09-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    240000 | PA      | $169199.23    | 0.00%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    330000 | PA      | $289575.43    | 0.00%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    110000 | PA      | $68420.52     | 0.00%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560AX3<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52938.60     | 0.00%             | 2032-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192546.15    | 0.00%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    125000 | PA      | $135314.69    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136603.85    | 0.00%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154840.01    | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164605.44    | 0.00%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                            | CUSIP: 05253JAZ4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $252442.28    | 0.00%             | 2027-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                            | CUSIP: 05253JB34<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $254352.10    | 0.00%             | 2027-07-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                            | CUSIP: 05253JB42<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    315000 | PA      | $316099.82    | 0.00%             | 2027-09-30      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                            | CUSIP: 05253JB59<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $255347.93    | 0.00%             | 2029-12-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                            | CUSIP: 05253JB67<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $251465.55    | 0.00%             | 2026-12-16      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                            | CUSIP: 05253JB75<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $253303.45    | 0.00%             | 2028-06-18      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | Autodesk Inc                                                                          | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208679.39    | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | Autodesk Inc                                                                          | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56768.78     | 0.00%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | Autodesk Inc                                                                          | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    420000 | PA      | $373795.21    | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | Autodesk Inc                                                                          | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164321.97    | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                         | Automatic Data Processing Inc                                                         | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    350000 | PA      | $309676.12    | 0.00%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                         | Automatic Data Processing Inc                                                         | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    330000 | PA      | $315216.73    | 0.00%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                         | Automatic Data Processing Inc                                                         | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274402.10    | 0.00%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                         | Automatic Data Processing Inc                                                         | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    325000 | PA      | $333255.94    | 0.00%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                        | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $155299.95    | 0.00%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                        | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $208556.67    | 0.00%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                        | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $282774.32    | 0.00%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                        | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $61318.90     | 0.00%             | 2028-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                        | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $132685.34    | 0.00%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                        | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $180581.22    | 0.00%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                          | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199307.52    | 0.00%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                          | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207035.47    | 0.00%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                          | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    280000 | PA      | $276757.54    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                          | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131494.14    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                          | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227263.03    | 0.00%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                          | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220626.76    | 0.00%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                          | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    260000 | PA      | $274944.96    | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                          | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $222600.98    | 0.00%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                          | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154370.18    | 0.00%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                          | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    340000 | PA      | $352171.90    | 0.00%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                             | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    210000 | PA      | $184424.18    | 0.00%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                             | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    185000 | PA      | $193070.05    | 0.00%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                             | CUSIP: 053484AF8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    100000 | PA      | $104038.60    | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                             | CUSIP: 053484AG6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    120000 | PA      | $121464.01    | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                             | CUSIP: 053484AH4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    120000 | PA      | $120306.02    | 0.00%             | 2030-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                             | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    180000 | PA      | $144095.92    | 0.00%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                             | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    200000 | PA      | $198542.80    | 0.00%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                             | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    150000 | PA      | $147929.69    | 0.00%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                             | CUSIP: 05348EBE8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    205000 | PA      | $174393.60    | 0.00%             | 2048-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                             | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    230000 | PA      | $224115.11    | 0.00%             | 2029-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                             | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    250000 | PA      | $231834.83    | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                             | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    200000 | PA      | $183068.72    | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                                     | Avangrid Inc                                                                          | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    195000 | PA      | $192612.54    | 0.00%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                              | Avery Dennison Corp                                                                   | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    225000 | PA      | $210084.39    | 0.00%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                              | Avery Dennison Corp                                                                   | CUSIP: 053611AM1<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74754.55     | 0.00%             | 2032-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                              | Avery Dennison Corp                                                                   | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    210000 | PA      | $223127.50    | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                                                      | Avista Corp                                                                           | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123513.72    | 0.00%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                                                      | Avista Corp                                                                           | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    160000 | PA      | $119854.78    | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                        | Avnet Inc                                                                             | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    185000 | PA      | $167032.78    | 0.00%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                        | Avnet Inc                                                                             | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152216.55    | 0.00%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                        | Avnet Inc                                                                             | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155482.08    | 0.00%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                                                                                | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $352226.67    | 0.00%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                                | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301293.96    | 0.00%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                                | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    450000 | PA      | $404105.63    | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                           | AXIS Specialty Finance LLC                                                            | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $123792.90    | 0.00%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                           | AXIS Specialty Finance LLC                                                            | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $159179.81    | 0.00%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                                                         | AXIS Specialty Finance PLC                                                            | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    115000 | PA      | $114920.88    | 0.00%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2018-C2                                                          | CUSIP: 05491UBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1142511.32   | 0.01%             | 2051-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2022-C18                                                         | CUSIP: 054975AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1620000 | PA      | $1687340.65   | 0.02%             | 2055-12-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2022-C18                                                         | CUSIP: 054975AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2657000 | PA      | $2805750.02   | 0.03%             | 2055-12-15      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216391.14    | 0.00%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    275000 | PA      | $303679.67    | 0.00%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $280997.53    | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    330000 | PA      | $374394.41    | 0.00%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218724.73    | 0.00%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    715000 | PA      | $709754.62    | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    765000 | PA      | $704620.69    | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    715000 | PA      | $594050.89    | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194819.56    | 0.00%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $253774.38    | 0.00%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    395000 | PA      | $403432.14    | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251645.70    | 0.00%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    225000 | PA      | $202934.99    | 0.00%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    540000 | PA      | $519781.54    | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $368727.68    | 0.00%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    145000 | PA      | $117544.24    | 0.00%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $165528.51    | 0.00%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    345000 | PA      | $348366.89    | 0.00%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $292473.30    | 0.00%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $375148.06    | 0.00%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    275000 | PA      | $286058.66    | 0.00%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    265000 | PA      | $276237.48    | 0.00%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                             | BAT International Finance PLC                                                         | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $403372.20    | 0.00%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                             | BAT International Finance PLC                                                         | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $314999.97    | 0.00%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202509.00    | 0.00%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                          | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    275000 | PA      | $237922.36    | 0.00%             | 2042-02-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                          | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    745000 | PA      | $708792.85    | 0.01%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                          | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    335000 | PA      | $340457.82    | 0.00%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                          | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $306310.89    | 0.00%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                          | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    270000 | PA      | $277993.67    | 0.00%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                          | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    370000 | PA      | $385648.23    | 0.00%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                          | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $415799.80    | 0.00%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                          | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    240000 | PA      | $238997.23    | 0.00%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                          | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $309399.21    | 0.00%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                          | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    385000 | PA      | $398034.56    | 0.00%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                          | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    310000 | PA      | $316622.53    | 0.00%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                          | CUSIP: 055451BN7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $151975.23    | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2022-C15                                                         | CUSIP: 05552FBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3145000 | PA      | $2945685.63   | 0.03%             | 2055-04-15      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2023-C21                                                         | CUSIP: 05553WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5200000 | PA      | $5590743.60   | 0.06%             | 2056-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2024-C26                                                         | CUSIP: 05555AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4825229.85   | 0.05%             | 2057-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                    | BGC Group Inc                                                                         | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    170000 | PA      | $177611.75    | 0.00%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                    | BGC Group Inc                                                                         | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207280.30    | 0.00%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                           | BP Capital Markets PLC                                                                | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $248530.98    | 0.00%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                           | BP Capital Markets PLC                                                                | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $595516.44    | 0.01%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                               | CUSIP: 05578DAX0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    275000 | PA      | $273676.01    | 0.00%             | 2026-12-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2024-C9 Mortgage Trust                                                            | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8700000 | PA      | $9246346.95   | 0.10%             | 2057-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2023-C5 Mortgage Trust                                                            | CUSIP: 055988AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1665713.12   | 0.02%             | 2056-06-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                        | Baidu Inc                                                                             | CUSIP: 056752AJ7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199189.78    | 0.00%             | 2027-07-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                        | Baidu Inc                                                                             | CUSIP: 056752AL2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    390000 | PA      | $393218.28    | 0.00%             | 2028-03-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                        | Baidu Inc                                                                             | CUSIP: 056752AN8<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $204591.92    | 0.00%             | 2028-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                        | Baidu Inc                                                                             | CUSIP: 056752AU2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    255000 | PA      | $232067.11    | 0.00%             | 2031-08-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| BAIN CAPITAL SPECIALTY F                                                         | Bain Capital Specialty Finance Inc                                                    | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144923.05    | 0.00%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HLDGS LLC                                                           | Baker Hughes Holdings LLC                                                             | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292037.04    | 0.00%             | 2040-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                               | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $395783.56    | 0.00%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                               | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $302858.59    | 0.00%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                               | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $144854.91    | 0.00%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                               | CUSIP: 05724BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $221789.11    | 0.00%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                               | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $196687.76    | 0.00%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                         | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    125000 | PA      | $138659.31    | 0.00%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                         | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    215000 | PA      | $159484.40    | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                         | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    180000 | PA      | $137906.05    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                         | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    115000 | PA      | $94276.26     | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                         | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    185000 | PA      | $125363.09    | 0.00%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                         | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    130000 | PA      | $83401.62     | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                         | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    275000 | PA      | $248684.51    | 0.00%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                         | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    175000 | PA      | $147569.07    | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                         | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129573.64    | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                         | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207469.38    | 0.00%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    275000 | PA      | $290016.29    | 0.00%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                         | Banco Bilbao Vizcaya Argentaria SA                                                    | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $207272.72    | 0.00%             | 2028-09-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                         | Banco Bilbao Vizcaya Argentaria SA                                                    | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $233015.30    | 0.00%             | 2034-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                         | Banco Bilbao Vizcaya Argentaria SA                                                    | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $414839.08    | 0.00%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                         | Banco Bilbao Vizcaya Argentaria SA                                                    | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $213204.26    | 0.00%             | 2035-03-13      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $601502.58    | 0.01%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $397076.12    | 0.00%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $603279.78    | 0.01%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $185959.92    | 0.00%             | 2031-03-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $200172.84    | 0.00%             | 2028-03-24      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $611277.54    | 0.01%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $622215.06    | 0.01%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $221916.70    | 0.00%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $426896.52    | 0.00%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $687592.74    | 0.01%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $414225.72    | 0.00%             | 2030-03-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $431433.40    | 0.00%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $407783.48    | 0.00%             | 2028-07-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $420734.88    | 0.00%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $214664.42    | 0.00%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $583265.82    | 0.01%             | 2029-06-27      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $578720.70    | 0.01%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $364458.68    | 0.00%             | 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        |    400000 | PA      | $366844.08    | 0.00%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $400664.16    | 0.00%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $400897.16    | 0.00%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANGKO PILIPINAS BOND                                                            | Bangko Sentral ng Pilipinas International Bond                                        | CUSIP: 059891AA9<br>LEI: 4IDQTQC5NXVM3WSFHR30 | Long             | DBT              | NUSS              | PH        |    250000 | PA      | $266584.33    | 0.00%             | 2027-06-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | Bank of America NA                                                                    | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    505000 | PA      | $549134.22    | 0.01%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    485000 | PA      | $516104.07    | 0.01%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    650000 | PA      | $628190.62    | 0.01%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    240000 | PA      | $228140.38    | 0.00%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180608.36    | 0.00%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    835000 | PA      | $827775.33    | 0.01%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    650000 | PA      | $651391.13    | 0.01%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    810000 | PA      | $808183.33    | 0.01%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    615000 | PA      | $534227.56    | 0.01%             | 2048-01-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697077.01    | 0.01%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $560067.96    | 0.01%             | 2038-04-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    675000 | PA      | $670527.86    | 0.01%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $400077.50    | 0.00%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1823872.35   | 0.02%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    810000 | PA      | $808864.46    | 0.01%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    850000 | PA      | $854059.69    | 0.01%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    955000 | PA      | $950262.53    | 0.01%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    745000 | PA      | $626744.81    | 0.01%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    465000 | PA      | $415554.27    | 0.00%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    810000 | PA      | $782606.85    | 0.01%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    580000 | PA      | $552144.86    | 0.01%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $969330.54    | 0.01%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1341199.55   | 0.01%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $745787.44    | 0.01%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1324344.00   | 0.01%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    845000 | PA      | $759495.89    | 0.01%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    845000 | PA      | $755920.78    | 0.01%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    555000 | PA      | $353220.59    | 0.00%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $288866.40    | 0.00%             | 2052-03-13      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    635000 | PA      | $583554.01    | 0.01%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1193203.05   | 0.01%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $825016.84    | 0.01%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    900000 | PA      | $858598.20    | 0.01%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1006117.76   | 0.01%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    580000 | PA      | $380472.23    | 0.00%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    550000 | PA      | $483523.70    | 0.01%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    950000 | PA      | $857074.33    | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    685000 | PA      | $674122.82    | 0.01%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1052318.77   | 0.01%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $660742.25    | 0.01%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    760000 | PA      | $763263.52    | 0.01%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1142887.82   | 0.01%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    900000 | PA      | $912813.93    | 0.01%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1531090.35   | 0.02%             | 2033-07-22      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    655000 | PA      | $680744.97    | 0.01%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1132487.43   | 0.01%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1594599.75   | 0.02%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    880000 | PA      | $917999.90    | 0.01%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1158655.23   | 0.01%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1584500.44   | 0.02%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    660000 | PA      | $675380.31    | 0.01%             | 2035-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1051683.93   | 0.01%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    750000 | PA      | $764110.50    | 0.01%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    795000 | PA      | $821146.52    | 0.01%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1133607.57   | 0.01%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    750000 | PA      | $782380.73    | 0.01%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506754.25    | 0.01%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    635000 | PA      | $661340.56    | 0.01%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                      | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    404000 | PA      | $399487.44    | 0.00%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                      | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $360045.92    | 0.00%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                      | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    440000 | PA      | $433836.35    | 0.00%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                      | CUSIP: 06368L3K0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $173556.86    | 0.00%             | 2027-06-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                      | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $263206.65    | 0.00%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                      | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202744.82    | 0.00%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                      | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $334450.94    | 0.00%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                      | CUSIP: 06368LC53<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    345000 | PA      | $349509.60    | 0.00%             | 2026-12-11      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                      | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $358996.23    | 0.00%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                      | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $250364.95    | 0.00%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                      | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $254797.23    | 0.00%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                      | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $220151.93    | 0.00%             | 2028-09-22      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                      | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    290000 | PA      | $289709.59    | 0.00%             | 2031-09-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    380000 | PA      | $370319.12    | 0.00%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    405000 | PA      | $403109.87    | 0.00%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    355000 | PA      | $352637.16    | 0.00%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    360000 | PA      | $357489.97    | 0.00%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RAH0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    375000 | PA      | $376188.79    | 0.00%             | 2028-04-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RAR8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    345000 | PA      | $305341.56    | 0.00%             | 2031-01-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RAU1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    245000 | PA      | $232680.00    | 0.00%             | 2028-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    345000 | PA      | $303983.57    | 0.00%             | 2031-07-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RBA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245464.88    | 0.00%             | 2027-01-26      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RBB2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127790.42    | 0.00%             | 2032-01-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RBD8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    255000 | PA      | $255658.46    | 0.00%             | 2029-04-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280309.43    | 0.00%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    385000 | PA      | $380110.77    | 0.00%             | 2033-06-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162946.50    | 0.00%             | 2030-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413618.96    | 0.00%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    500000 | PA      | $539713.80    | 0.01%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215973.93    | 0.00%             | 2034-02-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    375000 | PA      | $382595.66    | 0.00%             | 2034-04-26      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    330000 | PA      | $350595.07    | 0.00%             | 2029-10-25      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    340000 | PA      | $380461.56    | 0.00%             | 2034-10-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    330000 | PA      | $339730.41    | 0.00%             | 2030-03-14      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413335.92    | 0.00%             | 2035-03-14      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RCA3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51812.77     | 0.00%             | 2035-11-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221725.39    | 0.00%             | 2028-06-09      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    245000 | PA      | $253991.01    | 0.00%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    330000 | PA      | $320860.78    | 0.00%             | 2029-08-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94531.79     | 0.00%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $378895.83    | 0.00%             | 2031-08-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    315000 | PA      | $308785.02    | 0.00%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $290471.68    | 0.00%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    375000 | PA      | $365793.53    | 0.00%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    365000 | PA      | $373858.73    | 0.00%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    460000 | PA      | $455200.54    | 0.00%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $221679.45    | 0.00%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $260443.90    | 0.00%             | 2029-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $301780.92    | 0.00%             | 2028-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50613.17     | 0.00%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $203913.40    | 0.00%             | 2029-02-14      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $206119.48    | 0.00%             | 2031-02-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    290000 | PA      | $290081.90    | 0.00%             | 2028-09-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $249281.60    | 0.00%             | 2031-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06418JAA9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $344531.04    | 0.00%             | 2026-12-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    295000 | PA      | $313664.27    | 0.00%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    490000 | PA      | $578023.06    | 0.01%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2025-BNK50                                                                       | CUSIP: 064908AH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1695722.72   | 0.02%             | 2068-05-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2024-BNK47                                                                       | CUSIP: 06540GAV0<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1860170.73   | 0.02%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2020-BNK26                                                                       | CUSIP: 06540JBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $643181.35    | 0.01%             | 2063-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2017-BNK9                                                                        | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    990433 | PA      | $979219.96    | 0.01%             | 2054-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | Bank 2019-BNK19                                                                       | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $759844.72    | 0.01%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2017-BNK7                                                                        | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $987684.30    | 0.01%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2017-BNK8                                                                        | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $587580.72    | 0.01%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                                                   | BankUnited Inc                                                                        | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155785.12    | 0.00%             | 2030-06-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                         | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    145000 | PA      | $135403.33    | 0.00%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                         | CUSIP: 06654DAC1<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17205.64     | 0.00%             | 2050-01-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                         | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    135000 | PA      | $121072.89    | 0.00%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                         | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64284.75     | 0.00%             | 2051-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                         | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    140000 | PA      | $103147.17    | 0.00%             | 2042-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BAPTIST HLTH FOUNDATION                                                          | Baptist Health South Florida Obligated Group                                          | CUSIP: 066836AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $52983.23     | 0.00%             | 2071-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BAPTIST HEALTHCARE                                                               | Baptist Healthcare System Obligated Group                                             | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $114544.85    | 0.00%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    455000 | PA      | $437837.22    | 0.00%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $426082.52    | 0.00%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $437098.80    | 0.00%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $604944.96    | 0.01%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    610000 | PA      | $620297.96    | 0.01%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    545000 | PA      | $554509.38    | 0.01%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $268502.50    | 0.00%             | 2031-06-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $283409.91    | 0.00%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $273341.58    | 0.00%             | 2032-03-10      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    255000 | PA      | $204906.60    | 0.00%             | 2042-03-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $259229.96    | 0.00%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $185231.83    | 0.00%             | 2042-11-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $613073.28    | 0.01%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $446711.00    | 0.00%             | 2033-08-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    430000 | PA      | $454659.34    | 0.00%             | 2028-11-02      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $686895.54    | 0.01%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    610000 | PA      | $656638.71    | 0.01%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $459552.60    | 0.00%             | 2034-06-27      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $348901.84    | 0.00%             | 2029-09-13      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $459881.54    | 0.00%             | 2034-09-13      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $386868.69    | 0.00%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $676671.97    | 0.01%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECS2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $315766.44    | 0.00%             | 2055-03-12      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $268190.44    | 0.00%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $433336.29    | 0.00%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    575000 | PA      | $584555.70    | 0.01%             | 2035-09-10      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $407607.76    | 0.00%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $568551.12    | 0.01%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    780000 | PA      | $817575.10    | 0.01%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    440000 | PA      | $442669.26    | 0.00%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $379586.29    | 0.00%             | 2046-08-11      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC                                                                  | Barings BDC Inc                                                                       | CUSIP: 06759LAD5<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87787.17     | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC                                                                  | Barings BDC Inc                                                                       | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89583.60     | 0.00%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BARINGS PRIVATE CREDIT                                                           | Barings Private Credit Corp                                                           | CUSIP: 06763AAA9<br>LEI: 549300K2GGNA2FQFQL45 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109750.49    | 0.00%             | 2030-06-11      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BARRICK MINING CORP                                                              | Barrick Mining Corp                                                                   | CUSIP: 067901AH1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $24567.33     | 0.00%             | 2042-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                                                           | Barrick North America Finance LLC                                                     | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $351803.02    | 0.00%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                                                           | Barrick North America Finance LLC                                                     | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $203560.08    | 0.00%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARRICK PD AU FIN PTY LT                                                         | Barrick PD Australia Finance Pty Ltd                                                  | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |    330000 | PA      | $347421.66    | 0.00%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BASIN ELECTRIC PWR COOP                                                          | Basin Electric Power Cooperative                                                      | CUSIP: 070101AJ9<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147013.29    | 0.00%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BAXALTA INC                                                                      | Baxalta Inc                                                                           | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    173000 | PA      | $165340.13    | 0.00%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                              | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     65000 | PA      | $46114.82     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                              | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    210000 | PA      | $204666.88    | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                              | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    225000 | PA      | $192880.51    | 0.00%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                              | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    181000 | PA      | $176671.75    | 0.00%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                              | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    460000 | PA      | $434366.22    | 0.00%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                              | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    450000 | PA      | $392281.38    | 0.00%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                              | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    235000 | PA      | $147818.20    | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                              | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90264.12     | 0.00%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                              | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211600.12    | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                              | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    310000 | PA      | $314532.08    | 0.00%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | Bay Area Toll Authority                                                               | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    300000 | PA      | $317436.48    | 0.00%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | Bay Area Toll Authority                                                               | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    300000 | PA      | $345495.00    | 0.00%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | Bay Area Toll Authority                                                               | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    250000 | PA      | $284517.93    | 0.00%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | Bay Area Toll Authority                                                               | CUSIP: 072024XW7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    165000 | PA      | $109298.38    | 0.00%             | 2055-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BAYCARE HEALTH SYSTEM                                                            | BayCare Health System Inc                                                             | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |    170000 | PA      | $130711.40    | 0.00%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                         | CUSIP: 072863AC7<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    135000 | PA      | $113948.19    | 0.00%             | 2045-11-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                         | CUSIP: 072863AF0<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    110000 | PA      | $89138.57     | 0.00%             | 2046-11-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                         | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    220000 | PA      | $197384.07    | 0.00%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                         | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    265000 | PA      | $168069.89    | 0.00%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2023-C20                                                         | CUSIP: 07336DAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3642858 | PA      | $3827855.44   | 0.04%             | 2056-07-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2024-C28                                                         | CUSIP: 07336WAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2547658.00   | 0.03%             | 2057-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2025-C32                                                         | CUSIP: 07337AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1035000 | PA      | $1076127.28   | 0.01%             | 2062-02-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2025-C32                                                         | CUSIP: 07337AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1064924.80   | 0.01%             | 2062-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                                 | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    375000 | PA      | $332455.24    | 0.00%             | 2044-12-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                                 | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    621000 | PA      | $618782.04    | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                                 | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    450000 | PA      | $391613.04    | 0.00%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                                 | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    325000 | PA      | $306521.83    | 0.00%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                                 | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    175000 | PA      | $130923.70    | 0.00%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                                 | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    325000 | PA      | $289296.87    | 0.00%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                                 | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    290000 | PA      | $293817.56    | 0.00%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                                 | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204004.82    | 0.00%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                                 | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173663.06    | 0.00%             | 2034-02-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                            | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $330487.56    | 0.00%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                            | CUSIP: 0778FPAB5<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $142201.67    | 0.00%             | 2049-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                            | CUSIP: 0778FPAG4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $203590.18    | 0.00%             | 2032-02-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                            | CUSIP: 0778FPAJ8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $112673.18    | 0.00%             | 2052-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                            | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $330053.46    | 0.00%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                            | CUSIP: 0778FPAM1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $213660.15    | 0.00%             | 2034-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                            | CUSIP: 0778FPAN9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $209604.67    | 0.00%             | 2054-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                                     | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139095.17    | 0.00%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B9 Mortgage Trust                                                      | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2600000 | PA      | $2562226.68   | 0.03%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2020-B16 Mortgage Trust                                                     | CUSIP: 08161NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1073000 | PA      | $1003993.44   | 0.01%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B13 Mortgage Trust                                                     | CUSIP: 08162DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2600000 | PA      | $2469463.36   | 0.03%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B12 Mortgage Trust                                                     | CUSIP: 08162FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1875000 | PA      | $1795853.63   | 0.02%             | 2052-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2020-B18 Mortgage Trust                                                     | CUSIP: 08163AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1845000 | PA      | $1640355.74   | 0.02%             | 2053-07-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2025-V14 Mortgage Trust                                                     | CUSIP: 08164BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2568965.25   | 0.03%             | 2057-04-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                      | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89722.60     | 0.00%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                      | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115056.14    | 0.00%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                      | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    150000 | PA      | $105295.47    | 0.00%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                      | CUSIP: 084423AW2<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    125000 | PA      | $74710.16     | 0.00%             | 2061-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                          | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217036.85    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                          | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    310000 | PA      | $305850.77    | 0.00%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                          | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    220000 | PA      | $166632.75    | 0.00%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                          | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $250671.60    | 0.00%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                          | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    205000 | PA      | $201707.33    | 0.00%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                          | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160299.90    | 0.00%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                          | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    455000 | PA      | $282984.93    | 0.00%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                          | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    175000 | PA      | $152531.79    | 0.00%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                          | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    310000 | PA      | $261111.11    | 0.00%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                       | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    250000 | PA      | $271600.50    | 0.00%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                       | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    190000 | PA      | $174738.61    | 0.00%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                       | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    115000 | PA      | $102361.97    | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                       | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    655000 | PA      | $546718.48    | 0.01%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                       | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    600000 | PA      | $504681.30    | 0.01%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                       | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    185000 | PA      | $169990.17    | 0.00%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                       | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    540000 | PA      | $348062.40    | 0.00%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                       | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    345000 | PA      | $307889.80    | 0.00%             | 2030-10-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                       | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    335000 | PA      | $200857.52    | 0.00%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                       | CUSIP: 084664CZ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246174.35    | 0.00%             | 2027-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                       | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    275000 | PA      | $256502.43    | 0.00%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                       | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    840000 | PA      | $647610.26    | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                                           | Berkshire Hathaway Inc                                                                | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47008.40     | 0.00%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                      | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    310000 | PA      | $327456.22    | 0.00%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                      | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195027.02    | 0.00%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                      | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134053.35    | 0.00%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                      | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    210000 | PA      | $219122.30    | 0.00%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                                                  | Best Buy Co Inc                                                                       | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196815.55    | 0.00%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                                                  | Best Buy Co Inc                                                                       | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179857.26    | 0.00%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BETH ISRAEL LAHEY HEALTH                                                         | Beth Israel Lahey Health Inc                                                          | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |    125000 | PA      | $81939.66     | 0.00%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: —       |
| BGC GROUP INC                                                                    | BGC Group Inc                                                                         | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80177.90     | 0.00%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                                                         | Bio-Rad Laboratories Inc                                                              | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236133.43    | 0.00%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                                                                     | Bio-Rad Laboratories Inc                                                              | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    245000 | PA      | $242901.60    | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                            | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    280000 | PA      | $257940.76    | 0.00%             | 2045-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                            | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    545000 | PA      | $353385.30    | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                            | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    500000 | PA      | $459536.00    | 0.00%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                            | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    345000 | PA      | $227231.49    | 0.00%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                            | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    270000 | PA      | $284138.04    | 0.00%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                            | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103232.61    | 0.00%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                      | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218042.07    | 0.00%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                      | CUSIP: 092113AN9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    115000 | PA      | $91778.05     | 0.00%             | 2046-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                      | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96504.80     | 0.00%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                      | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    310000 | PA      | $296368.28    | 0.00%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                      | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    140000 | PA      | $104449.37    | 0.00%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                      | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185614.56    | 0.00%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                      | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41516.46     | 0.00%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                      | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161027.60    | 0.00%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                    | Blackrock Inc                                                                         | CUSIP: 09247XAN1<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183928.83    | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                    | Blackrock Inc                                                                         | CUSIP: 09247XAP6<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392175.28    | 0.00%             | 2029-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                    | Blackrock Inc                                                                         | CUSIP: 09247XAQ4<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    430000 | PA      | $402853.41    | 0.00%             | 2030-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                    | Blackrock Inc                                                                         | CUSIP: 09247XAR2<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    510000 | PA      | $458610.56    | 0.00%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                    | Blackrock Inc                                                                         | CUSIP: 09247XAS0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    280000 | PA      | $247401.39    | 0.00%             | 2032-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                    | Blackrock Inc                                                                         | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358122.45    | 0.00%             | 2033-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                        | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    310000 | PA      | $304641.46    | 0.00%             | 2026-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                        | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295014.03    | 0.00%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                        | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242991.00    | 0.00%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212225.20    | 0.00%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103186.71    | 0.00%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145808.71    | 0.00%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBS5<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149137.70    | 0.00%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302889.12    | 0.00%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202239.82    | 0.00%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355604.24    | 0.00%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147778.58    | 0.00%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                       | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    230000 | PA      | $223855.09    | 0.00%             | 2027-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                       | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    245000 | PA      | $231732.59    | 0.00%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                       | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117436.70    | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                       | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292666.81    | 0.00%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                       | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249092.58    | 0.00%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                            | BlackRock Funding Inc                                                                 | CUSIP: 09290DAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $294677.92    | 0.00%             | 2034-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                            | BlackRock Funding Inc                                                                 | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $460336.51    | 0.00%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                            | BlackRock Funding Inc                                                                 | CUSIP: 09290DAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $228198.49    | 0.00%             | 2027-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                            | BlackRock Funding Inc                                                                 | CUSIP: 09290DAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $178839.96    | 0.00%             | 2035-01-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                            | BlackRock Funding Inc                                                                 | CUSIP: 09290DAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $384311.97    | 0.00%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                                                           | Blackstone Reg Finance Co LLC                                                         | CUSIP: 092914AA8<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201866.98    | 0.00%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                                                           | Blackstone Reg Finance Co LLC                                                         | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148996.68    | 0.00%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                              | Block Financial LLC                                                                   | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $192685.22    | 0.00%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                              | Block Financial LLC                                                                   | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $190856.94    | 0.00%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                              | Block Financial LLC                                                                   | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100671.37    | 0.00%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                           | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205837.52    | 0.00%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                           | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    490000 | PA      | $489582.08    | 0.01%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | Blue Owl Finance LLC                                                                  | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    175000 | PA      | $158625.44    | 0.00%             | 2031-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | Blue Owl Finance LLC                                                                  | CUSIP: 09581JAS5<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142705.19    | 0.00%             | 2032-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | Blue Owl Finance LLC                                                                  | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309966.00    | 0.00%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | Blue Owl Finance LLC                                                                  | CUSIP: 09581JAU0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $119197.74    | 0.00%             | 2051-10-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                                         | Blue Owl Technology Finance Corp                                                      | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201214.50    | 0.00%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                                 | CUSIP: 09659DAC0<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150960.89    | 0.00%             | 2030-08-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                                | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    295000 | PA      | $296284.75    | 0.00%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                                | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162124.32    | 0.00%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                                | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118313.91    | 0.00%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                                | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186814.60    | 0.00%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                                | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171115.78    | 0.00%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-5C9 Mortgage Trust                                                           | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1152714.97   | 0.01%             | 2058-04-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                         | CUSIP: 097023AS4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $144889.98    | 0.00%             | 2038-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                         | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    140000 | PA      | $151409.12    | 0.00%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $135081.04    | 0.00%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165113.65    | 0.00%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    145000 | PA      | $102543.13    | 0.00%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128004.80    | 0.00%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    115000 | PA      | $83878.06     | 0.00%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112882.78    | 0.00%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    135000 | PA      | $113752.12    | 0.00%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    115000 | PA      | $82081.70     | 0.00%             | 2048-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CA1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    235000 | PA      | $230217.66    | 0.00%             | 2028-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    145000 | PA      | $107050.25    | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    320000 | PA      | $310314.91    | 0.00%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    165000 | PA      | $134741.71    | 0.00%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    110000 | PA      | $76611.37     | 0.00%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    315000 | PA      | $286646.47    | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    265000 | PA      | $197511.42    | 0.00%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295700.61    | 0.00%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189608.80    | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219209.53    | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $291661.72    | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $212655.57    | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    550000 | PA      | $555705.98    | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    875000 | PA      | $894322.19    | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1571114.72   | 0.02%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1025894.89   | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1248726.70   | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    335000 | PA      | $329460.11    | 0.00%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    465000 | PA      | $446945.82    | 0.00%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                         | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    320000 | PA      | $328436.54    | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                         | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $478058.94    | 0.01%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                         | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    315000 | PA      | $341985.51    | 0.00%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                         | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    795000 | PA      | $880575.95    | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                         | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    795000 | PA      | $892667.18    | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                         | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $510783.57    | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                                                | Bon Secours Mercy Health Inc                                                          | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    260000 | PA      | $253976.06    | 0.00%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                          | Booz Allen Hamilton Inc                                                               | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182600.01    | 0.00%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                          | Booz Allen Hamilton Inc                                                               | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207594.50    | 0.00%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                   | BorgWarner Inc                                                                        | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125744.84    | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                   | BorgWarner Inc                                                                        | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    325000 | PA      | $318587.23    | 0.00%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                   | BorgWarner Inc                                                                        | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153566.96    | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                   | BorgWarner Inc                                                                        | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175416.81    | 0.00%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                                  | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    300000 | PA      | $302030.70    | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                                  | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    350000 | PA      | $338876.48    | 0.00%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                                  | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    265000 | PA      | $248416.88    | 0.00%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                                  | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    383000 | PA      | $359215.78    | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                                  | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    350000 | PA      | $305695.67    | 0.00%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                                  | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    240000 | PA      | $198860.50    | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                                  | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    150000 | PA      | $157052.24    | 0.00%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                                  | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    100000 | PA      | $107821.27    | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                                  | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    250000 | PA      | $257271.60    | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                                | CUSIP: 101137AE7<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    215000 | PA      | $241676.83    | 0.00%             | 2035-11-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                                | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    100000 | PA      | $123564.46    | 0.00%             | 2040-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                                | CUSIP: 101137AS6<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80254.05     | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                                | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128668.78    | 0.00%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                                | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    140000 | PA      | $125771.11    | 0.00%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                                | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    350000 | PA      | $329508.20    | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    335000 | PA      | $335358.65    | 0.00%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    550000 | PA      | $553991.24    | 0.01%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    325000 | PA      | $322546.45    | 0.00%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249302.78    | 0.00%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    625000 | PA      | $408498.25    | 0.00%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159561.76    | 0.00%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    340000 | PA      | $333574.54    | 0.00%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    400000 | PA      | $359683.00    | 0.00%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    510000 | PA      | $314928.88    | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    720000 | PA      | $459578.23    | 0.00%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    605000 | PA      | $395969.72    | 0.00%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    435000 | PA      | $331526.99    | 0.00%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    400000 | PA      | $256420.72    | 0.00%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    775000 | PA      | $707039.63    | 0.01%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    600000 | PA      | $608410.14    | 0.01%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    460000 | PA      | $468165.60    | 0.00%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357177.84    | 0.00%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    345000 | PA      | $351866.36    | 0.00%             | 2029-04-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    315000 | PA      | $321668.08    | 0.00%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBZ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231809.72    | 0.00%             | 2029-10-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    550000 | PA      | $567908.99    | 0.01%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                             | CUSIP: 10922NAC7<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247335.88    | 0.00%             | 2027-06-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                             | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    305000 | PA      | $224437.85    | 0.00%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                             | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202969.52    | 0.00%             | 2030-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                             | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    160000 | PA      | $96467.89     | 0.00%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    230000 | PA      | $176763.72    | 0.00%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122AX6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44240.59     | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122BB3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149265.03    | 0.00%             | 2027-02-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    405000 | PA      | $397431.72    | 0.00%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    665000 | PA      | $604332.38    | 0.01%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $923530.36    | 0.01%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DD7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229331.78    | 0.00%             | 2027-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    220000 | PA      | $198110.37    | 0.00%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DJ4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188469.02    | 0.00%             | 2045-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    350000 | PA      | $296025.45    | 0.00%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    406000 | PA      | $351441.27    | 0.00%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286549.02    | 0.00%             | 2027-11-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    395000 | PA      | $349991.05    | 0.00%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $213471.66    | 0.00%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    455000 | PA      | $269670.45    | 0.00%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463571.50    | 0.00%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $241061.16    | 0.00%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    615000 | PA      | $452477.33    | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    305000 | PA      | $221328.28    | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    305000 | PA      | $326481.15    | 0.00%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    385000 | PA      | $420696.85    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122EB0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $164120.15    | 0.00%             | 2053-11-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $164063.12    | 0.00%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257213.43    | 0.00%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    445000 | PA      | $463911.57    | 0.00%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    750000 | PA      | $780289.95    | 0.01%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200607.38    | 0.00%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    825000 | PA      | $810608.45    | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                                   | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    700000 | PA      | $615476.26    | 0.01%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                                   | CUSIP: 110709AJ1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    610000 | PA      | $628241.93    | 0.01%             | 2028-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                                   | CUSIP: 110709AL6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    575000 | PA      | $595834.32    | 0.01%             | 2029-04-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                                   | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $512067.25    | 0.01%             | 2034-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                                   | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    750000 | PA      | $765988.65    | 0.01%             | 2035-06-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                                   | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    340000 | PA      | $415502.58    | 0.00%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                                   | CUSIP: 110709GQ9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $1000322.60   | 0.01%             | 2030-08-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                                   | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    275000 | PA      | $273331.80    | 0.00%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                                   | CUSIP: 11070TAN8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1135000 | PA      | $1158653.06   | 0.01%             | 2028-01-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                         | British Telecommunications PLC                                                        | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    795000 | PA      | $970601.35    | 0.01%             | 2030-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                         | British Telecommunications PLC                                                        | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $154034.10    | 0.00%             | 2028-12-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                      | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    100000 | PA      | $105144.34    | 0.00%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                      | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    150000 | PA      | $149695.28    | 0.00%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                      | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    280000 | PA      | $278858.19    | 0.00%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                      | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    225000 | PA      | $221943.13    | 0.00%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                      | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    225000 | PA      | $202390.27    | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                      | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    170000 | PA      | $175550.48    | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                      | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    125000 | PA      | $128075.04    | 0.00%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                      | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    120000 | PA      | $120339.59    | 0.00%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                         | Broadridge Financial Solutions Inc                                                    | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237142.55    | 0.00%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                         | Broadridge Financial Solutions Inc                                                    | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    265000 | PA      | $240945.31    | 0.00%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                         | Broadstone Net Lease LLC                                                              | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |    100000 | PA      | $100297.20    | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                                                          | Broadcom Corp / Broadcom Cayman Finance Ltd                                           | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    255000 | PA      | $252920.93    | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                         | Broadstone Net Lease LLC                                                              | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |    125000 | PA      | $110703.63    | 0.00%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331031.42    | 0.00%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    523000 | PA      | $520953.34    | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    640000 | PA      | $631544.51    | 0.01%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    470000 | PA      | $478895.03    | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206012.88    | 0.00%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    986000 | PA      | $849838.72    | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    832000 | PA      | $705818.63    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264008.50    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    485000 | PA      | $474740.21    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    705000 | PA      | $696057.22    | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    640000 | PA      | $659280.77    | 0.01%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    450000 | PA      | $466916.67    | 0.00%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    375000 | PA      | $381655.13    | 0.00%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    285000 | PA      | $286158.47    | 0.00%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402729.40    | 0.00%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    285000 | PA      | $285984.22    | 0.00%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    535000 | PA      | $535934.70    | 0.01%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305438.07    | 0.00%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206475.38    | 0.00%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    450000 | PA      | $467217.23    | 0.00%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    510000 | PA      | $518359.87    | 0.01%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    510000 | PA      | $520975.76    | 0.01%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    730000 | PA      | $748712.82    | 0.01%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    275000 | PA      | $264106.67    | 0.00%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    965000 | PA      | $882904.75    | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $440929.10    | 0.00%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    550000 | PA      | $415967.42    | 0.00%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    945000 | PA      | $863631.91    | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    610000 | PA      | $564989.93    | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    905000 | PA      | $737337.26    | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    290000 | PA      | $289813.68    | 0.00%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    510000 | PA      | $500483.71    | 0.01%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    660000 | PA      | $650930.68    | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                         | Brookfield Asset Management Ltd                                                       | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $235558.64    | 0.00%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CAPITAL FIN                                                           | Brookfield Capital Finance LLC                                                        | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |    345000 | PA      | $369598.57    | 0.00%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                                | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    290000 | PA      | $250930.45    | 0.00%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                                | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    345000 | PA      | $344204.02    | 0.00%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                                | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $345583.96    | 0.00%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                                | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $251042.48    | 0.00%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                                | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $156476.03    | 0.00%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                                | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $137456.85    | 0.00%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                                | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $91708.33     | 0.00%             | 2052-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                                | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $217422.86    | 0.00%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                                | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $333033.82    | 0.00%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                                | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $129473.09    | 0.00%             | 2035-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                                | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $143122.89    | 0.00%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                                | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $190450.68    | 0.00%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BROOKFLD FIN LLC/FIN INC                                                         | Brookfield Finance LLC / Brookfield Finance Inc                                       | CUSIP: 11271RAB5<br>LEI: 549300E643C5WZF8BL44 | Long             | DBT              | CORP              | US        |    205000 | PA      | $141332.86    | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN I UK PLC                                                          | Brookfield Finance I UK Plc / Brookfield Finance Inc                                  | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |    180000 | PA      | $157974.14    | 0.00%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                         | Brookfield Asset Management Ltd                                                       | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $209453.78    | 0.00%             | 2035-04-24      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                         | Brookfield Asset Management Ltd                                                       | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $181495.71    | 0.00%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                         | Brookfield Asset Management Ltd                                                       | CUSIP: 113004AC9<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $120017.44    | 0.00%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| County of Broward FL Airport System Revenue                                      | County of Broward Airport System Revenue                                              | CUSIP: 114894ZW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $25208.77     | 0.00%             | 2043-10-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                                     | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115414.21    | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                                     | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179507.72    | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                                     | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    185000 | PA      | $178988.68    | 0.00%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                                     | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174740.90    | 0.00%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                                     | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103363.91    | 0.00%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                                     | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120652.75    | 0.00%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                                     | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151835.10    | 0.00%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                                     | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233406.30    | 0.00%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                                     | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153437.21    | 0.00%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                                     | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    340000 | PA      | $349114.55    | 0.00%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                                     | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312227.91    | 0.00%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP                                                                | Brown-Forman Corp                                                                     | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    385000 | PA      | $335050.29    | 0.00%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP                                                                | Brown-Forman Corp                                                                     | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81096.94     | 0.00%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROWN UNIVERSITY                                                                 | Brown University                                                                      | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |    165000 | PA      | $108658.87    | 0.00%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                                     | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    215000 | PA      | $188369.86    | 0.00%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                                     | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214819.54    | 0.00%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                                | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    290000 | PA      | $289187.65    | 0.00%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                                | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    350000 | PA      | $321621.41    | 0.00%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                                | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250248.43    | 0.00%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                                | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235658.42    | 0.00%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                                | CUSIP: 120568BM1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131464.22    | 0.00%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                                | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160097.48    | 0.00%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                                | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191843.91    | 0.00%             | 2030-08-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                                | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193140.07    | 0.00%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $174630.31    | 0.00%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $196287.46    | 0.00%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $253662.25    | 0.00%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $111149.83    | 0.00%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $237201.18    | 0.00%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $204692.20    | 0.00%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $62365.01     | 0.00%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $194122.56    | 0.00%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $329770.28    | 0.00%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $209265.76    | 0.00%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $294308.18    | 0.00%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $226051.75    | 0.00%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $300417.86    | 0.00%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198781.20    | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $205877.40    | 0.00%             | 2047-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $40486.78     | 0.00%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $270688.77    | 0.00%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $224103.36    | 0.00%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $145263.69    | 0.00%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $241839.68    | 0.00%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $116607.91    | 0.00%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $257427.11    | 0.00%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $461711.66    | 0.00%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $334758.22    | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $322254.70    | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189TAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $167998.56    | 0.00%             | 2036-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $116653.87    | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTON RESOURCES LLC                                                         | Burlington Resources LLC                                                              | CUSIP: 12201PAB2<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    220000 | PA      | $250304.82    | 0.00%             | 2031-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131013.62    | 0.00%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    195000 | PA      | $144206.56    | 0.00%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    225000 | PA      | $162464.90    | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    205000 | PA      | $143026.35    | 0.00%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157423.28    | 0.00%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    220000 | PA      | $213996.71    | 0.00%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215481.84    | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    134000 | PA      | $130643.98    | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                                          | Cboe Global Markets Inc                                                               | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199594.66    | 0.00%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                                          | Cboe Global Markets Inc                                                               | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142042.00    | 0.00%             | 2030-12-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                                          | Cboe Global Markets Inc                                                               | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92520.78     | 0.00%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                                     | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181680.02    | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                                     | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    300000 | PA      | $320880.78    | 0.00%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                                     | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253600.85    | 0.00%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                                     | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258420.50    | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                                     | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231245.57    | 0.00%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | CCUBS Commercial Mortgage Trust 2017-C1                                               | CUSIP: 12508GAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1747000 | PA      | $1718580.68   | 0.02%             | 2050-11-15      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                            | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $204636.23    | 0.00%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                            | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $255439.78    | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                            | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197393.00    | 0.00%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                            | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $233410.15    | 0.00%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                            | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $284036.44    | 0.00%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                            | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $168151.85    | 0.00%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                            | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $183626.62    | 0.00%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD 2017-CD3 Mortgage Trust                                                            | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1715000 | PA      | $1678575.63   | 0.02%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                | CF Industries Inc                                                                     | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    235000 | PA      | $210518.41    | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                | CF Industries Inc                                                                     | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234496.18    | 0.00%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                | CF Industries Inc                                                                     | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171024.22    | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                | CF Industries Inc                                                                     | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309302.10    | 0.00%             | 2035-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C7                                          | CFCRE Commercial Mortgage Trust 2016-C7                                               | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3625000 | PA      | $3589544.96   | 0.04%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                          | CGI Inc                                                                               | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $133138.58    | 0.00%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                          | CGI Inc                                                                               | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $334423.68    | 0.00%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORLDWIDE                                                            | CH Robinson Worldwide Inc                                                             | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185666.31    | 0.00%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI Financial Corp                                                                     | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $326189.41    | 0.00%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI Financial Corp                                                                     | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $89342.46     | 0.00%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1084803.36   | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    680000 | PA      | $651736.28    | 0.01%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    905000 | PA      | $806801.26    | 0.01%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    221000 | PA      | $217887.68    | 0.00%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    310000 | PA      | $239167.23    | 0.00%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    435000 | PA      | $432309.74    | 0.00%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    145000 | PA      | $153496.61    | 0.00%             | 2041-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    450000 | PA      | $400113.45    | 0.00%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118801.85    | 0.00%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    390000 | PA      | $272976.99    | 0.00%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    500000 | PA      | $464346.55    | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    450000 | PA      | $407521.67    | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    425000 | PA      | $295170.15    | 0.00%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359551.40    | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258392.98    | 0.00%             | 2031-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    375000 | PA      | $385891.65    | 0.00%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    420000 | PA      | $407703.24    | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302205.30    | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    370000 | PA      | $374905.20    | 0.00%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    450000 | PA      | $458147.48    | 0.00%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    330000 | PA      | $339523.31    | 0.00%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                                         | First-Citizens Bank & Trust Co                                                        | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228098.57    | 0.00%             | 2028-03-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME Group Inc                                                                         | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250946.63    | 0.00%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME Group Inc                                                                         | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    255000 | PA      | $213521.37    | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME Group Inc                                                                         | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170264.64    | 0.00%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME Group Inc                                                                         | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    225000 | PA      | $206068.82    | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME Group Inc                                                                         | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126915.14    | 0.00%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                       | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89457.76     | 0.00%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                       | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221518.69    | 0.00%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                       | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129138.65    | 0.00%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                       | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308682.21    | 0.00%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                            | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236708.33    | 0.00%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                            | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258138.45    | 0.00%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                            | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153382.46    | 0.00%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                            | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150956.73    | 0.00%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                            | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151800.81    | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                                                | CNH Industrial NV                                                                     | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $224237.57    | 0.00%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC Trust 2016-NXSR                                                                  | CUSIP: 12594PAV3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99460.05     | 0.00%             | 2049-12-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL 2019-C17 Commercial Mortgage Trust                                              | CUSIP: 12597BAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2238000 | PA      | $2111431.70   | 0.02%             | 2052-09-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                                    | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217925.66    | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                                    | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178281.27    | 0.00%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                                    | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    160000 | PA      | $144041.28    | 0.00%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                                    | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    215000 | PA      | $223170.92    | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                                    | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150825.02    | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CONOPCO INC                                                                      | Conopco Inc                                                                           | CUSIP: 126149AD5<br>LEI: 549300DWD4D3B5EZJC04 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113486.80    | 0.00%             | 2026-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                          | CNO Financial Group Inc                                                               | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233628.69    | 0.00%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                          | CNO Financial Group Inc                                                               | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158800.23    | 0.00%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                               | CUSIP: 12636YAE2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207778.54    | 0.00%             | 2034-05-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                               | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417239.08    | 0.00%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                               | CUSIP: 12636YAG7<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205031.96    | 0.00%             | 2055-01-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                               | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200154.70    | 0.00%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                               | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200884.00    | 0.00%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                               | CUSIP: 12636YAK8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196837.62    | 0.00%             | 2056-02-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217366.52    | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $274906.85    | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $274876.25    | 0.00%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183849.95    | 0.00%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46248.54     | 0.00%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408GX5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    180000 | PA      | $158283.81    | 0.00%             | 2043-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $209647.03    | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    205000 | PA      | $172589.13    | 0.00%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116641.70    | 0.00%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    260000 | PA      | $203877.54    | 0.00%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $153861.68    | 0.00%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    313000 | PA      | $310475.09    | 0.00%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299707.29    | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    130000 | PA      | $108603.55    | 0.00%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123375.84    | 0.00%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151322.09    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    220000 | PA      | $195901.18    | 0.00%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170767.08    | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    225000 | PA      | $210631.10    | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    410000 | PA      | $288646.60    | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114481.13    | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $147889.75    | 0.00%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176727.56    | 0.00%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    345000 | PA      | $292809.30    | 0.00%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104197.70    | 0.00%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650BJ8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118383.13    | 0.00%             | 2027-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $151760.25    | 0.00%             | 2039-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    270000 | PA      | $251730.34    | 0.00%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196982.90    | 0.00%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    965000 | PA      | $871901.91    | 0.01%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1552000 | PA      | $1557995.69   | 0.02%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1422381.97   | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2116816.08   | 0.02%             | 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        |    675000 | PA      | $651670.85    | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213888.84    | 0.00%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    590000 | PA      | $576182.44    | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    260000 | PA      | $222349.43    | 0.00%             | 2040-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $574079.52    | 0.01%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $311064.78    | 0.00%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $100127.40    | 0.00%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    455000 | PA      | $399696.48    | 0.00%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    370000 | PA      | $325223.49    | 0.00%             | 2031-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411157.96    | 0.00%             | 2030-02-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    590000 | PA      | $607821.36    | 0.01%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $375442.84    | 0.00%             | 2053-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255536.25    | 0.00%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206758.04    | 0.00%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    395000 | PA      | $407970.06    | 0.00%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    445000 | PA      | $432008.14    | 0.00%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    295000 | PA      | $285100.95    | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310783.50    | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    320000 | PA      | $335133.82    | 0.00%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    390000 | PA      | $409119.95    | 0.00%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    295000 | PA      | $293852.42    | 0.00%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224536.99    | 0.00%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    515000 | PA      | $527382.92    | 0.01%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    435000 | PA      | $442079.10    | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150613.91    | 0.00%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                              | CRH SMW Finance DAC                                                                   | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206561.28    | 0.00%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                              | CRH SMW Finance DAC                                                                   | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    450000 | PA      | $463904.01    | 0.00%             | 2030-01-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                                       | Cabot Corp                                                                            | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168343.78    | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                                       | Cabot Corp                                                                            | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117171.09    | 0.00%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                                    | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199465.86    | 0.00%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                                    | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175606.87    | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                                    | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103220.31    | 0.00%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                                    | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269081.37    | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                                    | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    280000 | PA      | $269116.88    | 0.00%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                             | COPT Defense Properties LP                                                            | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    120000 | PA      | $119508.96    | 0.00%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                                           | Cadence Design Systems Inc                                                            | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176119.65    | 0.00%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                                           | Cadence Design Systems Inc                                                            | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241266.10    | 0.00%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                                           | Cadence Design Systems Inc                                                            | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    420000 | PA      | $420353.09    | 0.00%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ENDOWMENT/THE                                                         | California Endowment/The                                                              | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |    200000 | PA      | $118787.96    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                 | California Health Facilities Financing Authority                                      | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    110000 | PA      | $104769.69    | 0.00%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                          | California Institute of Technology                                                    | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    135000 | PA      | $109679.63    | 0.00%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                          | California Institute of Technology                                                    | CUSIP: 13034VAB0<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    105000 | PA      | $92188.20     | 0.00%             | 2045-08-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                          | California Institute of Technology                                                    | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    160000 | PA      | $102253.70    | 0.00%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                   | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    900000 | PA      | $1050328.17   | 0.01%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                   | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1212359.30   | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                   | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    800000 | PA      | $934693.92    | 0.01%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                   | CUSIP: 13063BBU5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    615000 | PA      | $721317.39    | 0.01%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                   | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    100000 | PA      | $121132.04    | 0.00%             | 2040-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                   | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    600000 | PA      | $737392.08    | 0.01%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                   | CUSIP: 13063D3R7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    100000 | PA      | $110479.88    | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                   | CUSIP: 13063D3T3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    200000 | PA      | $201021.92    | 0.00%             | 2043-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                         | CUSIP: 13063D7E2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    150000 | PA      | $163009.38    | 0.00%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                   | CUSIP: 13063DC48<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    100000 | PA      | $96175.03     | 0.00%             | 2028-02-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                   | CUSIP: 13063DMB1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    200000 | PA      | $195929.70    | 0.00%             | 2029-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                   | CUSIP: 13063EBP0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    150000 | PA      | $156849.75    | 0.00%             | 2029-09-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                         | CUSIP: 13063EHU3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    350000 | PA      | $364552.97    | 0.00%             | 2030-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                   | CUSIP: 13063EMK9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10008.47     | 0.00%             | 2033-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | California State University                                                           | CUSIP: 13077DBY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $96710.62     | 0.00%             | 2047-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | California State University                                                           | CUSIP: 13077DNK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $71326.25     | 0.00%             | 2051-11-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | California State University                                                           | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $264295.44    | 0.00%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                                 | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    265000 | PA      | $266238.08    | 0.00%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                                 | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    116000 | PA      | $112041.44    | 0.00%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                                 | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    130000 | PA      | $91696.11     | 0.00%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                                 | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    250000 | PA      | $236104.05    | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                                 | CUSIP: 133131BB7<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    100000 | PA      | $101371.15    | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                                | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    305000 | PA      | $305193.43    | 0.00%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                                | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    265000 | PA      | $229529.03    | 0.00%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                                | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229961.85    | 0.00%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                                | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    290000 | PA      | $189835.94    | 0.00%             | 2050-04-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                                | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152032.83    | 0.00%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                                | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153708.68    | 0.00%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                                | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    335000 | PA      | $341470.59    | 0.00%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                                | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101620.69    | 0.00%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                                | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90893.71     | 0.00%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                                | Canada Government International Bond                                                  | CUSIP: 135087Q56<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1815000 | PA      | $1823051.16   | 0.02%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $286177.35    | 0.00%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    465000 | PA      | $462768.56    | 0.00%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $336412.73    | 0.00%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $409277.08    | 0.00%             | 2028-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13607LWV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $262637.43    | 0.00%             | 2028-10-03      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    365000 | PA      | $397037.22    | 0.00%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $315177.16    | 0.00%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $253599.60    | 0.00%             | 2030-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $252020.85    | 0.00%             | 2028-01-13      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $258111.38    | 0.00%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $251040.60    | 0.00%             | 2028-09-08      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $302419.68    | 0.00%             | 2031-09-08      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    385000 | PA      | $398931.76    | 0.00%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                          | CUSIP: 136375BD3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $284613.76    | 0.00%             | 2028-07-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                          | CUSIP: 136375BQ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $168413.78    | 0.00%             | 2037-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                          | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $126672.74    | 0.00%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                          | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $179531.75    | 0.00%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                          | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $261137.83    | 0.00%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                          | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $118881.86    | 0.00%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                          | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $211271.68    | 0.00%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                          | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $291350.01    | 0.00%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                          | CUSIP: 136375DH2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $178820.30    | 0.00%             | 2033-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                          | CUSIP: 136375DJ8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $198347.08    | 0.00%             | 2053-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                          | CUSIP: 136375DR0<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $196879.90    | 0.00%             | 2034-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                          | CUSIP: 136375DV1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $89880.71     | 0.00%             | 2031-03-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                          | CUSIP: 136375DW9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $120033.80    | 0.00%             | 2035-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                        | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $230420.76    | 0.00%             | 2032-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                        | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $129607.86    | 0.00%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                        | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $104437.16    | 0.00%             | 2035-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                        | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $150497.84    | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                        | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $319052.01    | 0.00%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                        | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $110295.23    | 0.00%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                        | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $399144.20    | 0.00%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                        | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $207477.62    | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                        | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $235899.83    | 0.00%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                        | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    470000 | PA      | $482105.93    | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                        | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $244383.26    | 0.00%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $107849.66    | 0.00%             | 2031-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13645RAF1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $210577.59    | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $147434.59    | 0.00%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $144080.95    | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    269000 | PA      | $269547.47    | 0.00%             | 2115-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $170190.38    | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    295000 | PA      | $289295.70    | 0.00%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $360073.56    | 0.00%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    345000 | PA      | $257997.31    | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    610000 | PA      | $405289.49    | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15457.28     | 0.00%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $225145.35    | 0.00%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $143488.38    | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $108448.40    | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13648TAE7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $148903.44    | 0.00%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $150206.92    | 0.00%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $90190.58     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13648TAH0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $100351.71    | 0.00%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    370000 | PA      | $369007.96    | 0.00%             | 2027-03-09      | 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        |    545000 | PA      | $542897.44    | 0.01%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298699.23    | 0.00%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    395000 | PA      | $346283.82    | 0.00%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    230000 | PA      | $206540.90    | 0.00%             | 2032-11-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $437014.13    | 0.00%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    525000 | PA      | $531410.30    | 0.01%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    320000 | PA      | $328540.90    | 0.00%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128960.29    | 0.00%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256869.95    | 0.00%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    310000 | PA      | $324909.17    | 0.00%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524868.70    | 0.01%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $541069.35    | 0.01%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $565228.25    | 0.01%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259998.30    | 0.00%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    345000 | PA      | $367226.76    | 0.00%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    270000 | PA      | $279967.35    | 0.00%             | 2030-07-26      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    275000 | PA      | $289645.15    | 0.00%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522856.90    | 0.01%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    370000 | PA      | $369544.90    | 0.00%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    440000 | PA      | $438062.28    | 0.00%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | Capital One Multi-Asset Execution Trust                                               | CUSIP: 14041NFV8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1978526.60   | 0.02%             | 2028-08-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL SOUTHWEST CORP                                                           | Capital Southwest Corp                                                                | CUSIP: 140501AF4<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176390.83    | 0.00%             | 2030-09-18      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                                   | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86088.66     | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                                   | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    160000 | PA      | $144242.67    | 0.00%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                                   | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    440000 | PA      | $436801.64    | 0.00%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                                   | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    175000 | PA      | $145182.42    | 0.00%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                                   | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154410.00    | 0.00%             | 2029-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                                   | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130023.76    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                                   | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231179.02    | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                                   | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    360000 | PA      | $371315.84    | 0.00%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                                   | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199730.70    | 0.00%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                                   | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302909.79    | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                                   | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122093.52    | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                      | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233960.45    | 0.00%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                      | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152112.00    | 0.00%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                      | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    310000 | PA      | $316618.97    | 0.00%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC/THE                                                            | Carlyle Group Inc/The                                                                 | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227127.67    | 0.00%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 144141CY2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221830.34    | 0.00%             | 2038-04-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    225000 | PA      | $191626.36    | 0.00%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    170000 | PA      | $143396.26    | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                                   | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    260000 | PA      | $241022.52    | 0.00%             | 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        |    149000 | PA      | $146599.36    | 0.00%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                                   | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    625000 | PA      | $588830.69    | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                                   | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    460000 | PA      | $371767.49    | 0.00%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                                   | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    425000 | PA      | $313545.62    | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                                   | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    245000 | PA      | $263016.22    | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                                   | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    174000 | PA      | $188198.17    | 0.00%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CASE WESTERN RESERVE UNI                                                         | Case Western Reserve University                                                       | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |    130000 | PA      | $118325.52    | 0.00%             | 2122-06-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                       | CUSIP: 149123BL4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    165000 | PA      | $173354.23    | 0.00%             | 2035-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                       | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    145000 | PA      | $161109.38    | 0.00%             | 2036-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                       | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    285000 | PA      | $287594.75    | 0.00%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                       | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    520000 | PA      | $436822.88    | 0.00%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                       | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $153513.34    | 0.00%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                       | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110099.39    | 0.00%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                       | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    305000 | PA      | $217369.54    | 0.00%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                       | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143101.86    | 0.00%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                       | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    335000 | PA      | $317052.61    | 0.00%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                       | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $249672.68    | 0.00%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                       | CUSIP: 149123CK5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    240000 | PA      | $216240.02    | 0.00%             | 2031-03-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                       | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    510000 | PA      | $529613.48    | 0.01%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                       | CUSIP: 149123CM1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95953.04     | 0.00%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                                   | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    285000 | PA      | $273261.02    | 0.00%             | 2027-09-14      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                                   | CUSIP: 14913R2U0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    265000 | PA      | $259741.68    | 0.00%             | 2027-01-08      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                                   | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199736.20    | 0.00%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                                   | CUSIP: 14913UAE0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201596.38    | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                                   | CUSIP: 14913UAJ9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190193.86    | 0.00%             | 2029-02-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                                   | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254186.63    | 0.00%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                                   | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279076.08    | 0.00%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                                   | CUSIP: 14913UAR1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202536.76    | 0.00%             | 2027-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                                   | CUSIP: 14913UAS9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305028.33    | 0.00%             | 2027-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                                   | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282296.71    | 0.00%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                                   | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101161.70    | 0.00%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                                   | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221474.68    | 0.00%             | 2028-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                                   | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320792.29    | 0.00%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    215000 | PA      | $187002.92    | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CATHOLIC HEALTH SERVICES                                                         | Catholic Health Services of Long Island Obligated Group                               | CUSIP: 14918AAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $96200.20     | 0.00%             | 2050-07-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| CEDARS-SINAI HEALTH SYS                                                          | Cedars-Sinai Health System                                                            | CUSIP: 15073LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $157758.30    | 0.00%             | 2031-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                         | Celulosa Arauco y Constitucion SA                                                     | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $198124.50    | 0.00%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                         | Celulosa Arauco y Constitucion SA                                                     | CUSIP: 151191BD4<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $179596.04    | 0.00%             | 2047-11-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                          | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    730000 | PA      | $725859.15    | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                          | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    955000 | PA      | $926519.80    | 0.01%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                          | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    630000 | PA      | $580445.21    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                          | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    685000 | PA      | $613320.16    | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                          | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    705000 | PA      | $608508.27    | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                          | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    675000 | PA      | $631966.19    | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                          | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    400000 | PA      | $343908.60    | 0.00%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                                    | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $247746.92    | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                                    | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     99000 | PA      | $96454.43     | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                                    | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $161037.29    | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                                    | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $88921.96     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                                    | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $157396.79    | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                                    | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $149623.17    | 0.00%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                                    | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $149932.58    | 0.00%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                                | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    219000 | PA      | $207609.57    | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                                | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217619.83    | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                                | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130547.90    | 0.00%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                                | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106919.58    | 0.00%             | 2055-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                                | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226375.67    | 0.00%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                                     | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130143.81    | 0.00%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                                     | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119917.19    | 0.00%             | 2028-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                                     | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129059.69    | 0.00%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XAD0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    175000 | PA      | $198872.99    | 0.00%             | 2033-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    153000 | PA      | $121858.40    | 0.00%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XAR9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39672.45     | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159652.58    | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82826.96     | 0.00%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    125000 | PA      | $80890.66     | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    255000 | PA      | $179863.43    | 0.00%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    215000 | PA      | $197736.04    | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    235000 | PA      | $172056.03    | 0.00%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259106.51    | 0.00%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134547.78    | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    290000 | PA      | $295867.14    | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    165000 | PA      | $157400.74    | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232378.18    | 0.00%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151842.95    | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181579.37    | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                                     | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    225000 | PA      | $200766.13    | 0.00%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                                     | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266489.83    | 0.00%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Central Puget Sound Regional Transit Authority                                   | Central Puget Sound Regional Transit Authority                                        | CUSIP: 15504RET2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15436.72     | 0.00%             | 2039-11-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Charlotte-Mecklenburg Hospital Authority/The                                     | Charlotte-Mecklenburg Hospital Authority                                              | CUSIP: 160853VC8<br>LEI: 549300XOH4JU704GMZ32 | Long             | DBT              | MUN               | US        |     75000 | PA      | $51329.21     | 0.00%             | 2051-01-15      | Fixed         | 3.20%                 | 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        |    680000 | PA      | $702306.45    | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $940091.70    | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $139286.16    | 0.00%             | 2055-10-23      | Fixed         | 6.83%                 | 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        |    500000 | PA      | $493219.95    | 0.01%             | 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: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $313612.58    | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $655389.49    | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | 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        |    315000 | PA      | $290487.55    | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $649613.85    | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $379586.33    | 0.00%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $329058.49    | 0.00%             | 2049-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $610374.29    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $423333.09    | 0.00%             | 2031-04-01      | Fixed         | 2.80%                 | 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        |    610000 | PA      | $384712.54    | 0.00%             | 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: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $271163.84    | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | 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        |    540000 | PA      | $322362.45    | 0.00%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $320034.69    | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705000 | PA      | $455868.65    | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $294200.33    | 0.00%             | 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: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $346479.47    | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $263332.36    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $252525.04    | 0.00%             | 2062-06-30      | Fixed         | 3.95%                 | 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        |    290000 | PA      | $273900.77    | 0.00%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $364278.83    | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $236797.56    | 0.00%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $269124.22    | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $417622.28    | 0.00%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $473983.25    | 0.00%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $369759.24    | 0.00%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $211107.45    | 0.00%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                           | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    525000 | PA      | $526721.84    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                           | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    535000 | PA      | $521380.13    | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                           | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    365000 | PA      | $336899.85    | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                           | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    565000 | PA      | $600065.71    | 0.01%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                           | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    320000 | PA      | $334528.32    | 0.00%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                              | Cheniere Energy Inc                                                                   | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    490000 | PA      | $489900.58    | 0.01%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                              | Cheniere Energy Inc                                                                   | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    415000 | PA      | $430895.21    | 0.00%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                                  | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    370000 | PA      | $373770.30    | 0.00%             | 2027-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                                  | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    325000 | PA      | $317667.06    | 0.00%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                                  | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    245000 | PA      | $209078.81    | 0.00%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                                    | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    275000 | PA      | $284789.86    | 0.00%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    205000 | PA      | $119303.38    | 0.00%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    310000 | PA      | $297391.28    | 0.00%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175453.34    | 0.00%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73213.93     | 0.00%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756AT3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    115000 | PA      | $125684.05    | 0.00%             | 2041-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756AU0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110128.70    | 0.00%             | 2043-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756AZ9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231914.93    | 0.00%             | 2027-02-26      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304679.16    | 0.00%             | 2028-02-26      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    325000 | PA      | $332663.34    | 0.00%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756BE5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205851.00    | 0.00%             | 2032-04-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230750.08    | 0.00%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756BG0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150843.02    | 0.00%             | 2027-08-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756BH8<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191609.49    | 0.00%             | 2028-08-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    370000 | PA      | $373711.99    | 0.00%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756BK1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353540.78    | 0.00%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756BL9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263327.30    | 0.00%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                          | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $269019.58    | 0.00%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                          | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $463992.20    | 0.00%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                          | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $282100.94    | 0.00%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water Reclamation District of Greater Chicago                       | Metropolitan Water Reclamation District of Greater Chicago                            | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |    250000 | PA      | $259313.25    | 0.00%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | Chicago O'Hare International Airport                                                  | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $166600.02    | 0.00%             | 2040-01-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | Chicago O'Hare International Airport                                                  | CUSIP: 167593H62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $79975.80     | 0.00%             | 2049-01-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | Chicago O'Hare International Airport                                                  | CUSIP: 167593H70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $26066.13     | 0.00%             | 2054-01-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                       | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    393506 | PA      | $440453.10    | 0.00%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                       | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    176400 | PA      | $197421.70    | 0.00%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL MEDI                                                         | Children's Hospital Medical Center/Cincinnati OH                                      | CUSIP: 16876AAA2<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |    105000 | PA      | $91955.85     | 0.00%             | 2044-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL CORP                                                         | Children's Hospital Corp/The                                                          | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    130000 | PA      | $108908.36    | 0.00%             | 2047-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL CORP                                                         | Children's Hospital Corp/The                                                          | CUSIP: 16876BAB8<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    105000 | PA      | $64201.92     | 0.00%             | 2050-02-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL/DC                                                           | Children's Hospital/DC                                                                | CUSIP: 16876DAA6<br>LEI: 549300C1PQZDYQ6KZS51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $51594.72     | 0.00%             | 2050-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HEATH SYS TX                                                          | Children's Health System of Texas                                                     | CUSIP: 16876HAB5<br>LEI: 254900FK4IY1J5YO2L69 | Long             | DBT              | CORP              | US        |    100000 | PA      | $59020.37     | 0.00%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL/PHIL                                                         | Children's Hospital of Philadelphia/The                                               | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |    190000 | PA      | $118964.80    | 0.00%             | 2050-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                                   | CUSIP: 168863BP2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    345000 | PA      | $281000.84    | 0.00%             | 2042-10-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    740000 | PA      | $728493.07    | 0.01%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    750000 | PA      | $551255.25    | 0.01%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    600000 | PA      | $537906.12    | 0.01%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    375000 | PA      | $343317.08    | 0.00%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    820000 | PA      | $509801.05    | 0.01%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1000000 | PA      | $768835.00    | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    870000 | PA      | $754261.38    | 0.01%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    450000 | PA      | $279254.25    | 0.00%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    620000 | PA      | $570767.04    | 0.01%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    500000 | PA      | $396056.70    | 0.00%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    610000 | PA      | $601207.46    | 0.01%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    650843 | PA      | $656886.27    | 0.01%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    430000 | PA      | $415011.06    | 0.00%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    500000 | PA      | $528934.90    | 0.01%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                                           | Choice Hotels International Inc                                                       | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    185000 | PA      | $180075.23    | 0.00%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                                           | Choice Hotels International Inc                                                       | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    220000 | PA      | $209609.27    | 0.00%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                                           | Choice Hotels International Inc                                                       | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127541.60    | 0.00%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHRISTUS HEALTH                                                                  | CHRISTUS Health                                                                       | CUSIP: 17108JAA1<br>LEI: OQUVMAC1TV7BMO6XVW61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150591.77    | 0.00%             | 2028-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                                | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $326421.81    | 0.00%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                                | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $136163.84    | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                                | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    350000 | PA      | $308504.74    | 0.00%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                                | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    265000 | PA      | $169068.97    | 0.00%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                                | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    360000 | PA      | $221371.02    | 0.00%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                                | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    330000 | PA      | $337854.43    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                                | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204587.16    | 0.00%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                                | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    370000 | PA      | $371998.52    | 0.00%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                                | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207640.71    | 0.00%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                                | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    205000 | PA      | $187818.95    | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                                | CUSIP: 17136MAC6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    220000 | PA      | $233966.79    | 0.00%             | 2032-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                                                             | Cincinnati Financial Corp                                                             | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64651.52     | 0.00%             | 2034-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                                                             | Cincinnati Financial Corp                                                             | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    165000 | PA      | $175880.66    | 0.00%             | 2028-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                         | Cintas Corp No 2                                                                      | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    430000 | PA      | $429237.22    | 0.00%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                         | Cintas Corp No 2                                                                      | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    270000 | PA      | $264312.15    | 0.00%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                     | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    575000 | PA      | $619689.69    | 0.01%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                     | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    515000 | PA      | $534251.78    | 0.01%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                     | CUSIP: 17275RBQ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    530000 | PA      | $536003.36    | 0.01%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                     | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    810000 | PA      | $832081.41    | 0.01%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                     | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    700000 | PA      | $725912.11    | 0.01%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                     | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    770000 | PA      | $793119.64    | 0.01%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                     | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    595000 | PA      | $570894.05    | 0.01%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                     | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    265000 | PA      | $251146.01    | 0.00%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                     | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304933.38    | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                     | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    335000 | PA      | $344495.24    | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                     | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309834.51    | 0.00%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                     | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    450000 | PA      | $463008.33    | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                     | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217704.54    | 0.00%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967AR2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    155000 | PA      | $163479.86    | 0.00%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    260000 | PA      | $288203.73    | 0.00%             | 2032-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213963.04    | 0.00%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    225000 | PA      | $242346.08    | 0.00%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    245000 | PA      | $261145.23    | 0.00%             | 2036-08-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    605000 | PA      | $776856.30    | 0.01%             | 2039-07-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    295000 | PA      | $310674.68    | 0.00%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $333988.86    | 0.00%             | 2043-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242972.13    | 0.00%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    285000 | PA      | $256844.31    | 0.00%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1056991.85   | 0.01%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    625000 | PA      | $549226.75    | 0.01%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    620000 | PA      | $620189.22    | 0.01%             | 2028-07-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    860000 | PA      | $858568.19    | 0.01%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    280000 | PA      | $236116.33    | 0.00%             | 2048-04-24      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    830000 | PA      | $825216.13    | 0.01%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    755000 | PA      | $748585.82    | 0.01%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    310000 | PA      | $274423.41    | 0.00%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    615000 | PA      | $614738.19    | 0.01%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $661821.30    | 0.01%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    820000 | PA      | $813250.33    | 0.01%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    795000 | PA      | $744809.90    | 0.01%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    455000 | PA      | $455670.72    | 0.00%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1200089.88   | 0.01%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1014875.24   | 0.01%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $948752.78    | 0.01%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    575000 | PA      | $515532.18    | 0.01%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    460000 | PA      | $339818.19    | 0.00%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    845000 | PA      | $835658.02    | 0.01%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    915000 | PA      | $872762.04    | 0.01%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    335000 | PA      | $338071.92    | 0.00%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $708439.48    | 0.01%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    755000 | PA      | $822695.41    | 0.01%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    940000 | PA      | $964864.60    | 0.01%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    740000 | PA      | $770179.64    | 0.01%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    670000 | PA      | $693707.75    | 0.01%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    420000 | PA      | $430928.06    | 0.00%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    940000 | PA      | $986289.74    | 0.01%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    785000 | PA      | $791450.74    | 0.01%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    550000 | PA      | $561788.26    | 0.01%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    890000 | PA      | $892801.19    | 0.01%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    960000 | PA      | $970500.19    | 0.01%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    705000 | PA      | $671858.51    | 0.01%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                           | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    715000 | PA      | $750089.41    | 0.01%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                           | CUSIP: 17325FBC1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278697.79    | 0.00%             | 2026-12-04      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                           | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    705000 | PA      | $746785.56    | 0.01%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                           | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    525000 | PA      | $537265.16    | 0.01%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                           | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    755000 | PA      | $762984.13    | 0.01%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                           | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    740000 | PA      | $761452.97    | 0.01%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P7                                      | Citigroup Commercial Mortgage Trust 2017-P7                                           | CUSIP: 17325HBP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $495732.30    | 0.01%             | 2050-04-14      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                                      | Citigroup Commercial Mortgage Trust 2017-C4                                           | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5600000 | PA      | $5545037.68   | 0.06%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    890000 | PA      | $815721.94    | 0.01%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1059424.26   | 0.01%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $755994.53    | 0.01%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    425000 | PA      | $428295.71    | 0.00%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    715000 | PA      | $725701.19    | 0.01%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    675000 | PA      | $672711.82    | 0.01%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    650000 | PA      | $665205.78    | 0.01%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust 2019-C7                                           | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660000 | PA      | $629008.84    | 0.01%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                          | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    305000 | PA      | $284067.09    | 0.00%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                          | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    425000 | PA      | $406399.15    | 0.00%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                          | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    145000 | PA      | $125359.36    | 0.00%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                          | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223840.61    | 0.00%             | 2037-05-21      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                          | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    350000 | PA      | $365314.46    | 0.00%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                          | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    310000 | PA      | $341132.09    | 0.00%             | 2035-04-25      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                          | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    350000 | PA      | $367459.72    | 0.00%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                          | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51379.21     | 0.00%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITY OF HOPE/THE                                                                 | City of Hope                                                                          | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99151.23     | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | City of Hope                                                                          | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    120000 | PA      | $98800.62     | 0.00%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CLAREMONT MCKENNA                                                                | Claremont Mckenna College                                                             | CUSIP: 18013RAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $65389.15     | 0.00%             | 2122-01-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| County of Clark Department of Aviation                                           | County of Clark Department of Aviation                                                | CUSIP: 18085PMT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |    350000 | PA      | $388721.17    | 0.00%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                                                         | Cleco Corporate Holdings LLC                                                          | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    160000 | PA      | $138971.68    | 0.00%             | 2046-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| CLEVELAND CLINIC FOUND                                                           | Cleveland Clinic Foundation/The                                                       | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |    120000 | PA      | $101924.40    | 0.00%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                                         | Cleveland Electric Illuminating Co/The                                                | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $152455.45    | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                         | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167828.30    | 0.00%             | 2027-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                         | CUSIP: 189054AW9<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175139.97    | 0.00%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                         | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    210000 | PA      | $189320.92    | 0.00%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                         | CUSIP: 189054AY5<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151607.73    | 0.00%             | 2029-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                         | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202106.16    | 0.00%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                     | Tapestry Inc                                                                          | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244986.67    | 0.00%             | 2027-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                                                           | Coca-Cola Consolidated Inc                                                            | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209475.54    | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252580.28    | 0.00%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    410000 | PA      | $386249.73    | 0.00%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    285000 | PA      | $239248.92    | 0.00%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    405000 | PA      | $403868.71    | 0.00%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392559.00    | 0.00%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485409.75    | 0.01%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    450000 | PA      | $407615.54    | 0.00%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    350000 | PA      | $260618.02    | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    600000 | PA      | $371972.04    | 0.00%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    305000 | PA      | $179044.12    | 0.00%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60098.09     | 0.00%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377782.56    | 0.00%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    400000 | PA      | $351064.64    | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216DJ6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114698.21    | 0.00%             | 2028-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    305000 | PA      | $276515.81    | 0.00%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    615000 | PA      | $411047.12    | 0.00%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    505000 | PA      | $456558.89    | 0.00%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76826.70     | 0.00%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260741.10    | 0.00%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    335000 | PA      | $329106.98    | 0.00%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    505000 | PA      | $491473.88    | 0.01%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229847.99    | 0.00%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    450000 | PA      | $434446.92    | 0.00%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                           | Coca-Cola Femsa SAB de CV                                                             | CUSIP: 191241AF5<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    270000 | PA      | $263700.09    | 0.00%             | 2043-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                           | Coca-Cola Femsa SAB de CV                                                             | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    305000 | PA      | $288587.00    | 0.00%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                           | Coca-Cola Femsa SAB de CV                                                             | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    260000 | PA      | $219290.29    | 0.00%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                                  | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208189.30    | 0.00%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                                  | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235823.33    | 0.00%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                                  | CUSIP: 194162AS2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224857.47    | 0.00%             | 2033-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                                  | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169762.00    | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                                  | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    147000 | PA      | $116196.68    | 0.00%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                                                          | Columbia Pipeline Group Inc                                                           | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163622.86    | 0.00%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COLUMBIA UNIVERSITY                                                              | Trustees of Columbia University in the City of New York/The                           | CUSIP: 198643AD0<br>LEI: 54930058W39DHS3GTG15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63824.16     | 0.00%             | 2035-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $286166.75    | 0.00%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315165.81    | 0.00%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    320000 | PA      | $355550.11    | 0.00%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    265000 | PA      | $293389.45    | 0.00%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NAV3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $169805.93    | 0.00%             | 2037-08-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    120000 | PA      | $133191.64    | 0.00%             | 2039-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    195000 | PA      | $171138.59    | 0.00%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    570000 | PA      | $557575.71    | 0.01%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    240000 | PA      | $209486.35    | 0.00%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    340000 | PA      | $325342.60    | 0.00%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    230000 | PA      | $220135.32    | 0.00%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $212399.93    | 0.00%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    315000 | PA      | $268718.00    | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    520000 | PA      | $361337.81    | 0.00%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    450000 | PA      | $443350.89    | 0.00%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    380000 | PA      | $378000.93    | 0.00%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    291000 | PA      | $220057.69    | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344649.48    | 0.00%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    608000 | PA      | $455474.20    | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    705000 | PA      | $520332.16    | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    338000 | PA      | $247362.56    | 0.00%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198388.10    | 0.00%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    395000 | PA      | $344183.37    | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    265000 | PA      | $199366.20    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279755.13    | 0.00%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    600000 | PA      | $500750.70    | 0.01%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    330000 | PA      | $274426.71    | 0.00%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    750000 | PA      | $754076.18    | 0.01%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    425000 | PA      | $425266.94    | 0.00%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    405000 | PA      | $316759.05    | 0.00%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    585000 | PA      | $392164.93    | 0.00%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    525000 | PA      | $495402.86    | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485204.50    | 0.01%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $288539.27    | 0.00%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198693.20    | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    540000 | PA      | $313553.00    | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    475000 | PA      | $423737.53    | 0.00%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    505000 | PA      | $439163.55    | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    480000 | PA      | $254356.32    | 0.00%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    430000 | PA      | $217018.38    | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1503000 | PA      | $880737.86    | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1773000 | PA      | $997435.19    | 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        |   1195000 | PA      | $647755.01    | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    330000 | PA      | $349079.18    | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331454.08    | 0.00%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253749.90    | 0.00%             | 2029-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302977.47    | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    495000 | PA      | $445014.06    | 0.00%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    415000 | PA      | $370976.05    | 0.00%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361042.71    | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    285000 | PA      | $267478.14    | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204993.72    | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197851.16    | 0.00%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    381000 | PA      | $375926.91    | 0.00%             | 2037-01-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| COMERICA BANK                                                                    | Comerica Bank                                                                         | CUSIP: 200339EX3<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252251.05    | 0.00%             | 2033-08-25      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                                     | Comerica Inc                                                                          | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213026.99    | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                                     | Comerica Inc                                                                          | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260902.48    | 0.00%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    325000 | PA      | $314201.88    | 0.00%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    375000 | PA      | $294838.76    | 0.00%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    220000 | PA      | $164633.30    | 0.00%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    245000 | PA      | $228211.82    | 0.00%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    195000 | PA      | $145840.95    | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155074.98    | 0.00%             | 2027-11-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JAM5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    110000 | PA      | $118615.81    | 0.00%             | 2052-11-01      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259240.60    | 0.00%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239724.39    | 0.00%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143155.28    | 0.00%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199358.80    | 0.00%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JBB8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97860.64     | 0.00%             | 2045-09-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JBC6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169860.50    | 0.00%             | 2055-09-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173166.88    | 0.00%             | 2035-09-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTR NY                                                         | Commonwealth Bank of Australia/New York NY                                            | CUSIP: 20271RAV2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    275000 | PA      | $278609.24    | 0.00%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTR NY                                                         | Commonwealth Bank of Australia/New York NY                                            | CUSIP: 20271RAW0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $250622.00    | 0.00%             | 2030-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214935.94    | 0.00%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    110000 | PA      | $123009.33    | 0.00%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161664.82    | 0.00%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133913.03    | 0.00%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134579.30    | 0.00%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117458.19    | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127489.43    | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    250000 | PA      | $191091.68    | 0.00%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98696.84     | 0.00%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    235000 | PA      | $179504.94    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    225000 | PA      | $178845.53    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274104.77    | 0.00%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    190000 | PA      | $148293.69    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    125000 | PA      | $84549.91     | 0.00%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    300000 | PA      | $196450.92    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    250000 | PA      | $166195.23    | 0.00%             | 2051-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    205000 | PA      | $126094.82    | 0.00%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    140000 | PA      | $105092.19    | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JW1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46373.46     | 0.00%             | 2032-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76845.44     | 0.00%             | 2033-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207732.92    | 0.00%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | Commonwealth Financing Authority                                                      | CUSIP: 20281PKG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $202252.97    | 0.00%             | 2038-06-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | Commonwealth Financing Authority                                                      | CUSIP: 20281PKT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $69556.09     | 0.00%             | 2038-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | Commonwealth Financing Authority                                                      | CUSIP: 20281PNE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $15238.91     | 0.00%             | 2042-06-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMMUNITY HEALTH NETWORK                                                         | Community Health Network Inc                                                          | CUSIP: 20369EAE2<br>LEI: 549300MZTYKU2IU56D87 | Long             | DBT              | CORP              | US        |    180000 | PA      | $115113.83    | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                                    | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    160000 | PA      | $170655.46    | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                                    | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    160000 | PA      | $183553.31    | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                                    | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    475000 | PA      | $480767.31    | 0.01%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                                    | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286629.39    | 0.00%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                                    | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269016.69    | 0.00%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                                    | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    360000 | PA      | $342392.00    | 0.00%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                                    | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151818.12    | 0.00%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                                    | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153310.65    | 0.00%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                                                  | Concentrix Corp                                                                       | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268538.01    | 0.00%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| CONCENTRIX CORP                                                                  | Concentrix Corp                                                                       | CUSIP: 20602DAC5<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168241.51    | 0.00%             | 2033-08-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                                    | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128705.06    | 0.00%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                                    | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    160000 | PA      | $132828.48    | 0.00%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                                    | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198581.84    | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                                    | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    320000 | PA      | $254750.91    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                                    | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88898.05     | 0.00%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                                    | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123242.64    | 0.00%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                                    | CUSIP: 207597EQ4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157383.73    | 0.00%             | 2033-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                                    | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152959.55    | 0.00%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                                    | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202095.18    | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | State of Connecticut                                                                  | CUSIP: 20772GF45<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    400000 | PA      | $430773.08    | 0.00%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217656.18    | 0.00%             | 2029-04-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | ConocoPhillips                                                                        | CUSIP: 20825CAF1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108672.41    | 0.00%             | 2032-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | ConocoPhillips                                                                        | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    500000 | PA      | $562349.30    | 0.01%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | ConocoPhillips                                                                        | CUSIP: 20825CBC7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    195000 | PA      | $174716.10    | 0.00%             | 2047-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTON RESOURCES LLC                                                         | Burlington Resources LLC                                                              | CUSIP: 20825VAB8<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |     90000 | PA      | $97271.97     | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    225000 | PA      | $190519.88    | 0.00%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 20826FAR7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150637.75    | 0.00%             | 2046-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    400000 | PA      | $294359.36    | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163408.96    | 0.00%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    545000 | PA      | $397275.30    | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    325000 | PA      | $302809.16    | 0.00%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    290000 | PA      | $298607.46    | 0.00%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289503.84    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241937.60    | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356970.22    | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 20826FBK1<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241655.74    | 0.00%             | 2032-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    370000 | PA      | $375738.48    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383662.28    | 0.00%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192784.10    | 0.00%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    205000 | PA      | $211356.91    | 0.00%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    160000 | PA      | $170497.09    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    245000 | PA      | $272842.09    | 0.00%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $229079.82    | 0.00%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255687.73    | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156667.52    | 0.00%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128472.53    | 0.00%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    250000 | PA      | $205642.88    | 0.00%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    320000 | PA      | $279130.46    | 0.00%             | 2044-03-15      | Fixed         | 4.45%                 | 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        |    300000 | PA      | $253294.20    | 0.00%             | 2054-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    250000 | PA      | $215361.90    | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    220000 | PA      | $172712.96    | 0.00%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    205000 | PA      | $161918.10    | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    225000 | PA      | $174751.61    | 0.00%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FM0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34609.24     | 0.00%             | 2027-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FN8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    135000 | PA      | $100774.62    | 0.00%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FP3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109746.21    | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    265000 | PA      | $217611.59    | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FS7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200792.60    | 0.00%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    140000 | PA      | $121401.06    | 0.00%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    230000 | PA      | $182918.17    | 0.00%             | 2049-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    180000 | PA      | $125761.84    | 0.00%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    395000 | PA      | $382881.72    | 0.00%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    350000 | PA      | $273004.52    | 0.00%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    295000 | PA      | $174566.60    | 0.00%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114369.36    | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    225000 | PA      | $154562.24    | 0.00%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    175000 | PA      | $116491.13    | 0.00%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158126.90    | 0.00%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262684.63    | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158219.88    | 0.00%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249754.18    | 0.00%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111GP2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279738.56    | 0.00%             | 2055-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    285000 | PA      | $284313.18    | 0.00%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153985.56    | 0.00%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167328.60    | 0.00%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    285000 | PA      | $282530.62    | 0.00%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    175000 | PA      | $137621.79    | 0.00%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253632.23    | 0.00%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97154.11     | 0.00%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    290000 | PA      | $279612.55    | 0.00%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188407.76    | 0.00%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    175000 | PA      | $127643.36    | 0.00%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    300000 | PA      | $266421.81    | 0.00%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125510.58    | 0.00%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    310000 | PA      | $311610.11    | 0.00%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100541.17    | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                                   | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206475.84    | 0.00%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                                   | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213716.30    | 0.00%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                                   | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217048.18    | 0.00%             | 2034-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                                   | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    265000 | PA      | $289059.56    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                                   | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228530.88    | 0.00%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518CU8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    120000 | PA      | $99165.36     | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518CZ7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144780.70    | 0.00%             | 2046-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DA1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79958.05     | 0.00%             | 2047-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    210000 | PA      | $169421.43    | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DC7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49879.47     | 0.00%             | 2028-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166736.64    | 0.00%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DE3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    190000 | PA      | $142923.51    | 0.00%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    225000 | PA      | $150424.02    | 0.00%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    230000 | PA      | $165907.81    | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DJ2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    150000 | PA      | $82423.37     | 0.00%             | 2060-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    105000 | PA      | $65065.69     | 0.00%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118677.71    | 0.00%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44247.83     | 0.00%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160719.78    | 0.00%             | 2033-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205229.24    | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152537.16    | 0.00%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204488.90    | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151721.93    | 0.00%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152736.30    | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                            | Continental Resources Inc/OK                                                          | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    240000 | PA      | $191420.26    | 0.00%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                            | Continental Resources Inc/OK                                                          | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    340000 | PA      | $339453.55    | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| County of Cook IL                                                                | County of Cook                                                                        | CUSIP: 213185DV0<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |    115000 | PA      | $122487.20    | 0.00%             | 2034-11-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | Cooperatieve Rabobank UA                                                              | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    515000 | PA      | $519784.04    | 0.01%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | Cooperatieve Rabobank UA                                                              | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    435000 | PA      | $410021.17    | 0.00%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | Cooperatieve Rabobank UA                                                              | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    440000 | PA      | $442316.86    | 0.00%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                           | CUSIP: 21688ABC5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    325000 | PA      | $332646.15    | 0.00%             | 2029-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                           | CUSIP: 21688ABD3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $253653.70    | 0.00%             | 2027-03-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                           | CUSIP: 21688ABH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $254537.70    | 0.00%             | 2029-10-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                           | CUSIP: 21688ABP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $251133.60    | 0.00%             | 2028-10-17      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                              | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397790.28    | 0.00%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                              | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394193.28    | 0.00%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                              | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    520000 | PA      | $493909.62    | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                              | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128216.45    | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                              | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    350000 | PA      | $283939.81    | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                              | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307416.90    | 0.00%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                              | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    220000 | PA      | $230186.00    | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                              | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    340000 | PA      | $343047.08    | 0.00%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CORNELL UNIVERSITY                                                               | Cornell University                                                                    | CUSIP: 219207AD9<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301568.49    | 0.00%             | 2030-06-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| CORNELL UNIVERSITY                                                               | Cornell University                                                                    | CUSIP: 219207AF4<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150572.60    | 0.00%             | 2035-06-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                           | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114793.49    | 0.00%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                           | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    160000 | PA      | $147217.20    | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                           | CUSIP: 219350AX3<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136357.19    | 0.00%             | 2037-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                           | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121317.02    | 0.00%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                           | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160173.42    | 0.00%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                           | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97086.14     | 0.00%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                           | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    180000 | PA      | $138899.95    | 0.00%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                           | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    350000 | PA      | $320404.14    | 0.00%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                           | Corp Andina de Fomento                                                                | CUSIP: 219868CF1<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    465000 | PA      | $456896.96    | 0.00%             | 2027-02-08      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                           | Corp Andina de Fomento                                                                | CUSIP: 219868CH7<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    645000 | PA      | $662556.51    | 0.01%             | 2027-04-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                           | Corp Andina de Fomento                                                                | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    885000 | PA      | $912110.21    | 0.01%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                           | Corp Andina de Fomento                                                                | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $517381.70    | 0.01%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                            | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7000000 | PA      | $6606816.30   | 0.07%             | 2055-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                            | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3500000 | PA      | $3409259.00   | 0.04%             | 2056-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                             | COPT Defense Properties LP                                                            | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    150000 | PA      | $136921.91    | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                             | COPT Defense Properties LP                                                            | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    150000 | PA      | $140100.29    | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                             | COPT Defense Properties LP                                                            | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    100000 | PA      | $85454.15     | 0.00%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                                 | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    525000 | PA      | $521586.61    | 0.01%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                                 | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290769.33    | 0.00%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                                 | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $362577.96    | 0.00%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                                 | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    450000 | PA      | $390598.16    | 0.00%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COTTAGE HEALTH SYSTEM                                                            | Cottage Health Obligated Group                                                        | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $127324.28    | 0.00%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                                    | CUSIP: 222213BB5<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $500318.70    | 0.01%             | 2028-01-26      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                                    | CUSIP: 222213BE9<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    620000 | PA      | $629104.14    | 0.01%             | 2029-01-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                                    | CUSIP: 222213BF6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $304334.61    | 0.00%             | 2027-06-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                                    | CUSIP: 222213BG4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    450000 | PA      | $462820.82    | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                            | Cousins Properties LP                                                                 | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    150000 | PA      | $156885.47    | 0.00%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                            | Cousins Properties LP                                                                 | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    165000 | PA      | $169517.91    | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE USA LLC                                                            | Credit Suisse USA LLC                                                                 | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |    340000 | PA      | $388809.69    | 0.00%             | 2032-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                                               | UBS AG/Stamford CT                                                                    | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $255051.65    | 0.00%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                                               | UBS AG/Stamford CT                                                                    | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $268586.90    | 0.00%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    185000 | PA      | $184731.92    | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    140000 | PA      | $121456.80    | 0.00%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    320000 | PA      | $317561.89    | 0.00%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    300000 | PA      | $297752.97    | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    165000 | PA      | $164780.93    | 0.00%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    125000 | PA      | $112680.10    | 0.00%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    185000 | PA      | $176407.42    | 0.00%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    140000 | PA      | $105280.21    | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    155000 | PA      | $120325.63    | 0.00%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    270000 | PA      | $256180.59    | 0.00%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    350000 | PA      | $313013.05    | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    255000 | PA      | $168526.80    | 0.00%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    300000 | PA      | $264917.73    | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    540000 | PA      | $394091.14    | 0.00%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    260000 | PA      | $232617.53    | 0.00%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    180000 | PA      | $177435.99    | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    320000 | PA      | $325188.96    | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    180000 | PA      | $182685.80    | 0.00%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    230000 | PA      | $232081.36    | 0.00%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    200000 | PA      | $207648.92    | 0.00%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    200000 | PA      | $209976.10    | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    185000 | PA      | $187993.10    | 0.00%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    200000 | PA      | $202168.94    | 0.00%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                          | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    118000 | PA      | $118361.58    | 0.00%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                          | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    175000 | PA      | $165954.46    | 0.00%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                          | CUSIP: 22966RAG1<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    275000 | PA      | $243312.25    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| CUBESMART LP                                                                     | CubeSmart LP                                                                          | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     25000 | PA      | $23754.30     | 0.00%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                          | CUSIP: 22966RAK2<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    130000 | PA      | $130269.37    | 0.00%             | 2035-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                           | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    165000 | PA      | $158336.38    | 0.00%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                           | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    340000 | PA      | $206625.99    | 0.00%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                           | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223229.03    | 0.00%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| CUMMINS INC                                                                      | Cummins Inc                                                                           | CUSIP: 231021AV8<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174652.00    | 0.00%             | 2029-02-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                           | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207293.86    | 0.00%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                           | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    335000 | PA      | $329943.54    | 0.00%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                           | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204247.86    | 0.00%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                           | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259550.93    | 0.00%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                             | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $237047.35    | 0.00%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                             | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    245000 | PA      | $201086.32    | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                             | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    275000 | PA      | $198356.18    | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                            | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111533.68    | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                            | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102476.60    | 0.00%             | 2029-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                            | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137591.53    | 0.00%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                            | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    170000 | PA      | $156579.44    | 0.00%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                         | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    225000 | PA      | $215359.67    | 0.00%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                         | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202594.34    | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                         | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163512.32    | 0.00%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                         | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208369.64    | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                         | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243236.65    | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                         | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    210000 | PA      | $199019.46    | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                         | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203497.80    | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                         | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358934.59    | 0.00%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                         | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213426.92    | 0.00%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                         | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    430000 | PA      | $435778.17    | 0.00%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                         | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309814.35    | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                         | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160038.96    | 0.00%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    235000 | PA      | $196030.14    | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAD8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    165000 | PA      | $140708.02    | 0.00%             | 2044-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    175000 | PA      | $136987.57    | 0.00%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAF3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    295000 | PA      | $227125.19    | 0.00%             | 2046-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    175000 | PA      | $134577.12    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    255000 | PA      | $207185.36    | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    239000 | PA      | $188602.72    | 0.00%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232712.15    | 0.00%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    115000 | PA      | $75844.58     | 0.00%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    205000 | PA      | $189596.83    | 0.00%             | 2031-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143857.80    | 0.00%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $137499.62    | 0.00%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156176.30    | 0.00%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    205000 | PA      | $199398.33    | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAU0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151576.25    | 0.00%             | 2026-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154956.11    | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205859.38    | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                                | DXC Technology Co                                                                     | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188767.06    | 0.00%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                             | Mercedes-Benz Finance North America LLC                                               | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    450000 | PA      | $533367.27    | 0.01%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Dallas County Hospital District                                                  | Dallas County Hospital District                                                       | CUSIP: 234667JL8<br>LEI: UQCNU7AEWLMSSOK7VW91 | Long             | DBT              | MUN               | US        |    150000 | PA      | $149541.71    | 0.00%             | 2044-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | Dallas Fort Worth International Airport                                               | CUSIP: 2350364W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $152196.63    | 0.00%             | 2038-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | Dallas Fort Worth International Airport                                               | CUSIP: 2350364X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $80161.48     | 0.00%             | 2045-11-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | Dallas Fort Worth International Airport                                               | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $167091.93    | 0.00%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | Dallas Fort Worth International Airport                                               | CUSIP: 2350367A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $105216.56    | 0.00%             | 2050-11-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | Dallas Fort Worth International Airport                                               | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $25591.87     | 0.00%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                       | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $216803.73    | 0.00%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | Dallas Fort Worth International Airport                                               | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $20508.89     | 0.00%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | Dallas Area Rapid Transit                                                             | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    300000 | PA      | $315214.74    | 0.00%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | Dallas Area Rapid Transit                                                             | CUSIP: 235241LW4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    250000 | PA      | $236914.50    | 0.00%             | 2048-12-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Dallas Independent School District                                               | Dallas Independent School District                                                    | CUSIP: 235308RA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $351990.28    | 0.00%             | 2035-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Dallas Convention Center Hotel Development Corp                                  | Dallas Convention Center Hotel Development Corp.                                      | CUSIP: 235417AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $116510.21    | 0.00%             | 2042-01-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | Danaher Corp                                                                          | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109169.64    | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | Danaher Corp                                                                          | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    355000 | PA      | $217130.14    | 0.00%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | Danaher Corp                                                                          | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    295000 | PA      | $186065.59    | 0.00%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                                | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179626.73    | 0.00%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                                | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     85000 | PA      | $69657.58     | 0.00%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                                | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108747.40    | 0.00%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                                | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    390000 | PA      | $393800.08    | 0.00%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DARTMOUTH-HITCH HEALTH                                                           | Dartmouth-Hitchcock Health                                                            | CUSIP: 23745QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $141677.98    | 0.00%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/                                                         | Dayton Power & Light Co/The                                                           | CUSIP: 240019BV0<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |    125000 | PA      | $93284.08     | 0.00%             | 2049-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/                                                         | Dayton Power & Light Co/The                                                           | CUSIP: 240019BW8<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104562.62    | 0.00%             | 2030-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                            | CUSIP: 244199BA2<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    160000 | PA      | $181906.10    | 0.00%             | 2031-03-03      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                            | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157515.90    | 0.00%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                            | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    410000 | PA      | $353310.94    | 0.00%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                            | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    170000 | PA      | $114177.83    | 0.00%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                            | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    270000 | PA      | $260298.25    | 0.00%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                            | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    305000 | PA      | $239055.89    | 0.00%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                            | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    315000 | PA      | $332497.65    | 0.00%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                            | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232920.72    | 0.00%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295586.61    | 0.00%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246937.18    | 0.00%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    375000 | PA      | $370100.66    | 0.00%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    325000 | PA      | $312646.26    | 0.00%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283676.91    | 0.00%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146562.36    | 0.00%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176230.68    | 0.00%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EVP1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    185000 | PA      | $176418.57    | 0.00%             | 2028-03-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17871.14     | 0.00%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EWA3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19595.46     | 0.00%             | 2027-01-11      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EWE5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    270000 | PA      | $265099.58    | 0.00%             | 2029-04-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EWH8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147068.12    | 0.00%             | 2032-06-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    395000 | PA      | $398066.07    | 0.00%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180808.85    | 0.00%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    325000 | PA      | $331414.46    | 0.00%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EWV7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    255000 | PA      | $261213.76    | 0.00%             | 2028-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256364.20    | 0.00%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410838.12    | 0.00%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    215000 | PA      | $225496.75    | 0.00%             | 2033-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254020.05    | 0.00%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EXM6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222842.22    | 0.00%             | 2027-03-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    270000 | PA      | $278799.17    | 0.00%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    325000 | PA      | $336188.35    | 0.00%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EXR5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172916.35    | 0.00%             | 2027-06-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205669.40    | 0.00%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    275000 | PA      | $284040.57    | 0.00%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EXV6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251941.05    | 0.00%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353427.10    | 0.00%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181479.35    | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    405000 | PA      | $409752.76    | 0.00%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234013.98    | 0.00%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171861.11    | 0.00%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                                                         | Koninklijke Ahold Delhaize NV                                                         | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |    143000 | PA      | $148460.20    | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DELL INC                                                                         | Dell Inc                                                                              | CUSIP: 247025AE9<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159435.02    | 0.00%             | 2028-04-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| DELL INC                                                                         | Dell Inc                                                                              | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    185000 | PA      | $198824.57    | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $190197.43    | 0.00%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703DBH3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    255000 | PA      | $173603.54    | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703DBJ9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281248.58    | 0.00%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703DBL4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    330000 | PA      | $348158.02    | 0.00%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703DBN0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    320000 | PA      | $329009.47    | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240240.48    | 0.00%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703DBQ3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246815.80    | 0.00%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219863.42    | 0.00%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    370000 | PA      | $369784.81    | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    370000 | PA      | $369734.67    | 0.00%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    370000 | PA      | $365518.30    | 0.00%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703TAF3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154122.54    | 0.00%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    550000 | PA      | $567816.37    | 0.01%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703TAH9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213639.52    | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $363645.09    | 0.00%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    253000 | PA      | $321180.14    | 0.00%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304416.12    | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307394.52    | 0.00%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308642.67    | 0.00%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257698.90    | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DELMARVA PWR & LIGHT CO                                                          | Delmarva Power & Light Co                                                             | CUSIP: 247109BT7<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127026.48    | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                              | Delta Air Lines Inc                                                                   | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    290000 | PA      | $295271.21    | 0.00%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                              | Delta Air Lines Inc                                                                   | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    290000 | PA      | $298247.46    | 0.00%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                              | Delta Air Lines Inc                                                                   | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145524.33    | 0.00%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                              | Delta Air Lines Inc                                                                   | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195660.44    | 0.00%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                                          | Delta Air Lines 2020-1 Class AA Pass Through Trust                                    | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187917 | PA      | $181080.79    | 0.00%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                                              | DENTSPLY SIRONA Inc                                                                   | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    240000 | PA      | $221895.84    | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    345000 | PA      | $346753.91    | 0.00%             | 2032-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    510000 | PA      | $485839.36    | 0.01%             | 2031-09-18      | Fixed         | 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        |    450000 | PA      | $425924.73    | 0.00%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    350000 | PA      | $321584.27    | 0.00%             | 2032-05-28      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    425000 | PA      | $445119.59    | 0.00%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    435000 | PA      | $478671.22    | 0.01%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    325000 | PA      | $346576.13    | 0.00%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    265000 | PA      | $269293.37    | 0.00%             | 2028-02-08      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $415724.12    | 0.00%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    450000 | PA      | $457100.51    | 0.00%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    380000 | PA      | $387972.36    | 0.00%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $410031.56    | 0.00%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $505436.55    | 0.01%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                         | Deutsche Telekom International Finance BV                                             | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $1284738.29   | 0.01%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                         | Deutsche Telekom International Finance BV                                             | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    140000 | PA      | $174370.13    | 0.00%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    265000 | PA      | $275379.20    | 0.00%             | 2031-07-08      | Fixed         | 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        |    385000 | PA      | $357916.29    | 0.00%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    450000 | PA      | $442712.61    | 0.00%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    375000 | PA      | $382823.89    | 0.00%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                     | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $116845.87    | 0.00%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                     | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242061.30    | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                     | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    295000 | PA      | $255747.33    | 0.00%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                     | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    280000 | PA      | $244046.91    | 0.00%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                     | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245360.62    | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                     | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150206.54    | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                     | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185772.15    | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                     | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298942.83    | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                     | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    245000 | PA      | $225750.74    | 0.00%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                     | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    285000 | PA      | $329701.11    | 0.00%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                                    | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $41138.84     | 0.00%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                                    | CUSIP: 25243YAZ2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    245000 | PA      | $244600.70    | 0.00%             | 2028-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                                    | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $305670.59    | 0.00%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                                    | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    440000 | PA      | $402483.93    | 0.00%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                                    | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $217762.33    | 0.00%             | 2032-04-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                                    | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $307480.05    | 0.00%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                                    | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $237238.92    | 0.00%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                                    | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    355000 | PA      | $378098.11    | 0.00%             | 2033-10-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                                                           | Diageo Investment Corp                                                                | CUSIP: 25245BAA5<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86754.82     | 0.00%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                                                           | Diageo Investment Corp                                                                | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    225000 | PA      | $238438.26    | 0.00%             | 2035-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                                | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248270.05    | 0.00%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                                | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    290000 | PA      | $281470.40    | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                                | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160627.04    | 0.00%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                                | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    205000 | PA      | $191718.64    | 0.00%             | 2031-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                                | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    175000 | PA      | $136397.31    | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                                | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    400000 | PA      | $431609.08    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                                | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222756.03    | 0.00%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                                | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253849.75    | 0.00%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                                | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236739.00    | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                                | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    325000 | PA      | $333004.69    | 0.00%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                                | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    440000 | PA      | $416194.20    | 0.00%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                                | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    350000 | PA      | $331630.18    | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                                | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308733.90    | 0.00%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                            | Dick's Sporting Goods Inc                                                             | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    215000 | PA      | $197813.76    | 0.00%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                            | Dick's Sporting Goods Inc                                                             | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    230000 | PA      | $168053.96    | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                            | Dick's Sporting Goods Inc                                                             | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161946.71    | 0.00%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | Digital Realty Trust LP                                                               | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    370000 | PA      | $368194.36    | 0.00%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | Digital Realty Trust LP                                                               | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |     50000 | PA      | $50357.71     | 0.00%             | 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              |  | US        |    375000 | PA      | $367625.06    | 0.00%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | Digital Realty Trust LP                                                               | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    300000 | PA      | $308381.25    | 0.00%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                                                                   | Dignity Health                                                                        | CUSIP: 254010AB7<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    135000 | PA      | $117273.81    | 0.00%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                                                                   | Dignity Health                                                                        | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98885.77     | 0.00%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE NA                                                                   | Capital One NA                                                                        | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    395000 | PA      | $400916.94    | 0.00%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                                                   | Capital One NA                                                                        | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    285000 | PA      | $268795.04    | 0.00%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687DV5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    130000 | PA      | $147029.29    | 0.00%             | 2033-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    200000 | PA      | $224748.00    | 0.00%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    275000 | PA      | $310803.27    | 0.00%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687EF9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    105000 | PA      | $115851.67    | 0.00%             | 2037-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    365000 | PA      | $417336.36    | 0.00%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687ER3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    245000 | PA      | $266605.79    | 0.00%             | 2041-02-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190125.72    | 0.00%             | 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        |    185000 | PA      | $169032.06    | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    135000 | PA      | $127015.74    | 0.00%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    325000 | PA      | $411955.02    | 0.00%             | 2045-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    155000 | PA      | $140148.15    | 0.00%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    625000 | PA      | $584472.13    | 0.01%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    635000 | PA      | $403194.65    | 0.00%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144929.66    | 0.00%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    375000 | PA      | $371887.69    | 0.00%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239859.75    | 0.00%             | 2040-03-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448322.70    | 0.00%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291243.66    | 0.00%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    650000 | PA      | $608154.50    | 0.01%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    525000 | PA      | $440100.05    | 0.00%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    805000 | PA      | $599242.64    | 0.01%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    475000 | PA      | $347788.87    | 0.00%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                              | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    190000 | PA      | $216467.36    | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                              | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134574.30    | 0.00%             | 2041-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                              | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     95000 | PA      | $83082.64     | 0.00%             | 2041-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                              | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    300000 | PA      | $252178.83    | 0.00%             | 2044-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                              | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    190000 | PA      | $131624.65    | 0.00%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                              | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    295000 | PA      | $292050.15    | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300249.12    | 0.00%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    275000 | PA      | $304692.99    | 0.00%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    280000 | PA      | $330348.00    | 0.00%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | District of Columbia Water & Sewer Authority                                          | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    185000 | PA      | $159586.74    | 0.00%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                                   | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160337.62    | 0.00%             | 2028-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                                   | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290226.00    | 0.00%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                                   | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     95000 | PA      | $74815.57     | 0.00%             | 2050-04-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                                   | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233445.38    | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                                   | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124288.61    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                                   | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76888.79     | 0.00%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                                   | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311500.62    | 0.00%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                  | Dollar Tree Inc                                                                       | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325507.75    | 0.00%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                  | Dollar Tree Inc                                                                       | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    260000 | PA      | $234881.50    | 0.00%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                  | Dollar Tree Inc                                                                       | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    165000 | PA      | $111063.69    | 0.00%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                                    | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89263.42     | 0.00%             | 2031-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                                    | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53908.66     | 0.00%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256602.50    | 0.00%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UAN9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    180000 | PA      | $195966.32    | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    325000 | PA      | $346741.40    | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    205000 | PA      | $232384.86    | 0.00%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184678.02    | 0.00%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    110000 | PA      | $89513.78     | 0.00%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UCC1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219474.20    | 0.00%             | 2044-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200712.94    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    230000 | PA      | $192040.18    | 0.00%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UDF3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263847.54    | 0.00%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482646.50    | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75968.26     | 0.00%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    280000 | PA      | $249668.16    | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98284.06     | 0.00%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86038.19     | 0.00%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259897.23    | 0.00%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260290.95    | 0.00%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    250000 | PA      | $271135.60    | 0.00%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309135.00    | 0.00%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205574.70    | 0.00%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205081.06    | 0.00%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402947.40    | 0.00%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    375000 | PA      | $377513.51    | 0.00%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                                       | Dover Corp                                                                            | CUSIP: 260003AF5<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125527.03    | 0.00%             | 2035-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                                       | Dover Corp                                                                            | CUSIP: 260003AK4<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90494.58     | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                                       | Dover Corp                                                                            | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153102.06    | 0.00%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    129000 | PA      | $142287.72    | 0.00%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $193584.81    | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    235000 | PA      | $212911.08    | 0.00%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    450000 | PA      | $356584.10    | 0.00%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    160000 | PA      | $146404.66    | 0.00%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    310000 | PA      | $250219.04    | 0.00%             | 2044-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    280000 | PA      | $246450.90    | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    280000 | PA      | $220232.52    | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76142.81     | 0.00%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221503.33    | 0.00%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    350000 | PA      | $226394.77    | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    190000 | PA      | $201558.23    | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277120.63    | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188969.78    | 0.00%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    195000 | PA      | $169737.98    | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193312.88    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218859.37    | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189475.11    | 0.00%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                            | DuPont de Nemours Inc                                                                 | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200485.72    | 0.00%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                            | DuPont de Nemours Inc                                                                 | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    116000 | PA      | $110397.86    | 0.00%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    210000 | PA      | $175805.57    | 0.00%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    440000 | PA      | $436324.28    | 0.00%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122574.72    | 0.00%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                                         | EIDP Inc                                                                              | CUSIP: 263534CP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    195000 | PA      | $180459.32    | 0.00%             | 2030-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                                         | EIDP Inc                                                                              | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249826.48    | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                               | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    225000 | PA      | $248695.38    | 0.00%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                               | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221618.86    | 0.00%             | 2039-04-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                               | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69965.90     | 0.00%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 264399ED4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    180000 | PA      | $199730.59    | 0.00%             | 2032-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                            | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    185000 | PA      | $214294.82    | 0.00%             | 2030-08-16      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177675.12    | 0.00%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    445000 | PA      | $337478.12    | 0.00%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    340000 | PA      | $336234.02    | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    145000 | PA      | $111720.40    | 0.00%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195330.24    | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157648.92    | 0.00%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278385.06    | 0.00%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    425000 | PA      | $387318.82    | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115684.68    | 0.00%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $173287.70    | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    360000 | PA      | $350157.82    | 0.00%             | 2082-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226319.56    | 0.00%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299420.76    | 0.00%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    315000 | PA      | $278183.15    | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265365.54    | 0.00%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159023.06    | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206835.72    | 0.00%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    295000 | PA      | $307519.00    | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197955.00    | 0.00%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    240000 | PA      | $251841.46    | 0.00%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287730.78    | 0.00%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CCK9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    220000 | PA      | $213877.29    | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161847.35    | 0.00%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    205000 | PA      | $220936.43    | 0.00%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    175000 | PA      | $189495.83    | 0.00%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253460.33    | 0.00%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176026.64    | 0.00%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168220.90    | 0.00%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157412.22    | 0.00%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    255000 | PA      | $202268.14    | 0.00%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CAS3<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29797.78     | 0.00%             | 2026-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    165000 | PA      | $124924.21    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    180000 | PA      | $142826.38    | 0.00%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    236000 | PA      | $236596.32    | 0.00%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142089.11    | 0.00%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    300000 | PA      | $205227.12    | 0.00%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234544.73    | 0.00%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    290000 | PA      | $267193.59    | 0.00%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    295000 | PA      | $209330.05    | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137525.13    | 0.00%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    250000 | PA      | $180025.48    | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257781.90    | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192074.84    | 0.00%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96915.47     | 0.00%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    255000 | PA      | $258396.63    | 0.00%             | 2034-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206919.06    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                                  | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    245000 | PA      | $187034.94    | 0.00%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                                  | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158544.48    | 0.00%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                                  | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    125000 | PA      | $102446.44    | 0.00%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                                  | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183376.00    | 0.00%             | 2030-06-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                                  | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103692.58    | 0.00%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                                  | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99019.34     | 0.00%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                                  | CUSIP: 26442EAM2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103281.07    | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128657.12    | 0.00%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    280000 | PA      | $233669.63    | 0.00%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                  | Duke University                                                                       | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    120000 | PA      | $87657.73     | 0.00%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                  | Duke University                                                                       | CUSIP: 26442TAG2<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    115000 | PA      | $73968.94     | 0.00%             | 2050-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                  | Duke University                                                                       | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    165000 | PA      | $104258.45    | 0.00%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    175000 | PA      | $145618.31    | 0.00%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    165000 | PA      | $125976.10    | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    250000 | PA      | $186378.05    | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54215.28     | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    225000 | PA      | $131401.35    | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177688.66    | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    235000 | PA      | $148131.97    | 0.00%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118371.23    | 0.00%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    205000 | PA      | $159150.40    | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156160.68    | 0.00%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    260000 | PA      | $248430.86    | 0.00%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAS3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154687.37    | 0.00%             | 2034-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAT1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252087.65    | 0.00%             | 2027-03-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203690.44    | 0.00%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY HEALTH                                                           | Duke University Health System Inc                                                     | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162105.82    | 0.00%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                               | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155808.58    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                               | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    225000 | PA      | $153912.87    | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                               | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    210000 | PA      | $131336.44    | 0.00%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                               | CUSIP: 26443TAE6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103690.90    | 0.00%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENE CA SC STORM FUN                                                         | Duke Energy Carolinas SC Storm Funding LLC                                            | CUSIP: 26443YAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $169991.40    | 0.00%             | 2046-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS NC                                                          | Duke Energy Progress NC Storm Funding LLC                                             | CUSIP: 26444BAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $176443.09    | 0.00%             | 2037-07-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FL PROJ FIN                                                          | Duke Energy Florida Project Finance LLC                                               | CUSIP: 26444GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    214041 | PA      | $207148.17    | 0.00%             | 2029-09-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FL PROJ FIN                                                          | Duke Energy Florida Project Finance LLC                                               | CUSIP: 26444GAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $41726.06     | 0.00%             | 2033-03-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $218858.64    | 0.00%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 26444HAC5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149198.09    | 0.00%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    295000 | PA      | $294862.80    | 0.00%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    240000 | PA      | $195252.14    | 0.00%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    180000 | PA      | $170074.84    | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    275000 | PA      | $248125.35    | 0.00%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    180000 | PA      | $116664.61    | 0.00%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124170.70    | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216120.40    | 0.00%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80334.11     | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174524.19    | 0.00%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                            | DuPont de Nemours Inc                                                                 | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    248000 | PA      | $251048.94    | 0.00%             | 2028-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                                     | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88509.61     | 0.00%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                                     | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $197082.36    | 0.00%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                                     | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251751.43    | 0.00%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                                     | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    335000 | PA      | $328503.88    | 0.00%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                                     | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151766.49    | 0.00%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                                     | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    360000 | PA      | $368784.68    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                                     | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    360000 | PA      | $370151.14    | 0.00%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                                     | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254963.10    | 0.00%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                                     | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230930.60    | 0.00%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                      | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    225000 | PA      | $200565.99    | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                      | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    210000 | PA      | $183950.40    | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                      | CUSIP: 26884ABG7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    275000 | PA      | $272459.30    | 0.00%             | 2027-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                      | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    200000 | PA      | $198163.42    | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                      | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     80000 | PA      | $80443.16     | 0.00%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                      | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    250000 | PA      | $241085.65    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                      | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    155000 | PA      | $145500.70    | 0.00%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                      | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    150000 | PA      | $148631.49    | 0.00%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                      | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    150000 | PA      | $153414.30    | 0.00%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                              | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348642.56    | 0.00%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                              | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     80000 | PA      | $86989.94     | 0.00%             | 2030-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                              | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101388.97    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                              | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154815.51    | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                              | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    215000 | PA      | $224838.44    | 0.00%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                              | CUSIP: 26884LAT6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    280000 | PA      | $286363.90    | 0.00%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                              | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200454.82    | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                              | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186431.69    | 0.00%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                              | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    160000 | PA      | $176260.56    | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                              | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302109.93    | 0.00%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR Properties                                                                        | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    190000 | PA      | $190563.69    | 0.00%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR Properties                                                                        | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    225000 | PA      | $225393.14    | 0.00%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR Properties                                                                        | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    175000 | PA      | $176451.87    | 0.00%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR Properties                                                                        | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    210000 | PA      | $203665.31    | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR Properties                                                                        | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    170000 | PA      | $168788.90    | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS                                                                  | Eagle Materials Inc                                                                   | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227130.75    | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS INC                                                              | Eagle Materials Inc                                                                   | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    230000 | PA      | $225394.30    | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                         | East Bay Municipal Utility District Water System Revenue                              | CUSIP: 271014TU6<br>LEI: 549300IZZ5HKLDKRTF96 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53329.69     | 0.00%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                               | Eastern Energy Gas Holdings LLC                                                       | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    260000 | PA      | $251530.34    | 0.00%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                               | Eastern Energy Gas Holdings LLC                                                       | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    295000 | PA      | $311904.00    | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                                 | Eastern Gas Transmission & Storage Inc                                                | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    190000 | PA      | $164292.56    | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                                 | Eastern Gas Transmission & Storage Inc                                                | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    255000 | PA      | $226401.55    | 0.00%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                                 | Eastern Gas Transmission & Storage Inc                                                | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    225000 | PA      | $215339.06    | 0.00%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                                   | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177487.08    | 0.00%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                                   | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    285000 | PA      | $241981.39    | 0.00%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                                   | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151366.67    | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                                   | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157530.29    | 0.00%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                                   | CUSIP: 277432AY6<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    315000 | PA      | $325312.44    | 0.00%             | 2034-02-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                                   | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51066.73     | 0.00%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                            | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    330000 | PA      | $323584.21    | 0.00%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                            | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    325000 | PA      | $281499.50    | 0.00%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                            | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    195000 | PA      | $156231.19    | 0.00%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                            | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    215000 | PA      | $212758.82    | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                            | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295402.83    | 0.00%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                            | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    305000 | PA      | $272068.33    | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| EATON CORP                                                                       | Eaton Corp                                                                            | CUSIP: 278062AK0<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25305.48     | 0.00%             | 2028-05-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CORP                                                                 | Eaton Vance Corp                                                                      | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |    113000 | PA      | $112487.90    | 0.00%             | 2027-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                              | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $248822.25    | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                              | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298619.88    | 0.00%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                              | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188022.42    | 0.00%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                              | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228535.95    | 0.00%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                              | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    345000 | PA      | $252914.50    | 0.00%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                              | CUSIP: 278642BA0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181161.87    | 0.00%             | 2027-11-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                              | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    205000 | PA      | $224128.86    | 0.00%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                              | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180713.68    | 0.00%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                              | CUSIP: 278642BE2<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120155.28    | 0.00%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                            | CUSIP: 278865AM2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20475.48     | 0.00%             | 2041-12-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                            | CUSIP: 278865BA7<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    125000 | PA      | $101122.81    | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                            | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347449.62    | 0.00%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                            | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51309.28     | 0.00%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                            | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    310000 | PA      | $269593.05    | 0.00%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                            | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    345000 | PA      | $191809.27    | 0.00%             | 2050-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                            | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    264000 | PA      | $158955.80    | 0.00%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                            | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    305000 | PA      | $269278.49    | 0.00%             | 2032-02-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                            | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    260000 | PA      | $161123.04    | 0.00%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                            | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153076.94    | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                                  | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    215000 | PA      | $212681.76    | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                                  | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    305000 | PA      | $310594.92    | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                                  | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159773.87    | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                                  | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248395.38    | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                                  | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157020.00    | 0.00%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES COR                                                         | Edwards Lifesciences Corp                                                             | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201345.10    | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EL PASO ELECTRIC CO                                                              | El Paso Electric Co                                                                   | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |    169000 | PA      | $176014.14    | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EL PASO ELECTRIC CO                                                              | El Paso Electric Co                                                                   | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66639.28     | 0.00%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    255000 | PA      | $295564.23    | 0.00%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    300000 | PA      | $348700.62    | 0.00%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    105000 | PA      | $122949.95    | 0.00%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    225000 | PA      | $198851.49    | 0.00%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                                              | Electronic Arts Inc                                                                   | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    270000 | PA      | $260000.93    | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                                              | Electronic Arts Inc                                                                   | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    265000 | PA      | $245233.09    | 0.00%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331461.74    | 0.00%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    310000 | PA      | $280044.08    | 0.00%             | 2053-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                                         | Embraer Netherlands Finance BV                                                        | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $212375.16    | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                                         | Embraer Netherlands Finance BV                                                        | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    390000 | PA      | $383571.75    | 0.00%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                                   | CUSIP: 291011BD5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102123.00    | 0.00%             | 2039-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                                   | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116137.48    | 0.00%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                                   | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    255000 | PA      | $162326.04    | 0.00%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                                   | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113549.08    | 0.00%             | 2030-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                                   | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    270000 | PA      | $256306.63    | 0.00%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                                   | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267817.23    | 0.00%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                                   | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    310000 | PA      | $197684.52    | 0.00%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                                   | CUSIP: 291011BT0<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128306.88    | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                              | Emera US Finance LP                                                                   | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $342098.96    | 0.00%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                              | Emera US Finance LP                                                                   | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $90498.68     | 0.00%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY                                                                 | Emory University                                                                      | CUSIP: 29157TAD8<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |    180000 | PA      | $165071.11    | 0.00%             | 2030-09-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY                                                                 | Emory University                                                                      | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |    120000 | PA      | $79744.32     | 0.00%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $104589.58    | 0.00%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225778.10    | 0.00%             | 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        |    250000 | PA      | $254223.63    | 0.00%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208833.20    | 0.00%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                               | Enact Holdings Inc                                                                    | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    255000 | PA      | $267031.61    | 0.00%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                           | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    175000 | PA      | $188251.28    | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                           | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    220000 | PA      | $234009.53    | 0.00%             | 2037-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                           | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125891.60    | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $238292.01    | 0.00%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $325921.28    | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $147793.23    | 0.00%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $223900.61    | 0.00%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $335310.71    | 0.00%             | 2029-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NBA2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $237391.80    | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $68369.44     | 0.00%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $344019.32    | 0.00%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    740000 | PA      | $780236.98    | 0.01%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $210270.80    | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $236440.01    | 0.00%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    365000 | PA      | $401242.57    | 0.00%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202843.46    | 0.00%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $252630.72    | 0.00%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $240330.84    | 0.00%             | 2034-04-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $279157.23    | 0.00%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $238686.41    | 0.00%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $121275.26    | 0.00%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $173839.11    | 0.00%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $269515.69    | 0.00%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $150267.20    | 0.00%             | 2028-11-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NCN3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $149891.25    | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NCP8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $151399.14    | 0.00%             | 2035-11-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                         | Enbridge Energy Partners LP                                                           | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    135000 | PA      | $159219.53    | 0.00%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                         | Enbridge Energy Partners LP                                                           | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174048.12    | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                         | Enbridge Energy Partners LP                                                           | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    240000 | PA      | $278139.22    | 0.00%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                                                | Iberdrola International BV                                                            | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    160000 | PA      | $183187.62    | 0.00%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273RAF6<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    185000 | PA      | $201073.17    | 0.00%             | 2036-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273RAJ8<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    185000 | PA      | $214460.97    | 0.00%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273RAP4<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202701.18    | 0.00%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273RAR0<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $369319.58    | 0.00%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273RAT6<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    165000 | PA      | $148969.16    | 0.00%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273RAZ2<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    128000 | PA      | $125370.20    | 0.00%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273RBE8<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    205000 | PA      | $200479.96    | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273RBF5<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177388.64    | 0.00%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273RBJ7<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344504.62    | 0.00%             | 2045-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273RBK4<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150168.03    | 0.00%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273RBL2<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177999.56    | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    520000 | PA      | $546248.35    | 0.01%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    375000 | PA      | $381066.86    | 0.00%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    375000 | PA      | $405388.50    | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    430000 | PA      | $471853.71    | 0.00%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    505000 | PA      | $479339.23    | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    380000 | PA      | $390966.69    | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    275000 | PA      | $283153.59    | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360445.16    | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336822.22    | 0.00%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    275000 | PA      | $283480.31    | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $466320.65    | 0.00%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    355000 | PA      | $348287.23    | 0.00%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENEL CHILE SA                                                                    | Enel Chile SA                                                                         | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |    335000 | PA      | $339750.00    | 0.00%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29278NAD5<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112309.71    | 0.00%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29278NAE3<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    310000 | PA      | $300941.52    | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29278NAF0<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    375000 | PA      | $381346.99    | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29278NAG8<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513993.75    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29278NAN3<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279590.63    | 0.00%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29278NAQ6<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    355000 | PA      | $345680.29    | 0.00%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29278NAR4<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    585000 | PA      | $490213.39    | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29279FAA7<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495146.15    | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                                                 | Enstar Group Ltd                                                                      | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    150000 | PA      | $151346.19    | 0.00%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                                                 | Enstar Group Ltd                                                                      | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    185000 | PA      | $166263.02    | 0.00%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                                               | Enstar Finance LLC                                                                    | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197787.58    | 0.00%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                                  | CUSIP: 29364DAV2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200316.22    | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                          | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    245000 | PA      | $178304.56    | 0.00%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                          | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281097.90    | 0.00%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                          | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23725.03     | 0.00%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                          | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269669.76    | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                          | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    320000 | PA      | $336502.40    | 0.00%             | 2054-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                          | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180117.20    | 0.00%             | 2056-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                          | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209954.14    | 0.00%             | 2056-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                               | CUSIP: 29364NAT5<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97445.74     | 0.00%             | 2028-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    235000 | PA      | $215881.03    | 0.00%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WAW8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197269.60    | 0.00%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WAX6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112655.72    | 0.00%             | 2031-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197798.30    | 0.00%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    211000 | PA      | $203723.96    | 0.00%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    380000 | PA      | $307706.94    | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    220000 | PA      | $175764.86    | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $188389.29    | 0.00%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57486.62     | 0.00%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    245000 | PA      | $216416.05    | 0.00%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     95000 | PA      | $72420.88     | 0.00%             | 2041-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149482.31    | 0.00%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102364.53    | 0.00%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236480.03    | 0.00%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                                     | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    217000 | PA      | $216945.84    | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                                     | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74371.87     | 0.00%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                                     | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    210000 | PA      | $150202.37    | 0.00%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                                     | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220736.15    | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                                     | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88987.31     | 0.00%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                                     | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99877.34     | 0.00%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                                     | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145616.97    | 0.00%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                                  | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    225000 | PA      | $182064.53    | 0.00%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                                  | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    195000 | PA      | $116290.10    | 0.00%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                                  | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    120000 | PA      | $81489.60     | 0.00%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                                  | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129371.30    | 0.00%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                                  | CUSIP: 29366MAE8<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    210000 | PA      | $219044.76    | 0.00%             | 2033-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                                  | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104645.45    | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                               | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    210000 | PA      | $160767.75    | 0.00%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                               | CUSIP: 29366WAB2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    210000 | PA      | $146338.33    | 0.00%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                               | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    285000 | PA      | $290463.99    | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                               | CUSIP: 29366WAE6<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121114.86    | 0.00%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                               | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100654.22    | 0.00%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    165000 | PA      | $187166.08    | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112777.92    | 0.00%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $188731.73    | 0.00%             | 2039-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    155000 | PA      | $186628.18    | 0.00%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    140000 | PA      | $156361.42    | 0.00%             | 2040-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263925.48    | 0.00%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178695.74    | 0.00%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    295000 | PA      | $273806.29    | 0.00%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263986.35    | 0.00%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $365715.76    | 0.00%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $328491.73    | 0.00%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142452.78    | 0.00%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    285000 | PA      | $258293.51    | 0.00%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185306.19    | 0.00%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    365000 | PA      | $364236.57    | 0.00%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    380000 | PA      | $312575.12    | 0.00%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323422.48    | 0.00%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    325000 | PA      | $327207.08    | 0.00%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    305000 | PA      | $269104.09    | 0.00%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291048.66    | 0.00%             | 2029-07-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    425000 | PA      | $342100.73    | 0.00%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380128.20    | 0.00%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    360000 | PA      | $264500.46    | 0.00%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $219720.12    | 0.00%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    325000 | PA      | $215559.83    | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $201099.21    | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313521.75    | 0.00%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302242.17    | 0.00%             | 2027-01-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202238.10    | 0.00%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    325000 | PA      | $329210.47    | 0.00%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    455000 | PA      | $441199.30    | 0.00%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151344.27    | 0.00%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    420000 | PA      | $425455.67    | 0.00%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    470000 | PA      | $478609.23    | 0.01%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                                         | Equinix Europe 2 Financing Corp LLC                                                   | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    380000 | PA      | $381282.12    | 0.00%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                           | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236897.45    | 0.00%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                           | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    305000 | PA      | $271396.72    | 0.00%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                           | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    325000 | PA      | $331490.97    | 0.00%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                           | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204488.76    | 0.00%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                           | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    350000 | PA      | $336349.83    | 0.00%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                           | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    185000 | PA      | $178996.81    | 0.00%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                           | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    300000 | PA      | $272405.55    | 0.00%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                           | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    195000 | PA      | $124674.56    | 0.00%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                           | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    215000 | PA      | $204173.48    | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                           | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    205000 | PA      | $128672.12    | 0.00%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                           | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    185000 | PA      | $176617.30    | 0.00%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                           | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    355000 | PA      | $321583.03    | 0.00%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                           | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    150000 | PA      | $102713.69    | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                           | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    350000 | PA      | $336692.16    | 0.00%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                           | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    285000 | PA      | $284385.85    | 0.00%             | 2028-09-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                           | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    475000 | PA      | $332654.19    | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                           | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $149041.50    | 0.00%             | 2027-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                           | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    550000 | PA      | $530145.06    | 0.01%             | 2030-04-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                           | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $169469.08    | 0.00%             | 2040-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                           | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    425000 | PA      | $322837.95    | 0.00%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                           | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    300000 | PA      | $279323.07    | 0.00%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                           | CUSIP: 29446MAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     50000 | PA      | $50451.44     | 0.00%             | 2028-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                           | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     50000 | PA      | $51421.40     | 0.00%             | 2035-06-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                           | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    310000 | PA      | $308674.84    | 0.00%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                                | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156623.19    | 0.00%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                                | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104411.77    | 0.00%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                                 | Essent Group Ltd                                                                      | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    150000 | PA      | $156749.03    | 0.00%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                               | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    160000 | PA      | $150314.78    | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                               | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    240000 | PA      | $165352.97    | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                               | CUSIP: 29670GAF9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45267.97     | 0.00%             | 2031-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                               | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    205000 | PA      | $192302.16    | 0.00%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                               | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103293.50    | 0.00%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                               | CUSIP: 29670GAK8<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153182.12    | 0.00%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPER                                                                 | Essential Properties LP                                                               | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |    215000 | PA      | $196429.63    | 0.00%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                                                          | Essential Properties LP                                                               | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |    120000 | PA      | $120476.17    | 0.00%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                                    | CUSIP: 29717PAR8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    180000 | PA      | $179294.76    | 0.00%             | 2027-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                                    | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    114000 | PA      | $96942.29     | 0.00%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                                    | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    270000 | PA      | $268067.80    | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                                    | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    150000 | PA      | $142491.08    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                                    | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    250000 | PA      | $223114.25    | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                                    | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    150000 | PA      | $130979.93    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                                    | CUSIP: 29717PAX5<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    100000 | PA      | $60272.90     | 0.00%             | 2050-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                                    | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    100000 | PA      | $94974.56     | 0.00%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                                    | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     75000 | PA      | $77750.54     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                                    | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     75000 | PA      | $77284.42     | 0.00%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                              | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108038.18    | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                              | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    135000 | PA      | $113954.92    | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                              | CUSIP: 29736RAJ9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173528.11    | 0.00%             | 2027-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                              | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120763.41    | 0.00%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                              | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    190000 | PA      | $126205.32    | 0.00%             | 2049-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                              | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187263.44    | 0.00%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                              | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234938.10    | 0.00%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                              | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    165000 | PA      | $147273.92    | 0.00%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                              | CUSIP: 29736RAS9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252540.33    | 0.00%             | 2028-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                              | CUSIP: 29736RAT7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251722.15    | 0.00%             | 2033-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                              | CUSIP: 29736RAU4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162545.78    | 0.00%             | 2053-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                              | CUSIP: 29736RAV2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137154.82    | 0.00%             | 2034-02-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                        | CUSIP: 29874QEX8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $762381.83    | 0.01%             | 2028-03-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                        | CUSIP: 29874QFA7<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    685000 | PA      | $694995.59    | 0.01%             | 2029-01-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                        | CUSIP: 29874QFB5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    655000 | PA      | $660799.37    | 0.01%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    390000 | PA      | $410730.80    | 0.00%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    667000 | PA      | $656346.48    | 0.01%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    230000 | PA      | $213867.64    | 0.00%             | 2029-10-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    355000 | PA      | $314380.83    | 0.00%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    555000 | PA      | $483466.61    | 0.01%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    330000 | PA      | $313434.43    | 0.00%             | 2027-10-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1440000 | PA      | $1270664.21   | 0.01%             | 2031-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785JN7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    570000 | PA      | $510000.26    | 0.01%             | 2031-05-13      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785JQ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1655000 | PA      | $1612581.85   | 0.02%             | 2027-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785JR8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1075000 | PA      | $1015264.19   | 0.01%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1470000 | PA      | $1462882.41   | 0.02%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785JU1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1180000 | PA      | $1187948.95   | 0.01%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1655000 | PA      | $1628948.31   | 0.02%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1200000 | PA      | $1193810.40   | 0.01%             | 2030-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785JY3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1024429.20   | 0.01%             | 2028-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1517646.15   | 0.02%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785KA3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1120000 | PA      | $1122445.63   | 0.01%             | 2034-02-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785KB1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1310000 | PA      | $1322285.44   | 0.01%             | 2027-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785KC9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1890000 | PA      | $1958616.45   | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785KE5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1250000 | PA      | $1283898.25   | 0.01%             | 2031-10-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785KF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1003225.50   | 0.01%             | 2029-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785KG0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1765000 | PA      | $1818121.03   | 0.02%             | 2030-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785KH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    900000 | PA      | $930972.60    | 0.01%             | 2035-02-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785KJ4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    700000 | PA      | $705347.02    | 0.01%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785KL9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1805000 | PA      | $1833148.61   | 0.02%             | 2032-08-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785KM7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1180000 | PA      | $1185341.27   | 0.01%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                      | CUSIP: 299808AF2<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    160000 | PA      | $141778.32    | 0.00%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                      | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    290000 | PA      | $202218.19    | 0.00%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                      | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    345000 | PA      | $219115.16    | 0.00%             | 2052-10-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                       | Evergy Inc                                                                            | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238506.80    | 0.00%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                       | Evergy Inc                                                                            | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153550.02    | 0.00%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                             | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    135000 | PA      | $95306.95     | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                             | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49646.13     | 0.00%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                             | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45701.68     | 0.00%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                      | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    260000 | PA      | $239989.18    | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                      | CUSIP: 30037DAD7<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124949.20    | 0.00%             | 2034-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                      | CUSIP: 30037DAE5<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121451.77    | 0.00%             | 2035-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                     | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245756.93    | 0.00%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                     | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219716.05    | 0.00%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                     | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    305000 | PA      | $216600.78    | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                     | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176668.46    | 0.00%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                     | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    335000 | PA      | $303203.24    | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                     | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    255000 | PA      | $236138.24    | 0.00%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                     | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197391.18    | 0.00%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                     | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201512.32    | 0.00%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                     | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    280000 | PA      | $287091.20    | 0.00%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                     | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202158.94    | 0.00%             | 2033-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                     | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    275000 | PA      | $287667.13    | 0.00%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                     | CUSIP: 30040WAY4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100877.52    | 0.00%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                     | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    225000 | PA      | $238150.78    | 0.00%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                     | CUSIP: 30040WBA5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    305000 | PA      | $322097.26    | 0.00%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                                   | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $271739.38    | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                                   | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101974.70    | 0.00%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                                   | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241025.23    | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157142.72    | 0.00%             | 2035-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149637.47    | 0.00%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185124.66    | 0.00%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83996.56     | 0.00%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446085.14    | 0.00%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    265000 | PA      | $227043.79    | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197050.26    | 0.00%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    245000 | PA      | $229359.45    | 0.00%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    120000 | PA      | $92648.77     | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    385000 | PA      | $393565.29    | 0.00%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NBK6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259971.83    | 0.00%             | 2033-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    305000 | PA      | $295806.08    | 0.00%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205786.64    | 0.00%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    265000 | PA      | $275848.01    | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    340000 | PA      | $354442.08    | 0.00%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150474.74    | 0.00%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                         | F&G Annuities & Life Inc                                                              | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $157148.82    | 0.00%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                         | F&G Annuities & Life Inc                                                              | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $156308.76    | 0.00%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                         | F&G Annuities & Life Inc                                                              | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $208841.45    | 0.00%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                                     | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    280000 | PA      | $278573.37    | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                                     | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383787.44    | 0.00%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                                     | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    255000 | PA      | $237238.61    | 0.00%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                                     | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226740.47    | 0.00%             | 2027-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                                     | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77006.58     | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154CG2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $491184.05    | 0.01%             | 2027-04-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154DD8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    300000 | PA      | $265338.90    | 0.00%             | 2030-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154DK2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $145462.04    | 0.00%             | 2041-06-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154DM8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    345000 | PA      | $337499.42    | 0.00%             | 2027-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154DN6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    550000 | PA      | $490055.45    | 0.01%             | 2032-01-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154DR7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $201574.38    | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154DS5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    300000 | PA      | $305185.53    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154DV8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    520000 | PA      | $532301.59    | 0.01%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154DW6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    300000 | PA      | $314110.80    | 0.00%             | 2033-01-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154DY2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    300000 | PA      | $310421.61    | 0.00%             | 2028-09-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154EA3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    280000 | PA      | $282368.60    | 0.00%             | 2027-01-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154EB1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    250000 | PA      | $253993.88    | 0.00%             | 2029-01-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154EC9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    250000 | PA      | $254520.78    | 0.00%             | 2034-01-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154EG0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    350000 | PA      | $352203.08    | 0.00%             | 2027-10-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154EK1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $413282.32    | 0.00%             | 2030-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154EL9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $212939.88    | 0.00%             | 2035-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154EM7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    300000 | PA      | $297226.08    | 0.00%             | 2030-09-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                             | CUSIP: 30216BJR4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   1350000 | PA      | $1339199.60   | 0.01%             | 2027-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                             | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   1245000 | PA      | $1252229.22   | 0.01%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                             | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    980000 | PA      | $994499.98    | 0.01%             | 2029-02-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                             | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    350000 | PA      | $365876.95    | 0.00%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                             | CUSIP: 30216BKK7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $606129.72    | 0.01%             | 2030-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                                | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    150000 | PA      | $135681.62    | 0.00%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                                | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    200000 | PA      | $175143.96    | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                                | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    200000 | PA      | $197659.96    | 0.00%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                                | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    250000 | PA      | $258427.90    | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                                | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    200000 | PA      | $208284.50    | 0.00%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                                | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    200000 | PA      | $199534.26    | 0.00%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                                | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    150000 | PA      | $148637.81    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                                | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    325000 | PA      | $294246.23    | 0.00%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                                | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    230000 | PA      | $236393.98    | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                                | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    150000 | PA      | $153938.33    | 0.00%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                                | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    240000 | PA      | $242726.09    | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                      | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    370000 | PA      | $290220.90    | 0.00%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                      | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    765000 | PA      | $640784.58    | 0.01%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                      | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    230000 | PA      | $184283.02    | 0.00%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                      | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    490000 | PA      | $335442.14    | 0.00%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                      | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286792.08    | 0.00%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                      | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    600000 | PA      | $550650.24    | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                      | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    795000 | PA      | $668611.77    | 0.01%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                      | CUSIP: 30231GBJ0<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298788.57    | 0.00%             | 2027-03-19      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                      | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    575000 | PA      | $562738.47    | 0.01%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                      | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    765000 | PA      | $550314.30    | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                      | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    625000 | PA      | $586142.56    | 0.01%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                                                                | Teledyne FLIR LLC                                                                     | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    235000 | PA      | $217528.22    | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                                                         | FNB Corp/PA                                                                           | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    265000 | PA      | $270776.81    | 0.00%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                                   | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    285000 | PA      | $277106.01    | 0.00%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                                   | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    210000 | PA      | $193867.32    | 0.00%             | 2028-10-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                                   | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    145000 | PA      | $139930.64    | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                                   | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119297.49    | 0.00%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                                   | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    255000 | PA      | $257388.33    | 0.00%             | 2029-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                                   | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123170.20    | 0.00%             | 2030-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                                   | CUSIP: 302635AQ0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117192.82    | 0.00%             | 2031-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    810000 | PA      | $808839.43    | 0.01%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    910000 | PA      | $883334.82    | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    700000 | PA      | $570364.48    | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    455000 | PA      | $367487.80    | 0.00%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509543.30    | 0.01%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    320000 | PA      | $329695.26    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    530000 | PA      | $546049.30    | 0.01%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    695000 | PA      | $665746.06    | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    510000 | PA      | $490790.09    | 0.01%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303651.30    | 0.00%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330972.72    | 0.00%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    695000 | PA      | $701277.38    | 0.01%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $930393.10    | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1170868.61   | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1330776.76   | 0.01%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1299782.60   | 0.01%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1232473.65   | 0.01%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1250447.50   | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1998951.60   | 0.02%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1892043.16   | 0.02%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                         | FactSet Research Systems Inc                                                          | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216832.40    | 0.00%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                         | FactSet Research Systems Inc                                                          | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $148783.47    | 0.00%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                        | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $268832.46    | 0.00%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                        | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $301225.20    | 0.00%             | 2030-04-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                        | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $234910.10    | 0.00%             | 2032-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                        | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $212356.00    | 0.00%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                        | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $258914.55    | 0.00%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                        | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $256077.38    | 0.00%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                        | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $166660.30    | 0.00%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                        | CUSIP: 303901BY7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $243510.73    | 0.00%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31287YND2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13328 | PA      | $13815.70     | 0.00%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128E7C78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31724 | PA      | $30908.32     | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128K0AZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5893 | PA      | $6035.25      | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128K0U84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38332 | PA      | $39966.37     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128K85M4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46864 | PA      | $48808.56     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128KJWR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16161 | PA      | $16863.52     | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128KRGR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10334 | PA      | $10968.83     | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128KRWU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46121 | PA      | $48128.72     | 0.00%             | 2036-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128L1E30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42067 | PA      | $44816.31     | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128LXGB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19404 | PA      | $19874.55     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128LXKB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       547 | PA      | $584.20       | 0.00%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128LXUJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63584 | PA      | $67491.76     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M47B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48548 | PA      | $50629.75     | 0.00%             | 2036-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M4EM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44925 | PA      | $45967.25     | 0.00%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M4LC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33298 | PA      | $35344.57     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M4NK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7727 | PA      | $8201.44      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M4ZK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    193338 | PA      | $201786.95    | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M6G93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85000 | PA      | $90548.08     | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M6N79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54520 | PA      | $56831.42     | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M6PB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34366 | PA      | $35823.04     | 0.00%             | 2033-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M6SU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25213 | PA      | $26315.03     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M6VJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42951 | PA      | $44075.69     | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M72V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70571 | PA      | $73951.79     | 0.00%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M74K9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62595 | PA      | $64156.72     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M7DC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113300 | PA      | $116137.99    | 0.00%             | 2037-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M7DM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76511 | PA      | $78367.62     | 0.00%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M7KK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    360684 | PA      | $368570.90    | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M7L20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    478435 | PA      | $481304.49    | 0.01%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M7MH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40542 | PA      | $42280.29     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M7PT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    167357 | PA      | $174475.45    | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M7SW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40434 | PA      | $42371.62     | 0.00%             | 2039-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M7TS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24817 | PA      | $25434.96     | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M7ZZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38029 | PA      | $39849.81     | 0.00%             | 2040-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M82R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    279442 | PA      | $268463.38    | 0.00%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M83Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46892 | PA      | $46031.69     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M8A95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20561 | PA      | $22167.16     | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M8AS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81715 | PA      | $85627.06     | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M8NA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141799 | PA      | $148587.30    | 0.00%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M8R22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    322475 | PA      | $324914.83    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M8RU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    205854 | PA      | $202262.63    | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M9CM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102091 | PA      | $99950.48     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M9ED0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192924 | PA      | $178841.31    | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M9FQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19159 | PA      | $19992.56     | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M9GS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    171011 | PA      | $175338.74    | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M9H70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81152 | PA      | $81414.41     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M9HV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32150 | PA      | $32493.41     | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M9KT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89076 | PA      | $91262.54     | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M9LK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39872 | PA      | $36961.29     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M9NE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119554 | PA      | $110904.97    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M9TA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109409 | PA      | $98414.08     | 0.00%             | 2043-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M9WV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    640984 | PA      | $627438.43    | 0.01%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M9YG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    274466 | PA      | $268647.37    | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M9Z54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    667315 | PA      | $636201.41    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MABL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157973 | PA      | $159163.00    | 0.00%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MABP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48971 | PA      | $51102.16     | 0.00%             | 2041-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MADC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    243946 | PA      | $249869.06    | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MAFB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102101 | PA      | $104647.64    | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MD2M4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14206 | PA      | $14055.00     | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MD4M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1375 | PA      | $1372.28      | 0.00%             | 2027-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MD5C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45165 | PA      | $44362.10     | 0.00%             | 2029-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128ME5D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66853 | PA      | $65006.08     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MEVP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69393 | PA      | $69129.15     | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MFAJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102196 | PA      | $100216.52    | 0.00%             | 2031-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ2H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    320031 | PA      | $309611.02    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ2M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1249356 | PA      | $1174737.82   | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ2N9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    231607 | PA      | $224066.20    | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ2S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    424226 | PA      | $398888.22    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ2T6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400972 | PA      | $387914.82    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ2V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    239286 | PA      | $216980.73    | 0.00%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ3A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    290188 | PA      | $272855.90    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ3F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    857973 | PA      | $830033.08    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ3J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    251239 | PA      | $236232.55    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ3K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    210729 | PA      | $203866.42    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ3M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    359150 | PA      | $325670.68    | 0.00%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ3Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131416 | PA      | $126772.68    | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ4B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    459699 | PA      | $443458.75    | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ4H0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    346617 | PA      | $325462.37    | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ4J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    241420 | PA      | $232890.87    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ4P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50379 | PA      | $45526.21     | 0.00%             | 2048-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ4T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54453 | PA      | $55434.32     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ4W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    265002 | PA      | $255640.63    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ5C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    717089 | PA      | $691755.60    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJAS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103182 | PA      | $108564.48    | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJE48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38430 | PA      | $39393.16     | 0.00%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJKX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130133 | PA      | $136361.77    | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJMB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55873 | PA      | $56208.53     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJMS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9907 | PA      | $9966.06      | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJMW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    260781 | PA      | $262344.83    | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJQ78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73293 | PA      | $70145.63     | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJQU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30679 | PA      | $29362.00     | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJR36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1153029 | PA      | $1068856.52   | 0.01%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJRE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6197 | PA      | $5744.83      | 0.00%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJRM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115747 | PA      | $110478.68    | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJRT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    272809 | PA      | $252894.21    | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJRW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110095 | PA      | $105083.94    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJS43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    436336 | PA      | $415994.18    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJSJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    270018 | PA      | $242981.66    | 0.00%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJSK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    327021 | PA      | $303146.95    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJSU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149269 | PA      | $142310.02    | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJT67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    439023 | PA      | $418556.35    | 0.00%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJTA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    724965 | PA      | $667914.02    | 0.01%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJTY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    469335 | PA      | $447455.33    | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJU73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    357369 | PA      | $339155.66    | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJU81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120396 | PA      | $116969.98    | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJUC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25305 | PA      | $25256.36     | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJUH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59393 | PA      | $59278.86     | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJUK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    287433 | PA      | $272786.04    | 0.00%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJUN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    310068 | PA      | $301245.97    | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJUS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71836 | PA      | $69792.59     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJUV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97890 | PA      | $95104.87     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJUX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84074 | PA      | $79789.83     | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJV23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150644 | PA      | $142357.65    | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJV56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44652 | PA      | $40811.18     | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJV72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74126 | PA      | $72052.53     | 0.00%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJVH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100459 | PA      | $95338.98     | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJVN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26744 | PA      | $25380.92     | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJVQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    128063 | PA      | $117478.19    | 0.00%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJVS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72269 | PA      | $70212.72     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJVV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201289 | PA      | $191029.43    | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJVZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    298320 | PA      | $272662.08    | 0.00%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJW55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    338144 | PA      | $319543.75    | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJWA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    280691 | PA      | $256548.30    | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJWJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    580331 | PA      | $530416.13    | 0.01%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJWL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1696143 | PA      | $1602840.60   | 0.02%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJWM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108248 | PA      | $105219.33    | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJWP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    594119 | PA      | $543018.22    | 0.01%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJWQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160133 | PA      | $151324.24    | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJWU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    541982 | PA      | $495365.62    | 0.01%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJWV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152992 | PA      | $144575.72    | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJWW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39118 | PA      | $38023.90     | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJX54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33738 | PA      | $32630.89     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJX88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109941 | PA      | $103837.23    | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJXA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    279585 | PA      | $271762.90    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJXD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23123 | PA      | $21134.42     | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJXF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    526889 | PA      | $512147.42    | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89061 | PA      | $84162.02     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJXQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    276607 | PA      | $252815.42    | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJXR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    814846 | PA      | $770020.81    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJXS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    287048 | PA      | $279016.56    | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJXX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    573216 | PA      | $541682.45    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJXY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    240504 | PA      | $233774.73    | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJY20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90080 | PA      | $87123.68     | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJY53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    270591 | PA      | $236550.06    | 0.00%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    935618 | PA      | $850994.90    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJYC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1244540 | PA      | $1175442.15   | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJYH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    164606 | PA      | $155467.34    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJYJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175102 | PA      | $169356.68    | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2187489 | PA      | $1989650.64   | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJYU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    380201 | PA      | $359090.94    | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJYX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100721 | PA      | $88050.37     | 0.00%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJYY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1800607 | PA      | $1637751.55   | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJYZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    319913 | PA      | $302149.54    | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    281905 | PA      | $256407.91    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3620719 | PA      | $3293238.62   | 0.03%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40643 | PA      | $36967.09     | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJZR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    341014 | PA      | $322079.17    | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJZS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    624479 | PA      | $604147.46    | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    409374 | PA      | $372345.94    | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMPE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1886 | PA      | $1874.51      | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMQ22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    289913 | PA      | $286383.44    | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMQG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38595 | PA      | $37939.36     | 0.00%             | 2028-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27626 | PA      | $27310.85     | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMQY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    128104 | PA      | $126590.44    | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMRB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92578 | PA      | $91835.32     | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMRG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19683 | PA      | $19627.90     | 0.00%             | 2028-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMSA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16156 | PA      | $15994.49     | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMSC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13075 | PA      | $12941.51     | 0.00%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMSF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9752 | PA      | $9586.33      | 0.00%             | 2029-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMSM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40533 | PA      | $39835.44     | 0.00%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMSU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34501 | PA      | $33890.33     | 0.00%             | 2029-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMTB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77837 | PA      | $76883.06     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMTF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    219770 | PA      | $215301.93    | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMTG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191165 | PA      | $188754.25    | 0.00%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMTK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185386 | PA      | $181587.12    | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMTN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72021 | PA      | $70530.83     | 0.00%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMTT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    227610 | PA      | $224620.27    | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMU68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    929056 | PA      | $905572.86    | 0.01%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMU76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130165 | PA      | $128145.09    | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMVE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    154671 | PA      | $152130.92    | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMVQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159856 | PA      | $155497.41    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMVU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    296807 | PA      | $288596.05    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMVW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26757 | PA      | $25745.01     | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMVZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    609165 | PA      | $592047.37    | 0.01%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMXE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    172874 | PA      | $166900.27    | 0.00%             | 2033-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMXT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136695 | PA      | $135146.17    | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P73E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63562 | PA      | $62690.80     | 0.00%             | 2033-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P73Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    206044 | PA      | $200626.61    | 0.00%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P76S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50476 | PA      | $48921.61     | 0.00%             | 2034-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P76T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74533 | PA      | $73287.35     | 0.00%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P7P98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47682 | PA      | $47725.90     | 0.00%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P7QV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78601 | PA      | $77908.56     | 0.00%             | 2031-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P7RX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6671 | PA      | $6676.80      | 0.00%             | 2031-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P7RY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54453 | PA      | $53896.74     | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P7S46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113592 | PA      | $113653.30    | 0.00%             | 2032-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P7SB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8502 | PA      | $8509.01      | 0.00%             | 2031-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P7SJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95801 | PA      | $93788.60     | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P7TG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    147108 | PA      | $143871.95    | 0.00%             | 2032-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P7TM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55094 | PA      | $54494.39     | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P7TX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57898 | PA      | $56581.87     | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P7XS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81660 | PA      | $80758.05     | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P7ZN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79706 | PA      | $77633.13     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P8A35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165199 | PA      | $159362.09    | 0.00%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P8A84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50678 | PA      | $48881.78     | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P8AJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43888 | PA      | $42414.51     | 0.00%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P8AR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60178 | PA      | $59038.45     | 0.00%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P8AU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49247 | PA      | $47541.35     | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P8CD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58352 | PA      | $57083.68     | 0.00%             | 2036-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P8CG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141196 | PA      | $135658.57    | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P8CQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152164 | PA      | $146116.58    | 0.00%             | 2036-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P8D32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113578 | PA      | $110720.36    | 0.00%             | 2037-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P8DH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66076 | PA      | $62144.58     | 0.00%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P8DJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58132 | PA      | $55657.56     | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P8DM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    244687 | PA      | $234109.50    | 0.00%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P8DR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151505 | PA      | $145012.55    | 0.00%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P8EW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    270667 | PA      | $258307.03    | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P8FA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60649 | PA      | $60187.75     | 0.00%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P8FR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22294 | PA      | $21672.87     | 0.00%             | 2038-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128PTUX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        98 | PA      | $97.82        | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128PVCT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       800 | PA      | $798.62       | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128PWEA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       245 | PA      | $244.13       | 0.00%             | 2026-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128PWV21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2616 | PA      | $2602.85      | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128PWXN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4833 | PA      | $4808.08      | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128PXKV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35174 | PA      | $34967.00     | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128PYKL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4492 | PA      | $4462.66      | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128PYYP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40637 | PA      | $40260.97     | 0.00%             | 2027-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128Q0CY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15526 | PA      | $15413.61     | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128Q0XL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3265 | PA      | $3230.04      | 0.00%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312926KB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    245284 | PA      | $250974.11    | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31292K2T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76248 | PA      | $76822.63     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31292K4Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93993 | PA      | $92352.39     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31292L5F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    326219 | PA      | $302402.35    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31292LF34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42004 | PA      | $40258.76     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31292LGU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81610 | PA      | $78549.08     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31292LJD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24831 | PA      | $23783.99     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31292LK95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75770 | PA      | $72314.34     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31292LLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60309 | PA      | $57825.94     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31292LPX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75929 | PA      | $72727.74     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31292LYA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    897680 | PA      | $832152.10    | 0.01%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31292LYB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73209 | PA      | $67864.85     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31292R7M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    596020 | PA      | $568893.35    | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31292SA34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31551 | PA      | $28391.69     | 0.00%             | 2043-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31292SAN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191616 | PA      | $177628.37    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31292SBD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    249592 | PA      | $237956.28    | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31292SBM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159777 | PA      | $152328.40    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312933AP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    268091 | PA      | $263439.66    | 0.00%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312933AQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15495 | PA      | $15587.49     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312934HK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21434 | PA      | $21969.92     | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312935M30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56202 | PA      | $59080.57     | 0.00%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3129364K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150578 | PA      | $151482.08    | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312936LQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67757 | PA      | $69444.45     | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312936NA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59028 | PA      | $59382.14     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312938AS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8536 | PA      | $8387.70      | 0.00%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312938F24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14847 | PA      | $14936.66     | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312938H63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5970 | PA      | $5866.85      | 0.00%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312938KQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    343038 | PA      | $345082.73    | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312938WZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18024 | PA      | $17710.18     | 0.00%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312939C74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104064 | PA      | $104688.60    | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312939JD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40819 | PA      | $41135.84     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3129404Y2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30477 | PA      | $30713.02     | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312940MG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16554 | PA      | $16678.86     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312940NN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75100 | PA      | $77384.88     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312940ZV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4017 | PA      | $4131.02      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3129413U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157201 | PA      | $161123.14    | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312941W45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11386 | PA      | $11769.65     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312942L86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61924 | PA      | $60842.96     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312942XS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11130 | PA      | $10935.79     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312943DJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    371179 | PA      | $364701.72    | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312943LY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87836 | PA      | $86304.12     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312943ME0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82566 | PA      | $81125.45     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312944HN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53826 | PA      | $54232.41     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312944LP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144573 | PA      | $142054.07    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312944TS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    292385 | PA      | $287281.63    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312945DN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126609 | PA      | $121635.35    | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312945ZL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41248 | PA      | $41381.27     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312946KG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    238112 | PA      | $238881.69    | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312946PK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24662 | PA      | $25267.66     | 0.00%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31294MFJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       587 | PA      | $586.38       | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31294MND9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22485 | PA      | $22345.28     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31294MNY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4153 | PA      | $4124.68      | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31294NNU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15118 | PA      | $14969.79     | 0.00%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31294NQ44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21575 | PA      | $21342.94     | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31294NTJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10764 | PA      | $10629.77     | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31294UAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41184 | PA      | $40743.07     | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31294UAK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116381 | PA      | $115079.38    | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31294UAM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16139 | PA      | $15950.94     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31294UAQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9132 | PA      | $9021.85      | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31296RG85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55447 | PA      | $58920.73     | 0.00%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31297APW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15201 | PA      | $15553.30     | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31306YA92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60096 | PA      | $59398.30     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31307BEH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3989 | PA      | $3948.42      | 0.00%             | 2028-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31307BGG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34487 | PA      | $33976.39     | 0.00%             | 2028-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31307BY20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1706 | PA      | $1688.48      | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31307BY79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26857 | PA      | $26445.33     | 0.00%             | 2028-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31307C5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27422 | PA      | $27098.11     | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31307DBS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73707 | PA      | $72812.61     | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31307DEJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26314 | PA      | $25865.31     | 0.00%             | 2028-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31307EHJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63945 | PA      | $63424.10     | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31307FFY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8410 | PA      | $8341.67      | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31307PSS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30761 | PA      | $30317.82     | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                               | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $4967220.00   | 0.05%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                               | CUSIP: 3130AQF65<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $489223.70    | 0.01%             | 2026-12-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                               | CUSIP: 3130ATUS4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $2027888.80   | 0.02%             | 2027-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                               | CUSIP: 3130AWGS3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $1015343.90   | 0.01%             | 2030-06-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                               | CUSIP: 3130AWN63<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $5060467.00   | 0.05%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                               | CUSIP: 3130AXQK7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $2064019.00   | 0.02%             | 2028-12-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                               | CUSIP: 3130AYPN0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2515063.75   | 0.03%             | 2027-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                               | CUSIP: 3130B0TY5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $2030788.60   | 0.02%             | 2027-04-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                               | CUSIP: 3130B0X87<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $2073866.80   | 0.02%             | 2034-03-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3131XGJV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    212881 | PA      | $217849.64    | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3131XJTA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56564 | PA      | $55362.05     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3131XLT64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    475265 | PA      | $440041.83    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3131XV6Z3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    196395 | PA      | $185301.93    | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3131XVRE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1612447 | PA      | $1464836.38   | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3131XX3V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    284163 | PA      | $274584.73    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3131XX6Y2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    278464 | PA      | $261520.16    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3131Y0MU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117177 | PA      | $116355.30    | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3131Y3DA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    750117 | PA      | $722749.28    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3131Y3GG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    961323 | PA      | $926250.02    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31329KXR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    190682 | PA      | $181502.88    | 0.00%             | 2038-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31329NJX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    655998 | PA      | $660257.66    | 0.01%             | 2034-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31329NU48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    395366 | PA      | $371287.20    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31329PKM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    272085 | PA      | $262161.74    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31329PXL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    449303 | PA      | $446150.65    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31329QWE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192991 | PA      | $185476.33    | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A2VR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102259 | PA      | $108838.54    | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A37H7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60284 | PA      | $58946.73     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A3J35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1209764 | PA      | $1265610.60   | 0.01%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A3NG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    216276 | PA      | $212252.03    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A4NP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    307155 | PA      | $299769.08    | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A4Q68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1133981 | PA      | $1083766.29   | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A5CN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    304790 | PA      | $288916.77    | 0.00%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A5DN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    592465 | PA      | $540870.09    | 0.01%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A5DX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114118 | PA      | $107711.70    | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A5FS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    341542 | PA      | $310276.34    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A5HT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    457879 | PA      | $414701.59    | 0.00%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A5JC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    206145 | PA      | $193600.73    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A8EC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127904 | PA      | $126063.99    | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A8VU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    384628 | PA      | $378213.01    | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A9QP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95373 | PA      | $93340.70     | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A9SL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38682 | PA      | $37195.47     | 0.00%             | 2031-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A9U21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117184 | PA      | $115748.02    | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132AA2W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73510 | PA      | $73362.51     | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132ABAV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114871 | PA      | $112628.68    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132ACBA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    508058 | PA      | $464115.06    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132ACCM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87408 | PA      | $87030.26     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132ACLE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    154594 | PA      | $147381.62    | 0.00%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132ACQ37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103207 | PA      | $102482.54    | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132AD3M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    327614 | PA      | $325973.37    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132ADPF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    257696 | PA      | $261778.25    | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132AEB39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1096842 | PA      | $1089868.02   | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132AEE44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113752 | PA      | $102115.16    | 0.00%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132AEEZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215425 | PA      | $207025.38    | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132AEJ80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    236107 | PA      | $226901.42    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132AEKB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    229995 | PA      | $206466.04    | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132AEKC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    164402 | PA      | $159945.85    | 0.00%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132CWAQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140085 | PA      | $138671.82    | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132CWCV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    544234 | PA      | $537795.39    | 0.01%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132CWHJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    278238 | PA      | $273416.59    | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132CWHK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    314121 | PA      | $309148.58    | 0.00%             | 2032-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132CWTN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    539427 | PA      | $489618.57    | 0.01%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132CWY81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    884021 | PA      | $836671.03    | 0.01%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132CXBE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    411463 | PA      | $413322.29    | 0.00%             | 2038-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D53R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    368313 | PA      | $352549.22    | 0.00%             | 2034-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D53T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75337 | PA      | $72020.75     | 0.00%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D53Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    196167 | PA      | $187385.93    | 0.00%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D54A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114599 | PA      | $112632.69    | 0.00%             | 2034-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D54D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    199070 | PA      | $190056.67    | 0.00%             | 2034-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D54E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121404 | PA      | $117788.29    | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D54K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    303215 | PA      | $289346.18    | 0.00%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D54L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    132282 | PA      | $128290.34    | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D54Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    173296 | PA      | $165283.99    | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D54R0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    161422 | PA      | $156547.95    | 0.00%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D54U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    341590 | PA      | $326816.08    | 0.00%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D54Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87653 | PA      | $82108.17     | 0.00%             | 2035-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D55H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    347963 | PA      | $325680.73    | 0.00%             | 2035-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D55J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    530606 | PA      | $506959.79    | 0.01%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D55M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    733128 | PA      | $685953.21    | 0.01%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D55N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    605009 | PA      | $577811.10    | 0.01%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D55S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2175269 | PA      | $2034622.04   | 0.02%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D55T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1552917 | PA      | $1482506.71   | 0.02%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D56B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    353800 | PA      | $323586.77    | 0.00%             | 2035-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D56C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    358391 | PA      | $327660.13    | 0.00%             | 2035-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D56K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3305485 | PA      | $3088682.86   | 0.03%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D56P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2406696 | PA      | $2197802.03   | 0.02%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D56Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1436702 | PA      | $1342026.07   | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D56U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2013703 | PA      | $1838219.77   | 0.02%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D56V9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1501820 | PA      | $1402386.87   | 0.01%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D56Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1443832 | PA      | $1317502.57   | 0.01%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D57E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1342463 | PA      | $1247881.67   | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D57J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1626332 | PA      | $1476909.54   | 0.02%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6A42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1265160 | PA      | $1146849.83   | 0.01%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6A59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1432512 | PA      | $1329792.85   | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6A83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1603191 | PA      | $1450403.01   | 0.02%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6A91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1698113 | PA      | $1576078.01   | 0.02%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6AB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1024156 | PA      | $929821.06    | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6AC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1571959 | PA      | $1460712.44   | 0.02%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6AF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1751446 | PA      | $1589710.65   | 0.02%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6AG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    552757 | PA      | $513551.96    | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6AK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1300527 | PA      | $1180126.76   | 0.01%             | 2036-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6AL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1644021 | PA      | $1527160.75   | 0.02%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6AM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    248593 | PA      | $236026.25    | 0.00%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6AP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    809206 | PA      | $734103.16    | 0.01%             | 2036-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6AQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1265288 | PA      | $1175151.07   | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6AS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142145 | PA      | $124786.02    | 0.00%             | 2036-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6AT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    728518 | PA      | $660733.02    | 0.01%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6AU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1455843 | PA      | $1351903.88   | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6AV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    265997 | PA      | $252386.38    | 0.00%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6AW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    389060 | PA      | $341002.12    | 0.00%             | 2036-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6AX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    866567 | PA      | $785734.03    | 0.01%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6AY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1427913 | PA      | $1325748.00   | 0.01%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6BD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1302412 | PA      | $1178286.00   | 0.01%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6BN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    838099 | PA      | $776131.07    | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6BR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1933920 | PA      | $1790923.23   | 0.02%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6C32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    741727 | PA      | $745232.68    | 0.01%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6E63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    641129 | PA      | $658540.82    | 0.01%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6F88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    345940 | PA      | $347502.64    | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6FW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    905928 | PA      | $918441.86    | 0.01%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6GX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    474768 | PA      | $481201.53    | 0.01%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6H29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    785095 | PA      | $786331.84    | 0.01%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6H37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    378853 | PA      | $383978.44    | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6HX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    854850 | PA      | $845449.44    | 0.01%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6JG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    682435 | PA      | $691680.34    | 0.01%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6JM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136668 | PA      | $141939.84    | 0.00%             | 2040-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DMA62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    822891 | PA      | $754252.45    | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DMES0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    965978 | PA      | $877547.14    | 0.01%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DMVD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2796931 | PA      | $2433515.83   | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DN5K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6010483 | PA      | $5165425.56   | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DN5V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3084758 | PA      | $2957125.68   | 0.03%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DNA94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1151526 | PA      | $991043.47    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DNAM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    967738 | PA      | $794974.03    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DNAX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1127657 | PA      | $969361.62    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DNGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1860424 | PA      | $1593208.75   | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DNGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1519762 | PA      | $1412333.75   | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DNV83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1979716 | PA      | $1996120.04   | 0.02%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DNWK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3229948 | PA      | $3183743.52   | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DNYL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1069142 | PA      | $1097501.43   | 0.01%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DP2B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1517036 | PA      | $1522963.83   | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DPJP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4004937 | PA      | $3320283.05   | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DPJT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3370921 | PA      | $2769262.20   | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DPKG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2268636 | PA      | $1958383.23   | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DPMN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1522814 | PA      | $1606056.72   | 0.02%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DPUZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    938291 | PA      | $978740.11    | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DQB39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3793930 | PA      | $3896018.41   | 0.04%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DQBY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1562417 | PA      | $1567319.02   | 0.02%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DQEP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3988214 | PA      | $3570034.38   | 0.04%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DQNQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4826607 | PA      | $4504714.80   | 0.05%             | 2053-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DQQN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3185606 | PA      | $3197233.38   | 0.03%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DQT22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1058606 | PA      | $1059668.62   | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DQT89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    364399 | PA      | $370644.28    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DQYK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2880346 | PA      | $2935099.94   | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DS3D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    415982 | PA      | $433728.61    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DS6Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    970248 | PA      | $1006301.57   | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DSB68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    594553 | PA      | $534122.63    | 0.01%             | 2053-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DSD33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1871326 | PA      | $1979899.39   | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DSDJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    542977 | PA      | $572261.85    | 0.01%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DSF80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1446854 | PA      | $1525830.88   | 0.02%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DSG48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    667559 | PA      | $712483.46    | 0.01%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    329476 | PA      | $329954.67    | 0.00%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DSR53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    971940 | PA      | $993702.20    | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DSTV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85879 | PA      | $91142.16     | 0.00%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DT5Y2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2665341 | PA      | $2798371.79   | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DTAU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1346413 | PA      | $1408128.77   | 0.01%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DTEZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1416793 | PA      | $1166144.28   | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DTQQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4425400 | PA      | $4572627.29   | 0.05%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DTQV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1344986 | PA      | $1401047.24   | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DU4X2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6849542 | PA      | $6907921.12   | 0.07%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DUAT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2319658 | PA      | $2400811.54   | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DULB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2382134 | PA      | $2437467.87   | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DUTH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1778612 | PA      | $1811431.88   | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DUVQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    735442 | PA      | $632235.85    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DUWX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2175336 | PA      | $2212592.22   | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV3J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    203229 | PA      | $189916.83    | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV3M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118851 | PA      | $106692.40    | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV3T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    296059 | PA      | $265770.42    | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV3U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    235213 | PA      | $219805.08    | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2798271 | PA      | $2511984.45   | 0.03%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV4A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    238901 | PA      | $223251.17    | 0.00%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV4G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    444192 | PA      | $380718.71    | 0.00%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV4H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1100633 | PA      | $988027.50    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV4J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    205713 | PA      | $192236.75    | 0.00%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV4N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1333947 | PA      | $1143329.97   | 0.01%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV4P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2628678 | PA      | $2359732.60   | 0.02%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV4Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    170623 | PA      | $159445.69    | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV4R3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    228351 | PA      | $219447.72    | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV4V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    578330 | PA      | $519159.86    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV4W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    730909 | PA      | $626464.39    | 0.01%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV4X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    218109 | PA      | $203821.08    | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV4Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220056 | PA      | $211476.22    | 0.00%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV5B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37611 | PA      | $38183.88     | 0.00%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV5D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1013894 | PA      | $910159.97    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV5K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3724759 | PA      | $3339088.59   | 0.04%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV5R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    764685 | PA      | $685269.97    | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV5T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177866 | PA      | $170519.81    | 0.00%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV5X9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    248182 | PA      | $222330.78    | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    540523 | PA      | $505684.47    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV6D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2027425 | PA      | $1815620.31   | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV6E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    204193 | PA      | $190921.01    | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV6F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    203334 | PA      | $194937.09    | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV6K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    759684 | PA      | $679962.56    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV6M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    190384 | PA      | $182523.71    | 0.00%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV6S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201967 | PA      | $156563.98    | 0.00%             | 2050-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV6U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6530852 | PA      | $5592878.83   | 0.06%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9392240 | PA      | $8047686.95   | 0.08%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV7B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8786354 | PA      | $7190315.58   | 0.08%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1688107 | PA      | $1509905.80   | 0.02%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV7J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5204938 | PA      | $4261285.09   | 0.04%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV7K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6575579 | PA      | $5378820.80   | 0.06%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DVCK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    707353 | PA      | $728474.96    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DVKM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    594985 | PA      | $578253.25    | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DVKR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1168334 | PA      | $1094559.29   | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DVKS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    906645 | PA      | $901492.34    | 0.01%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5670270 | PA      | $4913386.09   | 0.05%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DVLR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2077152 | PA      | $1796659.81   | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DVMY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1099289 | PA      | $1133719.93   | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWA45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4159105 | PA      | $3223450.73   | 0.03%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10749354 | PA      | $8777925.64   | 0.09%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1137011 | PA      | $881359.74    | 0.01%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10829972 | PA      | $8864417.70   | 0.09%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWAG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4768694 | PA      | $4079361.96   | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWAM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3876984 | PA      | $3005105.73   | 0.03%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9946509 | PA      | $8129277.93   | 0.09%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWAP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2683864 | PA      | $2295063.97   | 0.02%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWAV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5165487 | PA      | $4003641.90   | 0.04%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13016868 | PA      | $10634174.88  | 0.11%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWB44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    393890 | PA      | $304986.85    | 0.00%             | 2051-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWB51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7522929 | PA      | $6133512.05   | 0.06%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7727723 | PA      | $6589043.69   | 0.07%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWBA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5015783 | PA      | $3884674.46   | 0.04%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10849816 | PA      | $8864860.28   | 0.09%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4580796 | PA      | $3547604.94   | 0.04%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10969171 | PA      | $8958543.80   | 0.09%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3496303 | PA      | $2707588.55   | 0.03%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13618218 | PA      | $11130226.60  | 0.12%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWBS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2744733 | PA      | $2125441.77   | 0.02%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWBT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12509562 | PA      | $10207867.46  | 0.11%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWBU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5711959 | PA      | $4873837.22   | 0.05%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWBY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8104804 | PA      | $6615916.74   | 0.07%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWBZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2118905 | PA      | $1807343.30   | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1949198 | PA      | $1658652.68   | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5365247 | PA      | $4563833.93   | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6751174 | PA      | $5507288.81   | 0.06%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWCC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8256303 | PA      | $7037173.91   | 0.07%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWCE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    510395 | PA      | $474403.09    | 0.00%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9204904 | PA      | $7498383.90   | 0.08%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWCJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2083226 | PA      | $1774968.88   | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWCN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9301597 | PA      | $7572429.15   | 0.08%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6765792 | PA      | $5762540.55   | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9780967 | PA      | $7959268.85   | 0.08%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7269817 | PA      | $6200589.45   | 0.07%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4107647 | PA      | $3497311.96   | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    408905 | PA      | $363256.90    | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4714363 | PA      | $4010357.91   | 0.04%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4874081 | PA      | $4329388.53   | 0.05%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2821676 | PA      | $2830102.61   | 0.03%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWGH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6581328 | PA      | $6703536.34   | 0.07%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4320215 | PA      | $4393608.90   | 0.05%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4142476 | PA      | $4213937.99   | 0.04%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3477440 | PA      | $3536936.26   | 0.04%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWJ53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2214190 | PA      | $2277241.88   | 0.02%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWJ79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    564420 | PA      | $593032.39    | 0.01%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3507688 | PA      | $3566809.91   | 0.04%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1726214 | PA      | $1775098.07   | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWJT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500127 | PA      | $1558646.71   | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWKJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3603401 | PA      | $3743969.81   | 0.04%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWKK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1581019 | PA      | $1661170.94   | 0.02%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWMC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1913684 | PA      | $1987921.82   | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWML4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1471575 | PA      | $1511743.33   | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWMT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1987023 | PA      | $2039879.54   | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2653420 | PA      | $2648512.73   | 0.03%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3910537 | PA      | $3968819.52   | 0.04%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWMZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2389239 | PA      | $2454219.25   | 0.03%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWPK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2181769 | PA      | $2270541.15   | 0.02%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132E04G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2414026 | PA      | $2163087.93   | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132E0AL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2172283 | PA      | $1940746.54   | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132E0NS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3401076 | PA      | $2912000.57   | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132E0VN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1742545 | PA      | $1833622.12   | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132GK2H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26106 | PA      | $25126.93     | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132GK6W1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9274 | PA      | $8911.51      | 0.00%             | 2041-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132GKCK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107938 | PA      | $105949.39    | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132GKJ23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22462 | PA      | $21497.20     | 0.00%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132GKXV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    216635 | PA      | $212642.02    | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132GKZN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    195822 | PA      | $187413.71    | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132GLJ21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9944 | PA      | $9571.27      | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132GRLZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30440 | PA      | $29879.87     | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132GRUE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    162387 | PA      | $154996.48    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132GS5M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77450 | PA      | $75910.55     | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132GSDC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174589 | PA      | $170928.85    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132GSTW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113983 | PA      | $108795.41    | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132GTD53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4558 | PA      | $4370.55      | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132GTJR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19440 | PA      | $18555.58     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132GTR33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24043 | PA      | $23053.31     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132GU4P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82589 | PA      | $78830.42     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132HL4C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18565 | PA      | $17209.65     | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132HMK26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145889 | PA      | $135239.21    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132HMK91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    189616 | PA      | $180985.97    | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132HMZQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142920 | PA      | $132486.92    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132HNH51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77342 | PA      | $73821.29     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132HNZH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1696252 | PA      | $1572424.30   | 0.02%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132HP2J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    184195 | PA      | $170747.97    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132HP6C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5840 | PA      | $5414.05      | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132HPHK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175397 | PA      | $162625.99    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132HPNB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23754 | PA      | $22020.07     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132HPW34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33131 | PA      | $30712.29     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132HQ6W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37613 | PA      | $35901.16     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132HQAZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11949 | PA      | $11075.88     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132HQMW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59153 | PA      | $54834.90     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132HRMN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29471 | PA      | $28129.76     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132HRPW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24132 | PA      | $23033.58     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132J2KY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29080 | PA      | $28318.19     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132J4DH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250414 | PA      | $246244.35    | 0.00%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132J4J26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159326 | PA      | $159014.76    | 0.00%             | 2035-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132J62G8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    588444 | PA      | $545695.28    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132J6GQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    239498 | PA      | $215519.20    | 0.00%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132J7EQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24890 | PA      | $23761.68     | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132J7XT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230519 | PA      | $220070.37    | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132J7YR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47854 | PA      | $45761.44     | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132J86E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34105 | PA      | $32514.67     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132J8TR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34896 | PA      | $33314.04     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132J8TV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72300 | PA      | $66831.27     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132J8WM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2625550 | PA      | $2418222.79   | 0.03%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132JASY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20401 | PA      | $19975.82     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132JASZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16974 | PA      | $16633.64     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132JAWQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14193 | PA      | $13908.69     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132JM5V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201616 | PA      | $192216.87    | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132JMXK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54992 | PA      | $52645.31     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132JNCS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71611 | PA      | $70120.25     | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132JNF36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48189 | PA      | $47184.54     | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132JNMJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    225455 | PA      | $220693.73    | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132JNYY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37586 | PA      | $37586.95     | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132KEVG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    305784 | PA      | $302565.57    | 0.00%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132KF5Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    304218 | PA      | $297965.59    | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132M4PV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    112719 | PA      | $110492.08    | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132M9A87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    327951 | PA      | $312481.37    | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132QMEC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    687679 | PA      | $652470.55    | 0.01%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132QNHM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21943 | PA      | $20835.54     | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132QQMD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    251249 | PA      | $244213.64    | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132QQTV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    539026 | PA      | $507263.11    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132QRMU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    396506 | PA      | $373140.32    | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132WJEA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000198 | PA      | $944656.77    | 0.01%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132WLTW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    262217 | PA      | $246556.45    | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132WPRL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44856 | PA      | $42176.73     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132XCRY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116172 | PA      | $109981.24    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132XTF45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    292046 | PA      | $274602.40    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132XUJ30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    984488 | PA      | $925686.25    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132XVXB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2250005 | PA      | $2115625.50   | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335A3Z9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    161931 | PA      | $165962.51    | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335A5Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    194583 | PA      | $194209.91    | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335AA81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215478 | PA      | $205690.56    | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335ACS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    168272 | PA      | $164421.67    | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335ALY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110989 | PA      | $115814.05    | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335AMN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69975 | PA      | $71599.17     | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335ANN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    363752 | PA      | $353566.73    | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335AS33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    269135 | PA      | $256884.48    | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335AU55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1433238 | PA      | $1362751.42   | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335AW79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68807 | PA      | $70522.34     | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335AXH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39250 | PA      | $41904.27     | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    568029 | PA      | $536466.96    | 0.01%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335B6G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46949 | PA      | $47302.54     | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335BA22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117773 | PA      | $120856.21    | 0.00%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335BAL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1497558 | PA      | $1447536.89   | 0.02%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335BDT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31732 | PA      | $33077.94     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335BF76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1406503 | PA      | $1295825.92   | 0.01%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335BGB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1058815 | PA      | $1010619.20   | 0.01%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335BGG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    223004 | PA      | $218327.34    | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335BJC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    332652 | PA      | $335158.56    | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335BJZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    408104 | PA      | $400582.30    | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335BPP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84572 | PA      | $89769.37     | 0.00%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335BQ82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126716 | PA      | $120948.24    | 0.00%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335BRM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    571761 | PA      | $545107.34    | 0.01%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335BTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    402709 | PA      | $389601.47    | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335BUF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    154952 | PA      | $158713.30    | 0.00%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335BZN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129385 | PA      | $125822.03    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335CAA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77476 | PA      | $80796.86     | 0.00%             | 2041-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335CAJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    515093 | PA      | $467077.61    | 0.00%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335CHJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    260135 | PA      | $254714.52    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335CHQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    380993 | PA      | $362007.99    | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31339SP82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46423 | PA      | $47213.48     | 0.00%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31339SQJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    357319 | PA      | $320763.12    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31339SVQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    512895 | PA      | $479292.24    | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133A12G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    563605 | PA      | $508544.55    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133A94U6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    893214 | PA      | $730968.29    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133ABPQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1508567 | PA      | $1246089.04   | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133AFD57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3259670 | PA      | $2677867.84   | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133AKTM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1899555 | PA      | $1571236.00   | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133AMPR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    674910 | PA      | $528680.88    | 0.01%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133AVBJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2972743 | PA      | $2518147.41   | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133B3HA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5093526 | PA      | $4586677.63   | 0.05%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133B5BB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2921585 | PA      | $2514784.25   | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133B8AL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    783458 | PA      | $666410.34    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133B9ZC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1768892 | PA      | $1635742.73   | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133BJNZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1695987 | PA      | $1671076.11   | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133BKHB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215558 | PA      | $221115.86    | 0.00%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133BMQG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2041989 | PA      | $2011728.62   | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133BQ5S1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76808 | PA      | $78347.57     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133CAGF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1742218 | PA      | $1831060.44   | 0.02%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133CYR83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1110736 | PA      | $1110162.14   | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133D3JD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    243312 | PA      | $228981.13    | 0.00%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                         | Federal Farm Credit Banks Funding Corp                                                | CUSIP: 3133EP5U5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $1014563.00   | 0.01%             | 2029-03-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                         | Federal Farm Credit Banks Funding Corp                                                | CUSIP: 3133ETBF3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $1010664.00   | 0.01%             | 2030-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133GCBZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1682223 | PA      | $1571032.29   | 0.02%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KGGK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    468874 | PA      | $450613.98    | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KGGT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    195400 | PA      | $182620.35    | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KGU22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    171808 | PA      | $154230.81    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KGWD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    923058 | PA      | $862499.40    | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KJDQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2362095 | PA      | $1954399.28   | 0.02%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KJJC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1075644 | PA      | $926283.73    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KJMA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    778290 | PA      | $644259.21    | 0.01%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KKC31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7428801 | PA      | $6144291.86   | 0.06%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KKGL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1282333 | PA      | $993901.71    | 0.01%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KKU72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1009556 | PA      | $855534.82    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KL2T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1365496 | PA      | $1157007.55   | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KLA23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2752013 | PA      | $2260802.06   | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KLBE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140439 | PA      | $109398.36    | 0.00%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1350706 | PA      | $1166404.76   | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KLWM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1379847 | PA      | $1221113.53   | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KMBC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2250437 | PA      | $1904168.95   | 0.02%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KME84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3714880 | PA      | $3143889.37   | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KMFR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5385666 | PA      | $4641359.58   | 0.05%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KND83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    911259 | PA      | $806430.02    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KPKP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    843956 | PA      | $848402.96    | 0.01%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KPZG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    951147 | PA      | $978357.72    | 0.01%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KQ2R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1738833 | PA      | $1768609.70   | 0.02%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KQQC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2832075 | PA      | $2954175.60   | 0.03%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KRMV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1002977 | PA      | $1032433.58   | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KRPV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3534794 | PA      | $3598326.60   | 0.04%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KRPW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    228264 | PA      | $233589.05    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KRV84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1565390 | PA      | $1616153.13   | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYS83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65100 | PA      | $59515.65     | 0.00%             | 2040-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67185 | PA      | $63163.41     | 0.00%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYSK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95702 | PA      | $89972.51     | 0.00%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYSQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    337582 | PA      | $317373.15    | 0.00%             | 2040-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYSV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88454 | PA      | $80951.18     | 0.00%             | 2040-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYSW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    173213 | PA      | $162843.74    | 0.00%             | 2040-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYSZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115634 | PA      | $105861.19    | 0.00%             | 2040-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYTE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    216537 | PA      | $203781.45    | 0.00%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYTQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    714322 | PA      | $652217.18    | 0.01%             | 2040-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYTW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    401540 | PA      | $355970.69    | 0.00%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYTX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    569075 | PA      | $519378.54    | 0.01%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYU80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    943910 | PA      | $801608.97    | 0.01%             | 2041-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYUP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1493689 | PA      | $1318992.86   | 0.01%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYUT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    379976 | PA      | $325021.16    | 0.00%             | 2041-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYUU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1788379 | PA      | $1577975.55   | 0.02%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYUY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    325189 | PA      | $277905.81    | 0.00%             | 2041-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYUZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    674607 | PA      | $594771.21    | 0.01%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYVB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    688354 | PA      | $584366.28    | 0.01%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYVC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    664782 | PA      | $584904.24    | 0.01%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYVE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    418244 | PA      | $354930.56    | 0.00%             | 2041-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYVF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    998103 | PA      | $877549.00    | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYVK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1003599 | PA      | $881753.98    | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYVN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1029338 | PA      | $903725.83    | 0.01%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133L8B95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    802567 | PA      | $729118.53    | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133L8CN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    590638 | PA      | $536904.20    | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133USHZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5198677 | PA      | $4487144.19   | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                               | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1900000 | PA      | $2078573.59   | 0.02%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31346Y2X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    984810 | PA      | $844081.25    | 0.01%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | Federal Home Loan Mortgage Corp                                                       | CUSIP: 3134A3U46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $553915.55    | 0.01%             | 2029-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | Federal Home Loan Mortgage Corp                                                       | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1564000 | PA      | $1781792.63   | 0.02%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | Federal Home Loan Mortgage Corp                                                       | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    700000 | PA      | $791818.65    | 0.01%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                                 | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    527000 | PA      | $594713.91    | 0.01%             | 2030-01-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                                 | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $1142371.20   | 0.01%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                                 | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2700000 | PA      | $3044687.40   | 0.03%             | 2030-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                                 | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $881323.90    | 0.01%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                                 | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   6000000 | PA      | $5720179.20   | 0.06%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31368HNN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56270 | PA      | $57602.37     | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31368HNW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1262433 | PA      | $1238952.42   | 0.01%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                       | CUSIP: 3136ASVZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1430015 | PA      | $1420991.08   | 0.01%             | 2026-05-25      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31371K6C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42155 | PA      | $43524.80     | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31371LCD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43868 | PA      | $44773.06     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31371LPJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51009 | PA      | $53061.51     | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                             | Federal Realty OP LP                                                                  | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    200000 | PA      | $174963.22    | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                             | Federal Realty OP LP                                                                  | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    200000 | PA      | $197717.84    | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                             | Federal Realty OP LP                                                                  | CUSIP: 313747AZ0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    215000 | PA      | $207622.60    | 0.00%             | 2029-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                             | Federal Realty OP LP                                                                  | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    145000 | PA      | $148678.52    | 0.00%             | 2028-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31374CQC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64847 | PA      | $67455.89     | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31374TW47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14392 | PA      | $14598.26     | 0.00%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31376KKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68258 | PA      | $71002.53     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                           | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137BNGT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92900 | PA      | $92900.19     | 0.00%             | 2026-01-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                           | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137BPW21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    671802 | PA      | $669336.86    | 0.01%             | 2026-03-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137BSP72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $743779.65    | 0.01%             | 2026-08-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137BTUM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    495432 | PA      | $492840.55    | 0.01%             | 2026-11-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                           | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137BUX60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    256448 | PA      | $255190.55    | 0.00%             | 2026-12-25      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137BXQY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107000 | PA      | $106265.26    | 0.00%             | 2027-03-25      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                           | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137F4D41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8166534 | PA      | $8132109.25   | 0.09%             | 2028-01-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FCJK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    308000 | PA      | $305300.26    | 0.00%             | 2027-11-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                           | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FCLD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4768000 | PA      | $4722922.37   | 0.05%             | 2027-11-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FDES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1760000 | PA      | $1730605.54   | 0.02%             | 2032-04-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FEBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1489708.95   | 0.02%             | 2027-12-25      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FG6T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    835000 | PA      | $805664.45    | 0.01%             | 2033-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FGR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1183000 | PA      | $1183606.41   | 0.01%             | 2028-06-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FHQ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1700000 | PA      | $1695320.58   | 0.02%             | 2033-05-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FJXV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2100000 | PA      | $2110820.46   | 0.02%             | 2028-09-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FJZ93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1996571.40   | 0.02%             | 2028-10-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FK4M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    900000 | PA      | $904754.79    | 0.01%             | 2028-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FKUP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2487440 | PA      | $2482429.88   | 0.03%             | 2028-12-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FKZZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2600000 | PA      | $2587816.66   | 0.03%             | 2029-01-25      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FL6P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2990000 | PA      | $2964918.39   | 0.03%             | 2029-01-25      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FLN91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $791635.20    | 0.01%             | 2029-03-25      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FLYJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $485367.25    | 0.01%             | 2031-03-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FMTS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1425000 | PA      | $1350811.65   | 0.01%             | 2031-05-25      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FPHK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $475823.25    | 0.01%             | 2029-08-25      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FQ3A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $766268.40    | 0.01%             | 2029-09-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FQKN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2200000 | PA      | $2101156.64   | 0.02%             | 2029-11-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FUZV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1790810.80   | 0.02%             | 2030-05-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FXYV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1367638.20   | 0.01%             | 2031-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FYZK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $671216.70    | 0.01%             | 2028-03-25      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137H1YS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3500000 | PA      | $3104359.30   | 0.03%             | 2031-06-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137H2AD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $891572.90    | 0.01%             | 2031-07-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137H3EV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $894412.90    | 0.01%             | 2031-08-25      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137H7M91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2060000 | PA      | $1863757.60   | 0.02%             | 2032-04-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137H93C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3185000 | PA      | $3054943.07   | 0.03%             | 2032-08-25      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1600000 | PA      | $1549056.00   | 0.02%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137H9PB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4200000 | PA      | $4085606.28   | 0.04%             | 2032-12-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137HAAG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $396980.92    | 0.00%             | 2033-05-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137HCH39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1048592.00   | 0.01%             | 2031-02-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137HCXK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1561161.45   | 0.02%             | 2034-03-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31385XJW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41922 | PA      | $43284.28     | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138A2BE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88653 | PA      | $85077.14     | 0.00%             | 2040-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138A2R43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4317 | PA      | $4236.88      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138A4Y58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       755 | PA      | $754.70       | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138A5FX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145237 | PA      | $142534.48    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138A5NW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20887 | PA      | $20999.03     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138A5ZX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       531 | PA      | $529.81       | 0.00%             | 2026-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138A8EL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       774 | PA      | $771.36       | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138A8RC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21551 | PA      | $21130.26     | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138A8RJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234941 | PA      | $236550.73    | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ADDN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28773 | PA      | $29712.11     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138AEKD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75890 | PA      | $76409.02     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138AFC65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17535 | PA      | $18047.61     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138AFCY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47999 | PA      | $48327.20     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138AFV31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59694 | PA      | $61437.86     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138AFWD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23835 | PA      | $24530.89     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138AHWX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17045 | PA      | $17542.94     | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ALNP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5318 | PA      | $5287.44      | 0.00%             | 2026-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138AMTD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16374 | PA      | $16792.68     | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138AMUC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141857 | PA      | $139081.70    | 0.00%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ANCX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32709 | PA      | $32070.46     | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ANJ46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3428 | PA      | $3412.66      | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138APD54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67431 | PA      | $64273.48     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138APEQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18761 | PA      | $18508.83     | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ARH72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19473 | PA      | $19092.97     | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ASMH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1345 | PA      | $1336.63      | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ASSB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55776 | PA      | $56157.90     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ATJJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21788 | PA      | $21654.24     | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ATN63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10495 | PA      | $10567.13     | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138AV4D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94145 | PA      | $92306.70     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138AW3J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95425 | PA      | $93561.59     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138AWGL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36390 | PA      | $35679.17     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138AXJZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3022 | PA      | $3007.53      | 0.00%             | 2026-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138E0SF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31793 | PA      | $31574.84     | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138E1BZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4542 | PA      | $4512.98      | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138E1M20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41994 | PA      | $40145.52     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138E2LH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182565 | PA      | $175377.67    | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138E5YJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6132 | PA      | $6089.80      | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138E6VH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    426400 | PA      | $418052.24    | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138E7EK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    473309 | PA      | $452390.11    | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138E9YB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148433 | PA      | $142347.05    | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ECEV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82865 | PA      | $79000.12     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ECFT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4998 | PA      | $4960.92      | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EDDJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327409 | PA      | $312138.09    | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EENK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446073 | PA      | $425266.29    | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EERL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178962 | PA      | $174985.67    | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EGAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       170 | PA      | $169.54       | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EGCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218374 | PA      | $219757.27    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EGCF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35161 | PA      | $35993.77     | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EGHW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103343 | PA      | $105798.48    | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EGVA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5345 | PA      | $5469.32      | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EGYR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22646 | PA      | $23917.05     | 0.00%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12328 | PA      | $13274.84     | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EHBD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107495 | PA      | $105494.36    | 0.00%             | 2041-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EHFE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18117 | PA      | $19508.48     | 0.00%             | 2039-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EHJW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23191 | PA      | $24972.24     | 0.00%             | 2039-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EHKF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7163 | PA      | $7023.19      | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EHR87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41325 | PA      | $41409.41     | 0.00%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EJ2U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46481 | PA      | $46786.37     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EJ3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78113 | PA      | $77185.32     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EJ5Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23820 | PA      | $23609.82     | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EJC71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16901 | PA      | $16707.59     | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EJLC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43521 | PA      | $43796.55     | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EJQ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    378565 | PA      | $370168.87    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EJUS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42264 | PA      | $40477.50     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EJWW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10727 | PA      | $10596.30     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EJXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    416616 | PA      | $408464.28    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EKBW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161613 | PA      | $165384.30    | 0.00%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EKMM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68819 | PA      | $68431.53     | 0.00%             | 2028-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EKMY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48498 | PA      | $51607.10     | 0.00%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EKQQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    986030 | PA      | $913115.44    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EKRG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28347 | PA      | $29547.28     | 0.00%             | 2039-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ELAF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19494 | PA      | $18641.51     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ELWC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114713 | PA      | $117437.31    | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EMNX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65786 | PA      | $60908.08     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EMUX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    411679 | PA      | $414288.78    | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EMVE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31113 | PA      | $30714.68     | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EMZQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24530 | PA      | $24219.44     | 0.00%             | 2028-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EN4L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97602 | PA      | $95783.69     | 0.00%             | 2030-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ENAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200079 | PA      | $200486.90    | 0.00%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ENHB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    684185 | PA      | $655605.60    | 0.01%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ENLA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144122 | PA      | $142310.88    | 0.00%             | 2033-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ENQS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73712 | PA      | $73703.00     | 0.00%             | 2033-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EP2J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101040 | PA      | $99864.17     | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EP4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327795 | PA      | $301651.52    | 0.00%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EPAC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    849989 | PA      | $851724.03    | 0.01%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EPG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1707148 | PA      | $1656593.52   | 0.02%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EPSG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191191 | PA      | $192403.89    | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EPWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199947 | PA      | $190006.49    | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EPWT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144752 | PA      | $132799.00    | 0.00%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EPWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60603 | PA      | $63122.47     | 0.00%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EPYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45251 | PA      | $48438.96     | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EQ7A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314257 | PA      | $305787.06    | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EQJU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84012 | PA      | $83050.39     | 0.00%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EQKS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46962 | PA      | $46682.91     | 0.00%             | 2030-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ER2P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228452 | PA      | $229900.24    | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ER5N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121906 | PA      | $120276.23    | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ER6B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    358177 | PA      | $325387.41    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ERAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1279254 | PA      | $1177228.40   | 0.01%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ERC73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173233 | PA      | $168202.54    | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ERCL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142752 | PA      | $151367.10    | 0.00%             | 2041-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ERHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157644 | PA      | $158643.45    | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ERJU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104816 | PA      | $101496.04    | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ERSC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306516 | PA      | $300812.45    | 0.00%             | 2043-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ERTU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67900 | PA      | $71996.27     | 0.00%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ERUC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    342053 | PA      | $334430.95    | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ERV23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190187 | PA      | $175018.88    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ERV49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    979553 | PA      | $933857.08    | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ERVL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70296 | PA      | $69436.34     | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ERW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32868 | PA      | $32471.94     | 0.00%             | 2030-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ESB64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1147272 | PA      | $1062200.60   | 0.01%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ET2G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    799033 | PA      | $760914.32    | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ETC53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337005 | PA      | $328595.77    | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ETK88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    345038 | PA      | $337347.89    | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ETKK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    469657 | PA      | $447248.75    | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ETRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204933 | PA      | $203937.42    | 0.00%             | 2031-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ETUP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44700 | PA      | $43800.45     | 0.00%             | 2036-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ETZD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179566 | PA      | $179931.72    | 0.00%             | 2043-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138LTMS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    523935 | PA      | $485088.95    | 0.01%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138LUSQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31775 | PA      | $29419.14     | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138LUSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147819 | PA      | $141645.68    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138LWCJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59100 | PA      | $56343.56     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138LWQ87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4874 | PA      | $4834.59      | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138LWTY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4665 | PA      | $4655.12      | 0.00%             | 2027-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138LY4U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    770092 | PA      | $734139.87    | 0.01%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138LYML8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119201 | PA      | $110362.36    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138M2BF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19891 | PA      | $20032.32     | 0.00%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138M3RR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    334162 | PA      | $320027.88    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138M4ZR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    607716 | PA      | $562657.72    | 0.01%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138M7CB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48788 | PA      | $46788.55     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138M7WU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62873 | PA      | $58210.57     | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138MBKA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    271304 | PA      | $258637.12    | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138MBMB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37480 | PA      | $34701.09     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138MBWC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4701 | PA      | $4657.75      | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138MDS52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110807 | PA      | $102590.43    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138MDZA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282407 | PA      | $269232.13    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138MFPX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4919 | PA      | $4856.84      | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138MFQD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15221 | PA      | $14092.34     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138MGK53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1767 | PA      | $1744.30      | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138MJSP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8884 | PA      | $8803.02      | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138MJXK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30158 | PA      | $27921.83     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138MKQ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47438 | PA      | $46429.64     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138MLXD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110800 | PA      | $102584.03    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138MPCV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11185 | PA      | $11036.07     | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138MRA43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5974 | PA      | $5890.47      | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138NXH42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99607 | PA      | $92224.76     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138NY4L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45115 | PA      | $40553.81     | 0.00%             | 2043-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138NYGM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14392 | PA      | $13720.33     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138NYWY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    777539 | PA      | $719881.90    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W15X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157169 | PA      | $149671.17    | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W1GE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70350 | PA      | $65132.82     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W1KQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13995 | PA      | $13837.87     | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W1SQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151556 | PA      | $139728.36    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W6BW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25746 | PA      | $23693.20     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W7PW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38254 | PA      | $37401.82     | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W92S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    615540 | PA      | $601834.22    | 0.01%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W9AS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164590 | PA      | $151462.66    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W9AU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330671 | PA      | $304296.86    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W9B74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89330 | PA      | $88534.45     | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W9BN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189313 | PA      | $174213.66    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W9BR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90629 | PA      | $89431.69     | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W9GT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301377 | PA      | $288030.19    | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W9KB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72920 | PA      | $71931.91     | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W9KC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23764 | PA      | $23442.56     | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W9KQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117291 | PA      | $107935.74    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W9KY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    550659 | PA      | $524385.13    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W9LS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44913 | PA      | $44079.06     | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W9N97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92998 | PA      | $90927.83     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WAAD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84255 | PA      | $83486.22     | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WAXP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28823 | PA      | $28789.11     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WAXQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195212 | PA      | $194985.57    | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WBBD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176949 | PA      | $173129.04    | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WBRC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    981308 | PA      | $977463.65    | 0.01%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WC2F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22027 | PA      | $21374.81     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WCAA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    342486 | PA      | $334249.80    | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WCPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183152 | PA      | $181008.97    | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WD2D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302898 | PA      | $288931.76    | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WDAD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22839 | PA      | $22571.17     | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WDJM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    470224 | PA      | $458688.16    | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WDKV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67990 | PA      | $65977.06     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WDMT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218255 | PA      | $211793.09    | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WDU58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59721 | PA      | $58107.42     | 0.00%             | 2030-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WDV65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    355187 | PA      | $336687.16    | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WDYE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165888 | PA      | $161976.78    | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WE4D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108035 | PA      | $101969.80    | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WEBK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219189 | PA      | $201617.52    | 0.00%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WEGE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53986 | PA      | $51269.04     | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WEKB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196991 | PA      | $179835.91    | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WET66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    561883 | PA      | $512949.81    | 0.01%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WEXL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    986640 | PA      | $931247.46    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WEXU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    805917 | PA      | $757557.99    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WF4G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273316 | PA      | $265363.38    | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WFB96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184264 | PA      | $173918.91    | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WFDE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233298 | PA      | $224679.23    | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WFEU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165842 | PA      | $162044.48    | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WFHX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    341688 | PA      | $322705.28    | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WFKJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    628205 | PA      | $592935.79    | 0.01%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WFKL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132127 | PA      | $124709.14    | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WFNY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243503 | PA      | $222296.88    | 0.00%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WFWY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    351320 | PA      | $346025.02    | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WFZB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316327 | PA      | $298567.61    | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WGA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    570069 | PA      | $538064.22    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WGAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243766 | PA      | $230080.50    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WGGZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147259 | PA      | $142974.99    | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WGLB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    517700 | PA      | $488634.81    | 0.01%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WGLP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270393 | PA      | $246844.79    | 0.00%             | 2046-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WGXY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23083 | PA      | $22298.39     | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WH2U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41726 | PA      | $40573.13     | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WHBB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89821 | PA      | $81599.05     | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WHBC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1007471 | PA      | $915247.40    | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WHBZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    434393 | PA      | $422959.26    | 0.00%             | 2031-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WHER9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    782035 | PA      | $710449.01    | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WHGK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331695 | PA      | $320429.40    | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WHLY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220550 | PA      | $208827.63    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WHNT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26144 | PA      | $25255.87     | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WHRL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    743984 | PA      | $703484.84    | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WHUY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214809 | PA      | $195145.68    | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WHVV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104218 | PA      | $101490.59    | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WJ4H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113626 | PA      | $107041.14    | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WJ5Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1317412 | PA      | $1274765.17   | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WJB31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236243 | PA      | $235174.19    | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WJFL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    649738 | PA      | $567251.89    | 0.01%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WJK56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186941 | PA      | $169822.40    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WJKT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    871815 | PA      | $837840.97    | 0.01%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WJL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22674 | PA      | $21791.85     | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WJM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2029337 | PA      | $1843553.60   | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WJN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    533621 | PA      | $518227.55    | 0.01%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WJQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1074161 | PA      | $1013343.24   | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WJQ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3464732 | PA      | $3147559.73   | 0.03%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WJUJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    454503 | PA      | $429455.16    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WJVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18329 | PA      | $17806.53     | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WJXB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105040 | PA      | $100297.62    | 0.00%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WKK53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375888 | PA      | $373379.77    | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WKP33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67411 | PA      | $66868.14     | 0.00%             | 2037-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WKRH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397158 | PA      | $383773.19    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WMKE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54175 | PA      | $50040.60     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WPJG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43467 | PA      | $42945.72     | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WQA28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    669536 | PA      | $616137.59    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WQAY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173073 | PA      | $159269.65    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WQCF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57267 | PA      | $56301.89     | 0.00%             | 2028-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WQF56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233906 | PA      | $223090.64    | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WQGC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36296 | PA      | $35868.53     | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WQJU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21330 | PA      | $20311.97     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WQNL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93243 | PA      | $83767.18     | 0.00%             | 2043-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WS3E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46537 | PA      | $44314.72     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WSNK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41019 | PA      | $37747.92     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WT5U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8354 | PA      | $8286.60      | 0.00%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WU7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8724 | PA      | $8614.31      | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WUAG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87709 | PA      | $85844.59     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WUH30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28709 | PA      | $28099.23     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WVEK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83328 | PA      | $81498.16     | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WVEL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41829 | PA      | $40898.16     | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WXVV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64509 | PA      | $63091.04     | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WXWP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35857 | PA      | $35094.63     | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WZT44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54266 | PA      | $51862.18     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WZVF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44833 | PA      | $42847.51     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138X0QR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37979 | PA      | $37464.35     | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138X0Y28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187093 | PA      | $172172.20    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138X0Y36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    369508 | PA      | $340038.70    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138X2HK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55609 | PA      | $53204.95     | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138X32U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50958 | PA      | $49823.05     | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138X3EH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187705 | PA      | $172734.99    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138X3EZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53628 | PA      | $52433.88     | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138X3XH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200016 | PA      | $184063.39    | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138X3XV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258467 | PA      | $252706.75    | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138X4WG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109129 | PA      | $108135.75    | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138X5SY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10392 | PA      | $10247.49     | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138X5ZU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86440 | PA      | $82316.71     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138X6WX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28792 | PA      | $28529.88     | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138X7DH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59630 | PA      | $58383.04     | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138X7X73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51142 | PA      | $50508.45     | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138X9TJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235548 | PA      | $224308.01    | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138XBV76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14514 | PA      | $14458.95     | 0.00%             | 2028-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138XBXW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61257 | PA      | $59893.13     | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138XDRY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107511 | PA      | $107387.14    | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138XR7A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161697 | PA      | $156563.36    | 0.00%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138XTTW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44677 | PA      | $43354.58     | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138XUTV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76897 | PA      | $74620.22     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138XYCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169665 | PA      | $166345.33    | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138XYRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28201 | PA      | $27878.30     | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138Y32E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    469606 | PA      | $455705.19    | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138Y3U74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220385 | PA      | $217918.44    | 0.00%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138Y3XQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186215 | PA      | $176517.20    | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138Y3Y47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117892 | PA      | $114404.90    | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138Y4KV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207350 | PA      | $196551.44    | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138Y63F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102531 | PA      | $104966.96    | 0.00%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138Y6LV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167691 | PA      | $158957.50    | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138Y9EJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113103 | PA      | $103633.32    | 0.00%             | 2044-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138YAZX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1020192 | PA      | $967052.06    | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138YBSS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    888402 | PA      | $842132.35    | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138YENY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257269 | PA      | $242825.74    | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138YHVY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86126 | PA      | $84303.45     | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138YR5K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1121408 | PA      | $1023749.92   | 0.01%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138YR6T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123410 | PA      | $120705.09    | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138YWJV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133713 | PA      | $126206.86    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                                 | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1500000 | PA      | $1653934.80   | 0.02%             | 2037-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31400CXG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22392 | PA      | $23176.31     | 0.00%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31400JRY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19138 | PA      | $19774.06     | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31400QVV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19320 | PA      | $20001.77     | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31401CGD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21770 | PA      | $22538.34     | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31402C4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52414 | PA      | $54117.03     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31402CPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297682 | PA      | $303827.22    | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31402CV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197991 | PA      | $202078.00    | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31402Q2V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36565 | PA      | $37370.29     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31402RAB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109530 | PA      | $111941.14    | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31402RAC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83643 | PA      | $85484.31     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31402RFT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13039 | PA      | $13340.57     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31402RJL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49786 | PA      | $50883.42     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31403DBY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71223 | PA      | $72869.12     | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31403DD97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112525 | PA      | $117203.47    | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31403DUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40936 | PA      | $42638.37     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31403DWH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22711 | PA      | $24372.13     | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31403DWU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136606 | PA      | $142405.61    | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31404RTU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22754 | PA      | $23223.70     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31406UHT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26886 | PA      | $27506.54     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31407JDN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47249 | PA      | $50092.21     | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31407SA44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91628 | PA      | $96818.18     | 0.00%             | 2035-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31407VFE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53942 | PA      | $56997.64     | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31408GFA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23791 | PA      | $25125.58     | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140A04E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    391839 | PA      | $405561.65    | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140A5MZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    767875 | PA      | $797825.77    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140A6MF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1301570 | PA      | $1373455.45   | 0.01%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140B4W71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1933620 | PA      | $1964984.24   | 0.02%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140B6FR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1157983 | PA      | $1205673.57   | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140BKZ72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4906068 | PA      | $5051625.07   | 0.05%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140E0E35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    546413 | PA      | $515737.24    | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140EU4Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    401135 | PA      | $364417.33    | 0.00%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140EU6X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    658791 | PA      | $598487.46    | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140EUF53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    472173 | PA      | $460756.72    | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140EUJE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103774 | PA      | $102168.87    | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140EUKS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    644950 | PA      | $608416.76    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140EUKT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34923 | PA      | $33735.76     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140EVJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    430002 | PA      | $405860.69    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140EVZB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238994 | PA      | $244732.33    | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140EW7A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141834 | PA      | $128851.30    | 0.00%             | 2046-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140EWAK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170512 | PA      | $160853.00    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140F0NQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241484 | PA      | $227925.75    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140F1WJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88635 | PA      | $87207.40     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140F36F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145080 | PA      | $131799.17    | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140F5NN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76143 | PA      | $69172.81     | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140F5QW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80625 | PA      | $73245.00     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140F9WZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105979 | PA      | $102987.29    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140FE2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    509335 | PA      | $505937.13    | 0.01%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140FE5P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27201 | PA      | $26284.77     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140FMR99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100615 | PA      | $91404.65     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140FPAV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195592 | PA      | $189000.84    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140FPCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108353 | PA      | $102073.88    | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140FPFQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241247 | PA      | $233116.65    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140FVUY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325825 | PA      | $314844.57    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140GSPG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    674609 | PA      | $633559.38    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140GXC41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1144942 | PA      | $1080046.34   | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140GXPN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1565487 | PA      | $1470224.79   | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140HAFK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    430027 | PA      | $428171.99    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140HBFK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122599 | PA      | $118125.69    | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140HBH68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    813000 | PA      | $783338.41    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140HHTP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    537821 | PA      | $518199.44    | 0.01%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140HJJP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127524 | PA      | $129663.72    | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140HKJJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    899397 | PA      | $745318.20    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J52V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1294856 | PA      | $1250874.27   | 0.01%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J55V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182373 | PA      | $178309.52    | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J55X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1205473 | PA      | $1178611.30   | 0.01%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J5DM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    562372 | PA      | $546058.65    | 0.01%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J5DT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251412 | PA      | $237725.76    | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J5FG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    687519 | PA      | $667514.17    | 0.01%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J5GG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40652 | PA      | $43261.89     | 0.00%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J5M30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292573 | PA      | $283102.23    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J5NB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89508 | PA      | $89426.01     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J5SL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    473423 | PA      | $460434.81    | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J5XG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213159 | PA      | $203214.35    | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J5Z28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    871349 | PA      | $843143.76    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J6B71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    311772 | PA      | $303328.29    | 0.00%             | 2036-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J6FN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114261 | PA      | $111414.10    | 0.00%             | 2037-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J6GJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    756088 | PA      | $713250.75    | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J6GK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    651006 | PA      | $614126.82    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J73Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202902 | PA      | $185232.33    | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J7L94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185745 | PA      | $184941.84    | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J7LS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    477736 | PA      | $455446.85    | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J7M93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397925 | PA      | $390137.25    | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J7MZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145055 | PA      | $143677.48    | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J7RV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2221667 | PA      | $2044479.58   | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J7UA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283255 | PA      | $280348.54    | 0.00%             | 2032-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J7VW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    357707 | PA      | $337435.60    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J7VX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1037132 | PA      | $993812.80    | 0.01%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J7XP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88398 | PA      | $85780.22     | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J7ZQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    745319 | PA      | $723053.10    | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J82W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    353378 | PA      | $341742.56    | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J8AL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1003036 | PA      | $946729.06    | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J8GP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    799250 | PA      | $761967.46    | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J8KS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38841 | PA      | $39492.68     | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J8TK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161873 | PA      | $158265.95    | 0.00%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J93G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    709565 | PA      | $652975.77    | 0.01%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J9DN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141918 | PA      | $140282.78    | 0.00%             | 2038-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J9HP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256008 | PA      | $241499.87    | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J9QZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55998 | PA      | $59593.54     | 0.00%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J9RA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    719231 | PA      | $703279.32    | 0.01%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    579183 | PA      | $524565.95    | 0.01%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J9U82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141353 | PA      | $140454.29    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J9UY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415725 | PA      | $423036.22    | 0.00%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J9XR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    625602 | PA      | $571119.64    | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J9ZL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    366653 | PA      | $343867.84    | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J9ZW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449462 | PA      | $446313.43    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140JAFF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214969 | PA      | $207890.87    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140JKEF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    973790 | PA      | $938259.69    | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140JQRZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244779 | PA      | $219737.27    | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140JQTQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2299705 | PA      | $2075055.45   | 0.02%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140JWNM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75460 | PA      | $76716.40     | 0.00%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140K3LH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    613340 | PA      | $550587.96    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140L5G26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2092344 | PA      | $1734474.78   | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140MFFL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1574036 | PA      | $1348694.87   | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140MMJ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1260287 | PA      | $1171933.18   | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140NA2U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1767111 | PA      | $1796933.92   | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140NRM86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1192207 | PA      | $1191290.83   | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Q7DQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123466 | PA      | $115947.18    | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Q8CV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105895 | PA      | $105186.81    | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Q8DA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    274903 | PA      | $259138.19    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Q8E35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    388239 | PA      | $364591.04    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Q8F75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    475086 | PA      | $464443.73    | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Q8SU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103804 | PA      | $101253.11    | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Q8V28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134075 | PA      | $125709.62    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Q95R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122826 | PA      | $127043.14    | 0.00%             | 2048-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Q9DF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2219197 | PA      | $2205086.54   | 0.02%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Q9F65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251223 | PA      | $249456.17    | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QARE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    517397 | PA      | $499580.95    | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QB3Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1916370 | PA      | $1731796.48   | 0.02%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QBJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    433687 | PA      | $406647.76    | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QBLY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    832083 | PA      | $780750.77    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QBPA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    509169 | PA      | $458675.07    | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QBPF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    613096 | PA      | $574380.87    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QBPL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88090 | PA      | $82319.86     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QBTW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    637828 | PA      | $596108.12    | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QBVQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    552109 | PA      | $516640.75    | 0.01%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QCD86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227656 | PA      | $220137.48    | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QCE51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    514737 | PA      | $485216.48    | 0.01%             | 2048-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QCEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    381506 | PA      | $345530.25    | 0.00%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QCKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    522904 | PA      | $490641.92    | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QCKV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    466518 | PA      | $435912.32    | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QCMP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375632 | PA      | $337201.05    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QCRJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161223 | PA      | $156451.03    | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QDA20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1462777 | PA      | $1311421.28   | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QDDN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    403095 | PA      | $362431.56    | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QDEJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1098051 | PA      | $992379.39    | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QDKQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1422019 | PA      | $1231729.77   | 0.01%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QDWM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2213017 | PA      | $2004559.84   | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QDXG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3296829 | PA      | $2795575.29   | 0.03%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QEN32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3910327 | PA      | $3386808.91   | 0.04%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QEW81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2161830 | PA      | $1869865.48   | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QEZT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    509772 | PA      | $453026.34    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QFNN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1959539 | PA      | $1585774.46   | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QFNR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3762921 | PA      | $3256800.99   | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QFRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1001361 | PA      | $781473.69    | 0.01%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QFS34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1049650 | PA      | $902602.88    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QGBZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    940667 | PA      | $834378.56    | 0.01%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QGD46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    959916 | PA      | $744240.95    | 0.01%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QGE60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3773560 | PA      | $3198009.27   | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QGL88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2808212 | PA      | $2272463.27   | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QGLT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361412 | PA      | $299118.50    | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QGPL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2160335 | PA      | $1856341.95   | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QGXH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2072677 | PA      | $1692924.08   | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QGZS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2769124 | PA      | $2274858.80   | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QHP58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    816355 | PA      | $777736.21    | 0.01%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QHPS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1056216 | PA      | $984149.02    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QKDT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    833977 | PA      | $736344.01    | 0.01%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QKN87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1934618 | PA      | $1660145.74   | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QKQH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1471496 | PA      | $1255650.01   | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QKQJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3829568 | PA      | $3244837.82   | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QKQL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    617244 | PA      | $529533.74    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QKR91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6137444 | PA      | $5266686.83   | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QL6U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3172930 | PA      | $2585132.43   | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QLDB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    695684 | PA      | $598704.22    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QLNT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2456592 | PA      | $2113373.83   | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QLPS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1894359 | PA      | $1615315.57   | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QMT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2946640 | PA      | $2537807.91   | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QMT79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4712475 | PA      | $4058643.71   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QMXS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1598207 | PA      | $1449584.02   | 0.02%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QMY24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4997166 | PA      | $4253889.59   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QNBV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2573669 | PA      | $2189362.86   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QNCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5398024 | PA      | $4391527.50   | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QNDF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2623833 | PA      | $2133689.40   | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QNDH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3565962 | PA      | $2918457.30   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QNFJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3457419 | PA      | $2963932.91   | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QPFK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    874447 | PA      | $814799.76    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QPYC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4536160 | PA      | $4597453.37   | 0.05%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QPYD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2683217 | PA      | $2715079.97   | 0.03%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QQCB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1800988 | PA      | $1822265.12   | 0.02%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QQF91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3823012 | PA      | $3957541.73   | 0.04%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QQFN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4438021 | PA      | $4393408.02   | 0.05%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QQNX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2160358 | PA      | $2230359.88   | 0.02%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QRKR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2203206 | PA      | $2296900.89   | 0.02%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QS4E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1488125 | PA      | $1542359.40   | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QS4J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1929970 | PA      | $2012309.93   | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QSHP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2307298 | PA      | $2411402.96   | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QSTU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    416491 | PA      | $417983.88    | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QT2Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    431193 | PA      | $440874.69    | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QT3E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2352688 | PA      | $2453113.39   | 0.03%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QTCM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    948260 | PA      | $1001654.67   | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QTED7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1706168 | PA      | $1736324.36   | 0.02%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QTH36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    985036 | PA      | $1025579.47   | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QTK99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2138636 | PA      | $2255370.42   | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QTKN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    824307 | PA      | $859489.09    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QU7E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1243651 | PA      | $1272281.41   | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QUBV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2863131 | PA      | $2911126.07   | 0.03%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QUNV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2267586 | PA      | $2336735.94   | 0.02%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QUYV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1266603 | PA      | $1332988.87   | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QVA20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    983884 | PA      | $1036780.14   | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QVA46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    633552 | PA      | $668605.09    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QVWB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1142300 | PA      | $1154815.06   | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QVWQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    613745 | PA      | $619664.28    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QWCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1903591 | PA      | $1955568.07   | 0.02%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140W1YY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    955076 | PA      | $909143.29    | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140W26W6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    477869 | PA      | $501401.48    | 0.01%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140W2MM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1430781 | PA      | $1496360.91   | 0.02%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140W2W72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1900280 | PA      | $1472783.44   | 0.02%             | 2051-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X3AJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197950 | PA      | $185450.12    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X43Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2033605 | PA      | $1871417.02   | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X45X0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    909461 | PA      | $889289.22    | 0.01%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X46F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    781164 | PA      | $785669.16    | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X4F84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    378882 | PA      | $366406.70    | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X4H25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    368455 | PA      | $346033.64    | 0.00%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X4H66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65390 | PA      | $63658.13     | 0.00%             | 2033-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X4LB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159296 | PA      | $149364.48    | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X4UD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    387953 | PA      | $376664.83    | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X4UE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    501818 | PA      | $491999.12    | 0.01%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X4YV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1164637 | PA      | $1113065.09   | 0.01%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X5BW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203216 | PA      | $200242.29    | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X5DB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116362 | PA      | $114737.18    | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X5F40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110869 | PA      | $112951.02    | 0.00%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X5KU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1091538 | PA      | $1043078.64   | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X5RY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304302 | PA      | $309420.44    | 0.00%             | 2049-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X5SR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    281223 | PA      | $282846.12    | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X5UA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    507421 | PA      | $503858.41    | 0.01%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X6P47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    764784 | PA      | $739029.02    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X6TF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1413375 | PA      | $1276757.78   | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X6VR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229431 | PA      | $226505.68    | 0.00%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X6XB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124917 | PA      | $123261.85    | 0.00%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X73K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3571587 | PA      | $2959739.12   | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X74W6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    478124 | PA      | $478562.43    | 0.01%             | 2034-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X7B73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2444982 | PA      | $2094968.81   | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X7H69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    520574 | PA      | $472918.95    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X7PW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    394336 | PA      | $382027.24    | 0.00%             | 2033-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X7UA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    538765 | PA      | $523091.28    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X7VU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1652017 | PA      | $1426791.73   | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X7XC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    697119 | PA      | $674967.08    | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X7Y86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2654542 | PA      | $2391285.09   | 0.03%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X7YP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4094395 | PA      | $3675515.52   | 0.04%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X8JQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301239 | PA      | $299837.43    | 0.00%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X8MU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3669248 | PA      | $2969366.47   | 0.03%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X8P92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6660544 | PA      | $5498331.28   | 0.06%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X8TA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    790078 | PA      | $650619.49    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X8XW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    692791 | PA      | $638320.62    | 0.01%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X8XX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    274447 | PA      | $268329.89    | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X9GT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1512487 | PA      | $1412503.84   | 0.01%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X9UB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1568102 | PA      | $1213494.93   | 0.01%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XA2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    571159 | PA      | $467449.87    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XAVV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12267728 | PA      | $10120445.38  | 0.11%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XAWD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398915 | PA      | $329735.50    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XB7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1456229 | PA      | $1354968.26   | 0.01%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XBFX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    821216 | PA      | $709314.00    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XBMU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309296 | PA      | $306017.08    | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XCLP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1725062 | PA      | $1419117.79   | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XD7G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2186682 | PA      | $1875231.83   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XDRX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    727853 | PA      | $626132.14    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XFSJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2406881 | PA      | $2166517.68   | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XFVY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    947737 | PA      | $849630.60    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XGV30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4063124 | PA      | $3632418.25   | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XH6W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3214272 | PA      | $3091468.55   | 0.03%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XJMC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    369644 | PA      | $380120.46    | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XJW90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1673221 | PA      | $1384239.80   | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XJZS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2933179 | PA      | $2969470.85   | 0.03%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XKJZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2522503 | PA      | $2666764.06   | 0.03%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XKUA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    681552 | PA      | $717385.79    | 0.01%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XLE38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    467665 | PA      | $475993.32    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XLNC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5251903 | PA      | $4333197.24   | 0.05%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XLNS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3837714 | PA      | $3295586.70   | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XLPR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2756489 | PA      | $2838901.56   | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XLQW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2416239 | PA      | $2506066.62   | 0.03%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XLWG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2419339 | PA      | $2084236.01   | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XM2T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2249307 | PA      | $2087488.06   | 0.02%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XM3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4373975 | PA      | $4493815.80   | 0.05%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XMMT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    439908 | PA      | $454695.75    | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XMYT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2652583 | PA      | $2347421.67   | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XNAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2269195 | PA      | $2342810.01   | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XNFP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1702850 | PA      | $1403818.26   | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XNT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    910010 | PA      | $959667.48    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XNZL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    950189 | PA      | $994842.34    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XNZN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95833 | PA      | $102912.52    | 0.00%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XPCN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1874752 | PA      | $1878297.27   | 0.02%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XPTU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    787407 | PA      | $732698.74    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XPXF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    808499 | PA      | $842992.60    | 0.01%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XQM95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1542727 | PA      | $1573005.72   | 0.02%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XQN94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    428498 | PA      | $436621.18    | 0.00%             | 2043-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XQT80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    829989 | PA      | $867503.85    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XRXV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    464530 | PA      | $466576.03    | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Y6DD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2173437 | PA      | $2236106.96   | 0.02%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Y6S43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1834714 | PA      | $1892715.69   | 0.02%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Y6SW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1357281 | PA      | $1395578.43   | 0.01%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Y6TX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1434205 | PA      | $1469994.75   | 0.02%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410BF66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13299 | PA      | $14103.22     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410F4Z5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24532 | PA      | $25072.59     | 0.00%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410FUZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207864 | PA      | $216226.21    | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410GJS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45307 | PA      | $47174.83     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410GPR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34434 | PA      | $37076.83     | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410GQ22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24905 | PA      | $26726.71     | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410GWK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97220 | PA      | $102675.11    | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410GYN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23045 | PA      | $23520.77     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410GZ97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65977 | PA      | $70069.38     | 0.00%             | 2034-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410KC28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45352 | PA      | $47278.73     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200361 | PA      | $212452.72    | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410KJT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15617 | PA      | $16559.70     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146339 | PA      | $155734.08    | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410KKX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171498 | PA      | $178759.65    | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410KLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44885 | PA      | $46690.03     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410KNH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30847 | PA      | $32157.47     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410KVW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70702 | PA      | $72999.38     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410LF49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21952 | PA      | $23056.21     | 0.00%             | 2041-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410LFB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14024 | PA      | $14148.09     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410LHW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68533 | PA      | $67090.94     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410LNY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72172 | PA      | $73974.59     | 0.00%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410LSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373434 | PA      | $374195.11    | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410LTW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50107 | PA      | $47293.76     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410LUB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151962 | PA      | $148943.71    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31411DS59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20307 | PA      | $21165.24     | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31412PG70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41733 | PA      | $41933.28     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31412PJ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13654 | PA      | $13719.97     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31412PK34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36537 | PA      | $35859.95     | 0.00%             | 2039-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31412Q2T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22067 | PA      | $22172.64     | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31412QF95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54122 | PA      | $55400.82     | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31412QXZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1777993 | PA      | $1786541.93   | 0.02%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31412QZ85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31855 | PA      | $32008.34     | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31412REK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185333 | PA      | $190740.56    | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31412REL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55470 | PA      | $56989.82     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31413BTW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29741 | PA      | $31005.13     | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31413HDF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23449 | PA      | $25253.83     | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31413JZR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15193 | PA      | $16165.11     | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31413TJC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17048 | PA      | $18138.23     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31415YKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23710 | PA      | $23823.96     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416BGE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112373 | PA      | $116024.35    | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416BK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111077 | PA      | $115798.19    | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416BMS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19094 | PA      | $20323.01     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416BN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49139 | PA      | $51115.61     | 0.00%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416BP93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119770 | PA      | $124764.83    | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416BRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51649 | PA      | $52786.88     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416CCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32680 | PA      | $32837.15     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416CEZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54431 | PA      | $54693.09     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416JAS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86468 | PA      | $88536.44     | 0.00%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416NE65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27986 | PA      | $27467.30     | 0.00%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416Q6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24856 | PA      | $24975.71     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416RGD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    281596 | PA      | $276397.56    | 0.00%             | 2039-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416RHJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87076 | PA      | $87493.99     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416RRB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117853 | PA      | $118419.23    | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416RRG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34588 | PA      | $34754.83     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416TF61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8305 | PA      | $8501.67      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416TL56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292538 | PA      | $299452.51    | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416VSW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153231 | PA      | $159600.60    | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416WFW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20732 | PA      | $20863.82     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416WTV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372077 | PA      | $365153.00    | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416WWF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64630 | PA      | $65040.51     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416WYH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347010 | PA      | $333210.72    | 0.00%             | 2040-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416WZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66631 | PA      | $65391.18     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416X4Z0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17063 | PA      | $17203.12     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416X7G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17224 | PA      | $17258.60     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416XAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77197 | PA      | $75762.29     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416XJR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127756 | PA      | $122602.80    | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416XQT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36546 | PA      | $35866.65     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416XYL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1074 | PA      | $1070.89      | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416Y3D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       900 | PA      | $896.21       | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416YCS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11013 | PA      | $11353.06     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416YLL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397162 | PA      | $397973.64    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416YT81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14706 | PA      | $14807.11     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416YZ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73373 | PA      | $74007.30     | 0.00%             | 2035-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417A6Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47120 | PA      | $46781.15     | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417AJP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    311688 | PA      | $298035.76    | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417AP60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105217 | PA      | $101074.28    | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417AVT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59511 | PA      | $57168.34     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417BRG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69677 | PA      | $68873.49     | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417BUK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13638 | PA      | $13473.57     | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417C3W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    343704 | PA      | $318215.48    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417CAZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52424 | PA      | $50206.64     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417CB79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70248 | PA      | $65039.59     | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417CCK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196961 | PA      | $187773.79    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417CKY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46826 | PA      | $46300.18     | 0.00%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417CR56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37173 | PA      | $36846.66     | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417CZA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75565 | PA      | $74681.32     | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417D2M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97205 | PA      | $89996.82     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417DAV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78200 | PA      | $74551.91     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417DDA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29748 | PA      | $27542.14     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417DG80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286501 | PA      | $273127.58    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417DKW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310652 | PA      | $296159.51    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417DKZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    267900 | PA      | $255401.98    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417DL50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10117 | PA      | $9991.28      | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417DLP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211504 | PA      | $201637.20    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417DMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62383 | PA      | $57769.75     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417DTN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121998 | PA      | $112951.46    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417ECJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106592 | PA      | $98695.33     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417ECP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313565 | PA      | $290286.97    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417EFE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    644764 | PA      | $596953.25    | 0.01%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417EGH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1383233 | PA      | $1280657.55   | 0.01%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417EJK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295784 | PA      | $281972.51    | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417ES44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445745 | PA      | $412690.11    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417ESA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372696 | PA      | $367658.79    | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417EUV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51271 | PA      | $50560.68     | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417F7F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108946 | PA      | $107692.64    | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417FMN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    530928 | PA      | $477255.50    | 0.01%             | 2043-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417FNL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8363 | PA      | $8245.92      | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417FSB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247641 | PA      | $227864.30    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417FYY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96088 | PA      | $88424.06     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417G2M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68835 | PA      | $67953.36     | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417GLV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22890 | PA      | $21118.91     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417GWB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141142 | PA      | $134407.18    | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417HBT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    348668 | PA      | $332997.89    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417KSE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98277 | PA      | $96455.97     | 0.00%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417L2C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42584 | PA      | $46102.10     | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417MLN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54940 | PA      | $56238.68     | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417VN66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20108 | PA      | $20204.41     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417WTW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39634 | PA      | $39823.77     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417Y7H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28602 | PA      | $28302.52     | 0.00%             | 2031-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417YKR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96513 | PA      | $94723.87     | 0.00%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417YMB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19622 | PA      | $19759.34     | 0.00%             | 2030-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417YPN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43123 | PA      | $43449.83     | 0.00%             | 2030-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417YQK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76620 | PA      | $76592.96     | 0.00%             | 2030-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417YUH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30244 | PA      | $29681.17     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417YV95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284860 | PA      | $279559.70    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417YVT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4076 | PA      | $4038.70      | 0.00%             | 2031-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417YWB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123615 | PA      | $123599.23    | 0.00%             | 2031-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417YYH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58571 | PA      | $58006.69     | 0.00%             | 2031-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418A5N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28661 | PA      | $28721.43     | 0.00%             | 2029-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ABT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66117 | PA      | $65406.80     | 0.00%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ADQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54835 | PA      | $54216.41     | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ADX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199989 | PA      | $201144.11    | 0.00%             | 2042-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AE95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23317 | PA      | $23046.66     | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AEB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55145 | PA      | $54523.47     | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AGQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    345554 | PA      | $337554.59    | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AH50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1523 | PA      | $1519.35      | 0.00%             | 2027-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AJK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83522 | PA      | $81497.13     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AJV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20057 | PA      | $18569.91     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AKN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27478 | PA      | $26812.95     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AKP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143841 | PA      | $142040.93    | 0.00%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AMU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20260 | PA      | $19519.19     | 0.00%             | 2032-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AN87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47951 | PA      | $46173.07     | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AP28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104563 | PA      | $93993.25     | 0.00%             | 2043-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418APY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105525 | PA      | $102825.37    | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AQU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39155 | PA      | $38114.95     | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AT57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52018 | PA      | $49965.53     | 0.00%             | 2033-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ATC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124604 | PA      | $122791.00    | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ATZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10384 | PA      | $10208.90     | 0.00%             | 2028-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AUQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104503 | PA      | $101602.37    | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AVD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45976 | PA      | $44129.77     | 0.00%             | 2033-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55682 | PA      | $54826.86     | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65800 | PA      | $65654.39     | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AYD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67499 | PA      | $65558.11     | 0.00%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AYL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215168 | PA      | $214919.89    | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418B6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    896522 | PA      | $814455.67    | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418B6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295947 | PA      | $283887.48    | 0.00%             | 2036-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BAX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22643 | PA      | $21562.42     | 0.00%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BFA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60361 | PA      | $60170.94     | 0.00%             | 2034-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BFB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19448 | PA      | $19230.69     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BHX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58090 | PA      | $55064.66     | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BJX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110049 | PA      | $108014.50    | 0.00%             | 2034-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90692 | PA      | $87641.63     | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BL38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21155 | PA      | $20528.53     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BLF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445667 | PA      | $422456.96    | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BMN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66967 | PA      | $65681.24     | 0.00%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BQM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293170 | PA      | $282727.64    | 0.00%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BSY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    731892 | PA      | $690804.16    | 0.01%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BVH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146754 | PA      | $142485.31    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BWF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    407865 | PA      | $384967.71    | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    522241 | PA      | $476759.62    | 0.01%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BYU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    259390 | PA      | $244826.59    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BZ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109272 | PA      | $106856.17    | 0.00%             | 2036-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BZD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    564527 | PA      | $548101.80    | 0.01%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BZP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118453 | PA      | $111802.61    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418C2E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    274967 | PA      | $279322.46    | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418C3D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    627447 | PA      | $604553.20    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87925 | PA      | $84717.08     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418C5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174119 | PA      | $171818.71    | 0.00%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418C7E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141211 | PA      | $136058.99    | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418C7G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57891 | PA      | $58808.08     | 0.00%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CA87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243775 | PA      | $212828.72    | 0.00%             | 2046-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36351 | PA      | $33023.47     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1126851 | PA      | $1023697.26   | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CBG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113842 | PA      | $109105.16    | 0.00%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CBT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70708 | PA      | $66438.36     | 0.00%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2100154 | PA      | $1907898.26   | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CCM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117172 | PA      | $113974.71    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CCW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275054 | PA      | $265712.66    | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CDJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301916 | PA      | $288963.87    | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    570074 | PA      | $517886.36    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CEE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170310 | PA      | $162959.15    | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165976 | PA      | $155793.88    | 0.00%             | 2036-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CFE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119232 | PA      | $112476.43    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CFG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429345 | PA      | $410724.61    | 0.00%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CFH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80992 | PA      | $77723.12     | 0.00%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CG99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212179 | PA      | $206580.28    | 0.00%             | 2037-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276824 | PA      | $251481.68    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CGE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    756328 | PA      | $713477.18    | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CGF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379443 | PA      | $362905.08    | 0.00%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CJA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    699997 | PA      | $635912.23    | 0.01%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    430758 | PA      | $404546.40    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CJE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256397 | PA      | $247756.03    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CJG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80715 | PA      | $78595.84     | 0.00%             | 2037-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CKH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146291 | PA      | $141360.94    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192977 | PA      | $181234.79    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CMG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    569197 | PA      | $550014.22    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CMY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99216 | PA      | $98277.25     | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    589940 | PA      | $570057.58    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24550 | PA      | $23722.95     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CQA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    507775 | PA      | $476876.68    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1063080 | PA      | $1027248.42   | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    653654 | PA      | $613877.86    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156381 | PA      | $151109.64    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CS39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262710 | PA      | $237936.32    | 0.00%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2050091 | PA      | $1925338.43   | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CSD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191745 | PA      | $186193.75    | 0.00%             | 2037-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    616328 | PA      | $558209.11    | 0.01%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1301953 | PA      | $1271929.12   | 0.01%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179822 | PA      | $168646.50    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    861831 | PA      | $809385.72    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CUH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    322323 | PA      | $314776.54    | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    543905 | PA      | $510102.69    | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    413617 | PA      | $398523.28    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CV43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237926 | PA      | $236255.10    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CW26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79578 | PA      | $78610.91     | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113436 | PA      | $106386.89    | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CWT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    698402 | PA      | $672917.24    | 0.01%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    516310 | PA      | $497470.32    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    655107 | PA      | $650508.77    | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CXQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67571 | PA      | $68494.04     | 0.00%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135964 | PA      | $131003.24    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CZ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262363 | PA      | $259069.75    | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CZV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62951 | PA      | $56807.98     | 0.00%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4464735 | PA      | $3641694.79   | 0.04%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D2Q4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1143383 | PA      | $1037527.98   | 0.01%             | 2036-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D2R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    952342 | PA      | $884647.06    | 0.01%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D2U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    564343 | PA      | $478737.75    | 0.01%             | 2041-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1394016 | PA      | $1224772.26   | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D2W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    736993 | PA      | $666270.77    | 0.01%             | 2041-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D3C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184405 | PA      | $162269.64    | 0.00%             | 2036-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7633496 | PA      | $6223657.22   | 0.07%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5512720 | PA      | $4700419.95   | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D3J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297495 | PA      | $265346.07    | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D3K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    353344 | PA      | $328455.03    | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D3L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    957514 | PA      | $868643.30    | 0.01%             | 2036-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D3M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1271820 | PA      | $1181216.29   | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    531159 | PA      | $503652.09    | 0.01%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D3R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    875758 | PA      | $768887.91    | 0.01%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D3S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    524817 | PA      | $474211.75    | 0.00%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8736087 | PA      | $7126742.63   | 0.07%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5974944 | PA      | $5092676.18   | 0.05%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2056096 | PA      | $1833269.88   | 0.02%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D4B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    933409 | PA      | $845127.72    | 0.01%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D4D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373153 | PA      | $353370.60    | 0.00%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D4F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    360793 | PA      | $305840.06    | 0.00%             | 2041-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    718207 | PA      | $648619.43    | 0.01%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10429518 | PA      | $8507083.94   | 0.09%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1274855 | PA      | $1155933.76   | 0.01%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D5C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1626260 | PA      | $1509899.65   | 0.02%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D5G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1090365 | PA      | $955943.97    | 0.01%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8296543 | PA      | $6754209.80   | 0.07%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5407814 | PA      | $4605931.24   | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D6F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1097479 | PA      | $994848.01    | 0.01%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D6H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214361 | PA      | $203261.67    | 0.00%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1813885 | PA      | $1536481.43   | 0.02%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D6L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    906157 | PA      | $793877.75    | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D6M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    492620 | PA      | $444435.05    | 0.00%             | 2041-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5722957 | PA      | $4657055.74   | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D7J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1628038 | PA      | $1473441.14   | 0.02%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D7K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1786895 | PA      | $1658482.46   | 0.02%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DA85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46139 | PA      | $46907.18     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150279 | PA      | $140435.90    | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75587 | PA      | $70635.67     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DBF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109779 | PA      | $102588.51    | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DBG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310353 | PA      | $298253.55    | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DBH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69531 | PA      | $68989.72     | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DC59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215423 | PA      | $193384.99    | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DC67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230495 | PA      | $215396.45    | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DCF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42247 | PA      | $42753.86     | 0.00%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DCT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168215 | PA      | $163566.54    | 0.00%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DCX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142480 | PA      | $127903.76    | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DCY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256016 | PA      | $239246.35    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DDN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106639 | PA      | $108264.34    | 0.00%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100232 | PA      | $98589.04     | 0.00%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213800 | PA      | $199794.97    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DF49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97511 | PA      | $98996.86     | 0.00%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DFE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51680 | PA      | $49435.53     | 0.00%             | 2034-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DFF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    538955 | PA      | $461941.65    | 0.00%             | 2049-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DFQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    653709 | PA      | $586829.98    | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DFR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144391 | PA      | $134932.68    | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DGF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    512553 | PA      | $490015.95    | 0.01%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DGH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    387280 | PA      | $380728.16    | 0.00%             | 2034-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DGJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98005 | PA      | $92138.49     | 0.00%             | 2039-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DGK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    451019 | PA      | $386570.34    | 0.00%             | 2049-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DGL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    285887 | PA      | $256638.48    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DGM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128371 | PA      | $119961.77    | 0.00%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DH96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68113 | PA      | $63728.00     | 0.00%             | 2034-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DHD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    745287 | PA      | $711878.33    | 0.01%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DHE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270387 | PA      | $262518.12    | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DHH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100106 | PA      | $94113.16     | 0.00%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DHK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    793877 | PA      | $680434.28    | 0.01%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DHL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    546408 | PA      | $490504.72    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DHM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212321 | PA      | $198411.81    | 0.00%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DJM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100557 | PA      | $92058.65     | 0.00%             | 2039-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DJN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70575 | PA      | $66349.88     | 0.00%             | 2039-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DJQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    650221 | PA      | $557304.44    | 0.01%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    935146 | PA      | $839467.99    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DKB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45180 | PA      | $41361.53     | 0.00%             | 2040-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DKJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197361 | PA      | $188290.02    | 0.00%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DKK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155946 | PA      | $151269.63    | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    814464 | PA      | $698077.17    | 0.01%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DKT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    388345 | PA      | $348611.97    | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DKU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179679 | PA      | $167908.56    | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261636 | PA      | $251435.88    | 0.00%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DLL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266931 | PA      | $254695.54    | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DLM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    341270 | PA      | $330885.05    | 0.00%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DLP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108250 | PA      | $99067.39     | 0.00%             | 2040-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DLQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77831 | PA      | $73171.77     | 0.00%             | 2040-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DLS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    259979 | PA      | $222828.29    | 0.00%             | 2050-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268145 | PA      | $240710.10    | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DMJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    969041 | PA      | $868704.00    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DN65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    423752 | PA      | $396815.73    | 0.00%             | 2035-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DN81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373053 | PA      | $361903.06    | 0.00%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DNB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    356209 | PA      | $345563.35    | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    927678 | PA      | $831335.63    | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DNJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204176 | PA      | $191015.14    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DP48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    939136 | PA      | $878996.26    | 0.01%             | 2035-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DP89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134669 | PA      | $126736.14    | 0.00%             | 2040-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5832958 | PA      | $5001585.74   | 0.05%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DPE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1653401 | PA      | $1481179.76   | 0.02%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DPF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    380882 | PA      | $356331.88    | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    285352 | PA      | $273569.43    | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    519556 | PA      | $486122.97    | 0.01%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DQ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    315673 | PA      | $301268.31    | 0.00%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1264420 | PA      | $1035622.57   | 0.01%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5277063 | PA      | $4521620.38   | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DQB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232046 | PA      | $216964.21    | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DQF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1220972 | PA      | $1166558.22   | 0.01%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5615599 | PA      | $4813462.51   | 0.05%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DQZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    362946 | PA      | $321757.05    | 0.00%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DRH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77301 | PA      | $76486.75     | 0.00%             | 2050-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    388735 | PA      | $344349.94    | 0.00%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1010621 | PA      | $945275.13    | 0.01%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DRU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288608 | PA      | $269793.79    | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DS45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202702 | PA      | $157142.20    | 0.00%             | 2050-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DSC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207865 | PA      | $199284.85    | 0.00%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8178249 | PA      | $6692694.04   | 0.07%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6706304 | PA      | $5741061.00   | 0.06%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DSL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300543 | PA      | $274772.49    | 0.00%             | 2035-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DSM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1374709 | PA      | $1285395.62   | 0.01%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DSN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    991943 | PA      | $946587.23    | 0.01%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4511171 | PA      | $3992954.36   | 0.04%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DST0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    711134 | PA      | $648757.12    | 0.01%             | 2040-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DTK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    502087 | PA      | $458044.68    | 0.00%             | 2040-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DTL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    728484 | PA      | $665762.77    | 0.01%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DTM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2228182 | PA      | $2082726.03   | 0.02%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    480062 | PA      | $372141.43    | 0.00%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7956547 | PA      | $6508455.82   | 0.07%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5035740 | PA      | $4309364.99   | 0.05%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DU75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49171 | PA      | $44902.76     | 0.00%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DU83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1716601 | PA      | $1603480.63   | 0.02%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DUC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1504033 | PA      | $1374011.26   | 0.01%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1760322 | PA      | $1364520.85   | 0.01%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9895488 | PA      | $8091061.37   | 0.09%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DV33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    973851 | PA      | $886922.31    | 0.01%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1522696 | PA      | $1180203.18   | 0.01%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9956827 | PA      | $8144002.73   | 0.09%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8305149 | PA      | $6787816.60   | 0.07%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2780583 | PA      | $2155269.33   | 0.02%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DVC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2367218 | PA      | $2024294.70   | 0.02%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1631996 | PA      | $1485830.43   | 0.02%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DVX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1808350 | PA      | $1688623.38   | 0.02%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1135467 | PA      | $971249.53    | 0.01%             | 2041-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    995564 | PA      | $850807.05    | 0.01%             | 2041-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    672963 | PA      | $593322.33    | 0.01%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317003 | PA      | $288583.53    | 0.00%             | 2041-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2156479 | PA      | $1673579.64   | 0.02%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2336826 | PA      | $1908252.85   | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DWW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1463853 | PA      | $1335775.51   | 0.01%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DWX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3059402 | PA      | $2855888.20   | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DWY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279601 | PA      | $266280.02    | 0.00%             | 2036-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1133906 | PA      | $1029724.53   | 0.01%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DX98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2127861 | PA      | $1977608.73   | 0.02%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DXF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234782 | PA      | $207516.38    | 0.00%             | 2036-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DXG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1092014 | PA      | $991939.63    | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2663073 | PA      | $2062521.39   | 0.02%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6199772 | PA      | $5065538.19   | 0.05%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DXL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3439065 | PA      | $2937665.85   | 0.03%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DXQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359259 | PA      | $305210.58    | 0.00%             | 2041-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DY22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1148341 | PA      | $1042565.17   | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1697873 | PA      | $1577717.74   | 0.02%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1327312 | PA      | $1167824.14   | 0.01%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DY89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    520979 | PA      | $471467.55    | 0.00%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1271053 | PA      | $984366.23    | 0.01%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7657161 | PA      | $6253622.28   | 0.07%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3654797 | PA      | $3120780.04   | 0.03%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DYH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2683309 | PA      | $2362569.48   | 0.02%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10042529 | PA      | $8198258.05   | 0.09%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3047075 | PA      | $2600916.43   | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    453839 | PA      | $431037.18    | 0.00%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DZ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415312 | PA      | $352442.77    | 0.00%             | 2041-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1764077 | PA      | $1551005.71   | 0.02%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DZ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317434 | PA      | $287119.96    | 0.00%             | 2041-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DZG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    345386 | PA      | $293209.14    | 0.00%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DZK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    603050 | PA      | $531216.34    | 0.01%             | 2036-05-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5804167 | PA      | $4952516.43   | 0.05%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DZX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1668350 | PA      | $1489088.18   | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418E2T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293729 | PA      | $299904.05    | 0.00%             | 2044-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418E3C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    885694 | PA      | $884048.04    | 0.01%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2290672 | PA      | $2352651.32   | 0.02%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1592600 | PA      | $1617314.46   | 0.02%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418E4M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1495024 | PA      | $1492254.41   | 0.02%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418E4P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    757203 | PA      | $786577.55    | 0.01%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2675199 | PA      | $2716322.55   | 0.03%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418E5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1273360 | PA      | $1307186.52   | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418E5R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    753526 | PA      | $782758.13    | 0.01%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418E7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2871292 | PA      | $2915205.32   | 0.03%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3169644 | PA      | $3254828.95   | 0.03%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418E7C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    828150 | PA      | $860276.69    | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418E7D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    380070 | PA      | $399519.45    | 0.00%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418E7E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    334677 | PA      | $339211.97    | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418E7F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236329 | PA      | $242435.32    | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    660739 | PA      | $559484.53    | 0.01%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    853290 | PA      | $747026.00    | 0.01%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4431476 | PA      | $3604568.48   | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    490761 | PA      | $417608.54    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EAR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1435621 | PA      | $1300700.12   | 0.01%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EAW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1510937 | PA      | $1321830.76   | 0.01%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4613803 | PA      | $3741586.09   | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1625385 | PA      | $1382790.15   | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    628943 | PA      | $549832.22    | 0.01%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3304660 | PA      | $2689295.48   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3833403 | PA      | $3260798.61   | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ECC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1740922 | PA      | $1574845.67   | 0.02%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127924 | PA      | $118465.34    | 0.00%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1243518 | PA      | $1089345.48   | 0.01%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3946364 | PA      | $3209612.78   | 0.03%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2456871 | PA      | $2089984.61   | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1251431 | PA      | $1158897.23   | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    366544 | PA      | $330098.12    | 0.00%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1388051 | PA      | $1232764.71   | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1266069 | PA      | $1173303.12   | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    285972 | PA      | $272846.67    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EDB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2134874 | PA      | $1736316.53   | 0.02%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2314781 | PA      | $2054452.24   | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1332725 | PA      | $1234176.09   | 0.01%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EDH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2026508 | PA      | $1917619.56   | 0.02%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EDJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    916698 | PA      | $882823.86    | 0.01%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1269071 | PA      | $1142881.89   | 0.01%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2394373 | PA      | $2218936.68   | 0.02%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2305890 | PA      | $2263773.60   | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    480002 | PA      | $458167.77    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2314191 | PA      | $2271568.35   | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EGM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    805236 | PA      | $799092.84    | 0.01%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EHA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    667162 | PA      | $642499.23    | 0.01%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1555996 | PA      | $1528792.77   | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3687726 | PA      | $3702924.61   | 0.04%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EJW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    404339 | PA      | $401244.08    | 0.00%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2341454 | PA      | $2349581.68   | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1263546 | PA      | $1288944.85   | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EM80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165146 | PA      | $167668.85    | 0.00%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    803241 | PA      | $819106.06    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ENL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1523500 | PA      | $1571040.29   | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ENM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1017779 | PA      | $1061646.80   | 0.01%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EPE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1211829 | PA      | $1249645.34   | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3775363 | PA      | $3786627.84   | 0.04%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ERA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1317155 | PA      | $1354460.12   | 0.01%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4088322 | PA      | $4096768.37   | 0.04%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4145631 | PA      | $4152498.55   | 0.04%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    852079 | PA      | $866659.85    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1007669 | PA      | $1024787.20   | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EUZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205094 | PA      | $203300.04    | 0.00%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2406250 | PA      | $2447248.68   | 0.03%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1849089 | PA      | $1901683.95   | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EVC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206742 | PA      | $209593.76    | 0.00%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EVE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215601 | PA      | $217914.40    | 0.00%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2146270 | PA      | $2207049.74   | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EX88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236662 | PA      | $245816.19    | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EXE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173536 | PA      | $179443.65    | 0.00%             | 2043-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2356711 | PA      | $2423453.94   | 0.03%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1620394 | PA      | $1683605.58   | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EY87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115784 | PA      | $122733.72    | 0.00%             | 2053-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EYE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149980 | PA      | $160161.18    | 0.00%             | 2053-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1960469 | PA      | $2016443.89   | 0.02%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2750648 | PA      | $2857950.40   | 0.03%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EYQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    604128 | PA      | $634754.41    | 0.01%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EYS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    454280 | PA      | $471853.56    | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EZ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    444579 | PA      | $470471.15    | 0.00%             | 2054-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EZP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304660 | PA      | $320105.63    | 0.00%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FA72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328104 | PA      | $334551.10    | 0.00%             | 2044-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2404736 | PA      | $2470063.04   | 0.03%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1186987 | PA      | $1233034.04   | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FAZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    489015 | PA      | $514037.07    | 0.01%             | 2054-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FB63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    271989 | PA      | $288731.91    | 0.00%             | 2054-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FBN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3543507 | PA      | $3597165.25   | 0.04%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3206536 | PA      | $3291331.97   | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FBQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1530842 | PA      | $1590227.46   | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FBT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235004 | PA      | $241076.75    | 0.00%             | 2039-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2390804 | PA      | $2426829.01   | 0.03%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FCH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4312886 | PA      | $4430610.19   | 0.05%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FCN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    674851 | PA      | $692289.61    | 0.01%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FCS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    402329 | PA      | $410111.66    | 0.00%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1456301 | PA      | $1478130.56   | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FDE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429552 | PA      | $451527.66    | 0.00%             | 2054-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FDG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415999 | PA      | $418719.53    | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3115460 | PA      | $3161865.69   | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FFB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    715966 | PA      | $708724.71    | 0.01%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2685846 | PA      | $2756872.15   | 0.03%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FH26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    979495 | PA      | $1018797.52   | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FH34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    691802 | PA      | $728893.86    | 0.01%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FHR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1305964 | PA      | $1372801.44   | 0.01%             | 2055-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FHX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4840316 | PA      | $4831300.00   | 0.05%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FHY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5266339 | PA      | $5343143.57   | 0.06%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8342755 | PA      | $8566371.80   | 0.09%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FJ65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230520 | PA      | $236467.82    | 0.00%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1850611 | PA      | $1900214.37   | 0.02%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FJV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1705616 | PA      | $1775014.09   | 0.02%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FK30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282692 | PA      | $293542.45    | 0.00%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1677140 | PA      | $1722093.87   | 0.02%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FLQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1247015 | PA      | $1244381.99   | 0.01%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FLR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4953628 | PA      | $5025878.19   | 0.05%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FLW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    755174 | PA      | $760211.79    | 0.01%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FLX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    352900 | PA      | $359645.13    | 0.00%             | 2045-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FMH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3967782 | PA      | $3959369.23   | 0.04%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2936274 | PA      | $3015013.57   | 0.03%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FMW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    917022 | PA      | $940675.90    | 0.01%             | 2040-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FNM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1402903 | PA      | $1474908.95   | 0.02%             | 2055-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FPG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3383664 | PA      | $3433008.32   | 0.04%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FPK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1392658 | PA      | $1465254.41   | 0.02%             | 2055-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FQ59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3269924 | PA      | $3023828.48   | 0.03%             | 2055-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FQ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2980442 | PA      | $2974047.89   | 0.03%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418MGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143385 | PA      | $149345.63    | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418MGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79201 | PA      | $83168.65     | 0.00%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418MHU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208434 | PA      | $218165.98    | 0.00%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418MT93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24608 | PA      | $24726.80     | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418MUR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28880 | PA      | $29562.12     | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418RPX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63635 | PA      | $64079.74     | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418U4N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220847 | PA      | $222248.47    | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418U4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156591 | PA      | $160310.62    | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418UCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95589 | PA      | $97860.27     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418UCP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26791 | PA      | $28137.53     | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418UWC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46117 | PA      | $47462.81     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418XEW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9708 | PA      | $9771.28      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419A4L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59737 | PA      | $60116.09     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419A4N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256236 | PA      | $245901.88    | 0.00%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419ACU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233757 | PA      | $239280.60    | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419ADV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48716 | PA      | $50675.78     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419ANJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10969 | PA      | $11481.54     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419AXB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298980 | PA      | $300876.73    | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419BB79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63117 | PA      | $63245.71     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419BBF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223756 | PA      | $214731.14    | 0.00%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419BCT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45056 | PA      | $43238.55     | 0.00%             | 2041-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419DD99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187606 | PA      | $184114.62    | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419DL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292409 | PA      | $294263.18    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419DM24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22727 | PA      | $22871.34     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419DTW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39932 | PA      | $38363.71     | 0.00%             | 2040-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419GB94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55126 | PA      | $54100.95     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419JS90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312244 | PA      | $306434.94    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419MB42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87379 | PA      | $87905.91     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31426FXA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1215974 | PA      | $1279825.77   | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31426RAD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1781531 | PA      | $1830370.28   | 0.02%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31426TWB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    493914 | PA      | $501643.58    | 0.01%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31427M4B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2340820 | PA      | $2425656.88   | 0.03%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31427MC66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    724434 | PA      | $591572.17    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31427MVV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1193334 | PA      | $1229507.00   | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31427MXB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2523116 | PA      | $2655345.74   | 0.03%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31427NK32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2351114 | PA      | $2472553.14   | 0.03%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31427NKD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2435180 | PA      | $2522047.17   | 0.03%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31427NT82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1596921 | PA      | $1671871.67   | 0.02%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31427NWC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    955205 | PA      | $978135.14    | 0.01%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31427PAG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3095991 | PA      | $3205889.30   | 0.03%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31427PGU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2126384 | PA      | $2207982.73   | 0.02%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31427Q3N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1485799 | PA      | $1570549.77   | 0.02%             | 2055-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    110000 | PA      | $93794.23     | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115384.55    | 0.00%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110612.59    | 0.00%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90788.91     | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDD5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    460000 | PA      | $453626.88    | 0.00%             | 2028-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDF0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216773.78    | 0.00%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDG8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100590.72    | 0.00%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDH6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    230000 | PA      | $208487.69    | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDJ2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    112000 | PA      | $112470.03    | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDK9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    155000 | PA      | $143888.89    | 0.00%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDL7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75061.07     | 0.00%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDM5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79589.72     | 0.00%             | 2042-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDN3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60796.25     | 0.00%             | 2043-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDP8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159576.18    | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDQ6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    187000 | PA      | $148067.89    | 0.00%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDR4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    265000 | PA      | $229656.55    | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDS2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    325000 | PA      | $273679.28    | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDT0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    215000 | PA      | $175219.90    | 0.00%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDU7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    275000 | PA      | $210558.56    | 0.00%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDV5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    255000 | PA      | $222726.46    | 0.00%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDW3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276269.43    | 0.00%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GQKU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3730660 | PA      | $3870351.02   | 0.04%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GQLC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1294679 | PA      | $1354079.21   | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GQYK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    711554 | PA      | $744128.95    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GQYN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    655092 | PA      | $685145.73    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GQYV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    513800 | PA      | $546477.93    | 0.01%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GRB90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1125048 | PA      | $1157855.09   | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GRLC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2712045 | PA      | $2826276.17   | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GRPR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1195408 | PA      | $1228406.11   | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GRVV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1050918 | PA      | $1083159.05   | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GS4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    854486 | PA      | $875557.38    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GS5S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    939601 | PA      | $945057.04    | 0.01%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GSVE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1699404 | PA      | $1748083.05   | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GTED4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1268703 | PA      | $1342337.47   | 0.01%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GUPP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1418025 | PA      | $1477324.56   | 0.02%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GUPU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    710235 | PA      | $730642.79    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142J6A52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    188867 | PA      | $191619.77    | 0.00%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3817267 | PA      | $3919631.18   | 0.04%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142J6B28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2532783 | PA      | $2569715.96   | 0.03%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142J6B85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    995767 | PA      | $972187.28    | 0.01%             | 2055-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142J6B93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3474552 | PA      | $3467236.67   | 0.04%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142J6BK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2788976 | PA      | $2864509.78   | 0.03%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142J6BL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    889527 | PA      | $924374.85    | 0.01%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142J6BU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3291702 | PA      | $3381728.38   | 0.04%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142JCA34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    742183 | PA      | $752286.45    | 0.01%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142JCA42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    318500 | PA      | $326717.76    | 0.00%             | 2040-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142JCAT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1784164 | PA      | $1808462.71   | 0.02%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142JCAU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    329842 | PA      | $338351.62    | 0.00%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 PASS TST                                                            | Federal Express Corp 2020-1 Pass Through Trusts                                       | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205138 | PA      | $179549.50    | 0.00%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| FERGUSON ENTERPRISES INC                                                         | Ferguson Enterprises Inc                                                              | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227182.19    | 0.00%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                         | Ferguson Enterprises Inc                                                              | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219249.45    | 0.00%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                            | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    125000 | PA      | $103996.35    | 0.00%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                            | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    280000 | PA      | $265907.01    | 0.00%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                            | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    340000 | PA      | $303834.54    | 0.00%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                            | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    265000 | PA      | $196733.03    | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                            | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230089.16    | 0.00%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                       | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191060.78    | 0.00%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                       | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178690.24    | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                       | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    245000 | PA      | $155663.89    | 0.00%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                                   | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    295000 | PA      | $362556.03    | 0.00%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                                   | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114857.85    | 0.00%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                                   | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294420.12    | 0.00%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                                   | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399607.12    | 0.00%             | 2028-04-25      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                                   | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171284.86    | 0.00%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                                   | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227801.45    | 0.00%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                                   | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    225000 | PA      | $234253.40    | 0.00%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                                   | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526699.80    | 0.01%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                                   | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314937.96    | 0.00%             | 2032-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                                   | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45758.53     | 0.00%             | 2030-09-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC                                                             | Fifth Third Bank NA                                                                   | CUSIP: 31677QBR9<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245629.45    | 0.00%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC                                                             | Fifth Third Bank NA                                                                   | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252381.98    | 0.00%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                         | First American Financial Corp                                                         | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145176.23    | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                         | First American Financial Corp                                                         | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174723.42    | 0.00%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                         | First Citizens BancShares Inc/NC                                                      | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    295000 | PA      | $300852.12    | 0.00%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                         | First Citizens BancShares Inc/NC                                                      | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234833.60    | 0.00%             | 2035-09-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP                                                              | First Industrial LP                                                                   | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              |  | US        |    150000 | PA      | $153260.48    | 0.00%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                                                               | First Horizon Bank                                                                    | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |    315000 | PA      | $325992.81    | 0.00%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                         | FirstEnergy Transmission LLC                                                          | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100803.45    | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                         | FirstEnergy Transmission LLC                                                          | CUSIP: 33767BAJ8<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139997.41    | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448978.23    | 0.00%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    810000 | PA      | $785757.11    | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    625000 | PA      | $491285.25    | 0.01%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    405000 | PA      | $394395.16    | 0.00%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358559.36    | 0.00%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    270000 | PA      | $279009.39    | 0.00%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205279.98    | 0.00%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    420000 | PA      | $433149.65    | 0.00%             | 2033-08-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    290000 | PA      | $297715.57    | 0.00%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228369.33    | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50290.81     | 0.00%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    305000 | PA      | $303061.33    | 0.00%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297630.54    | 0.00%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299645.49    | 0.00%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                      | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    485000 | PA      | $483633.71    | 0.01%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                      | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    170000 | PA      | $149676.31    | 0.00%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                      | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    245000 | PA      | $228580.79    | 0.00%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                      | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    325000 | PA      | $224871.17    | 0.00%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                      | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135894.15    | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                              | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $253603.55    | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                              | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $253600.48    | 0.00%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                              | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    105000 | PA      | $108477.84    | 0.00%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                              | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     90000 | PA      | $91778.72     | 0.00%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                              | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    180000 | PA      | $179772.93    | 0.00%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081EQ6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    320000 | PA      | $341534.98    | 0.00%             | 2034-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86334.03     | 0.00%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    220000 | PA      | $238969.02    | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    190000 | PA      | $205357.19    | 0.00%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    165000 | PA      | $173745.31    | 0.00%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179586.31    | 0.00%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217866.88    | 0.00%             | 2042-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    210000 | PA      | $179479.34    | 0.00%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    175000 | PA      | $143891.04    | 0.00%             | 2042-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    235000 | PA      | $196163.34    | 0.00%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    210000 | PA      | $161553.74    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    240000 | PA      | $191949.94    | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    210000 | PA      | $171724.01    | 0.00%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    210000 | PA      | $166812.85    | 0.00%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    260000 | PA      | $178274.56    | 0.00%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    400000 | PA      | $255205.68    | 0.00%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    370000 | PA      | $334193.51    | 0.00%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307748.37    | 0.00%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238530.70    | 0.00%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216234.90    | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232965.92    | 0.00%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204109.18    | 0.00%             | 2030-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207922.46    | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    325000 | PA      | $340720.28    | 0.00%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135694.86    | 0.00%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081GX9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102308.58    | 0.00%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304600.80    | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204254.08    | 0.00%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    170000 | PA      | $188981.50    | 0.00%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $335050.02    | 0.00%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 341099CN7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192393.12    | 0.00%             | 2040-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123555.89    | 0.00%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | State Board of Administration Finance Corp.                                           | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    350000 | PA      | $339661.81    | 0.00%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | State Board of Administration Finance Corp.                                           | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    350000 | PA      | $321784.51    | 0.00%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | State Board of Administration Finance Corp.                                           | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    300000 | PA      | $315811.17    | 0.00%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                                | Flowers Foods Inc                                                                     | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    275000 | PA      | $243269.26    | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                                | Flowers Foods Inc                                                                     | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150562.44    | 0.00%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                                | Flowers Foods Inc                                                                     | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93946.48     | 0.00%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                            | Flowserve Corp                                                                        | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190739.96    | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                            | Flowserve Corp                                                                        | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134234.03    | 0.00%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX                                                            | Fomento Economico Mexicano SAB de CV                                                  | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    450000 | PA      | $329275.08    | 0.00%             | 2050-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | Foothill-Eastern Transportation Corridor Agency                                       | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $105132.73    | 0.00%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | Foothill-Eastern Transportation Corridor Agency                                       | CUSIP: 345105JG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $93842.90     | 0.00%             | 2053-01-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                              | Ford Foundation/The                                                                   | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    155000 | PA      | $93769.78     | 0.00%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                              | Ford Foundation/The                                                                   | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    225000 | PA      | $128091.67    | 0.00%             | 2070-06-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                         | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    125000 | PA      | $135047.60    | 0.00%             | 2046-11-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                         | CUSIP: 345370BY5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211794.42    | 0.00%             | 2028-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                         | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    265000 | PA      | $293204.16    | 0.00%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                         | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    455000 | PA      | $360331.20    | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                         | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399764.08    | 0.00%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                         | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    385000 | PA      | $320401.24    | 0.00%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                         | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $231910.56    | 0.00%             | 2030-04-22      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                         | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    680000 | PA      | $599973.04    | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                         | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    610000 | PA      | $628985.58    | 0.01%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    310000 | PA      | $308619.76    | 0.00%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    495000 | PA      | $491695.97    | 0.01%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    635000 | PA      | $599285.25    | 0.01%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    265000 | PA      | $255181.06    | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                                                 | Ford Motor Credit Co LLC                                                              | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183336.40    | 0.00%             | 2031-06-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    225000 | PA      | $211508.66    | 0.00%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    450000 | PA      | $451691.15    | 0.00%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    505000 | PA      | $527398.16    | 0.01%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    330000 | PA      | $354315.56    | 0.00%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    470000 | PA      | $490459.10    | 0.01%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    350000 | PA      | $375132.98    | 0.00%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    450000 | PA      | $472051.67    | 0.00%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    340000 | PA      | $365585.75    | 0.00%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    425000 | PA      | $430294.91    | 0.00%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    380000 | PA      | $390451.56    | 0.00%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    460000 | PA      | $470223.04    | 0.00%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    475000 | PA      | $482858.92    | 0.01%             | 2034-03-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456904.17    | 0.00%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266831.12    | 0.00%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    280000 | PA      | $286846.90    | 0.00%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359263.17    | 0.00%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    365000 | PA      | $378446.75    | 0.00%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255899.80    | 0.00%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209292.20    | 0.00%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    370000 | PA      | $376081.65    | 0.00%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    245000 | PA      | $242347.65    | 0.00%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    325000 | PA      | $320194.39    | 0.00%             | 2027-11-02      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    560000 | PA      | $561270.70    | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                                     | Fortinet Inc                                                                          | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    235000 | PA      | $210927.89    | 0.00%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                                              | Fortive Corp                                                                          | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    160000 | PA      | $132035.46    | 0.00%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                        | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192385.54    | 0.00%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                        | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105509.78    | 0.00%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                        | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    170000 | PA      | $137055.89    | 0.00%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                        | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    175000 | PA      | $185191.77    | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                              | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    560000 | PA      | $567279.33    | 0.01%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                              | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    415000 | PA      | $416757.11    | 0.00%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                              | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    390000 | PA      | $375229.69    | 0.00%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                              | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194199.38    | 0.00%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                              | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    400000 | PA      | $441464.44    | 0.00%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                        | Orange SA                                                                             | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    775000 | PA      | $933680.24    | 0.01%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                        | Orange SA                                                                             | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $245103.93    | 0.00%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FRANCISCAN HEALTH SYS                                                            | Franciscan Missionaries of Our Lady Health System Inc                                 | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76763.14     | 0.00%             | 2049-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| FRANKLIN BSP CAPITAL CO                                                          | Franklin BSP Capital Corp                                                             | CUSIP: 35250VAB0<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118694.58    | 0.00%             | 2029-06-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                           | Franklin Resources Inc                                                                | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222027.73    | 0.00%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                           | Franklin Resources Inc                                                                | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    155000 | PA      | $98236.40     | 0.00%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FRED HUTCH CNCR CTR                                                              | Fred Hutchinson Cancer Center                                                         | CUSIP: 35561RAA5<br>LEI: 549300ESFMVM81MJ8C69 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90361.19     | 0.00%             | 2052-01-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                                  | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    325000 | PA      | $315249.77    | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                                  | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206580.74    | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                                  | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300548.55    | 0.00%             | 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        |    150000 | PA      | $152668.82    | 0.00%             | 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        |    185000 | PA      | $184567.01    | 0.00%             | 2028-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                                  | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188613.93    | 0.00%             | 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        |    210000 | PA      | $210090.07    | 0.00%             | 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        |    275000 | PA      | $277217.96    | 0.00%             | 2030-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                             | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94638.95     | 0.00%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                             | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199442.68    | 0.00%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                             | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148001.60    | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                             | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105922.53    | 0.00%             | 2028-11-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                             | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    255000 | PA      | $258073.06    | 0.00%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                             | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197197.14    | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                             | CUSIP: 361448BG7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109588.59    | 0.00%             | 2031-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                             | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    295000 | PA      | $187208.89    | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                             | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116830.79    | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                             | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145122.36    | 0.00%             | 2033-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                             | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    245000 | PA      | $260786.72    | 0.00%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                             | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    150000 | PA      | $168474.15    | 0.00%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                             | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207741.53    | 0.00%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTL FUNDING                                                          | GE Capital International Funding Co Unlimited Co                                      | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |    425000 | PA      | $415208.13    | 0.00%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL FUNDING LLC                                                           | GE Capital Funding LLC                                                                | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202155.72    | 0.00%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36176NVW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56950 | PA      | $52594.36     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36176WYH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52118 | PA      | $50787.30     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36176XJ26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2331 | PA      | $2314.78      | 0.00%             | 2027-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36176XKT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    128158 | PA      | $120810.38    | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36176XPW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63965 | PA      | $59153.10     | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36178DBU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21583 | PA      | $20342.27     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36178EDE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    277860 | PA      | $256626.86    | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36178EDM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    324747 | PA      | $299939.99    | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36178GFN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    128173 | PA      | $120824.28    | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36178GFP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    204261 | PA      | $192549.60    | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36178NF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    208664 | PA      | $192964.55    | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36178WDM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67544 | PA      | $62461.32     | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36179DEQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11447 | PA      | $10788.96     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179M2N9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7149 | PA      | $6423.05      | 0.00%             | 2043-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179M2Q2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    815496 | PA      | $768397.56    | 0.01%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179M4J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27164 | PA      | $26807.27     | 0.00%             | 2028-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179M5K2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    111110 | PA      | $99360.43     | 0.00%             | 2043-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179M5L0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    268168 | PA      | $248432.26    | 0.00%             | 2043-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179M5M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    290683 | PA      | $273964.00    | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MAX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    201169 | PA      | $189553.23    | 0.00%             | 2042-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MCZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    271772 | PA      | $256079.62    | 0.00%             | 2042-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179ME30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    271539 | PA      | $255858.58    | 0.00%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MG53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    794178 | PA      | $748317.56    | 0.01%             | 2042-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MK66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68604 | PA      | $63565.82     | 0.00%             | 2042-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30002 | PA      | $28269.22     | 0.00%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MKL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4348 | PA      | $4300.36      | 0.00%             | 2027-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MKM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25615 | PA      | $25397.83     | 0.00%             | 2027-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MNG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1013202 | PA      | $938787.48    | 0.01%             | 2042-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    393258 | PA      | $370548.53    | 0.00%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MQN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    416506 | PA      | $385915.37    | 0.00%             | 2042-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    154724 | PA      | $145788.45    | 0.00%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MSX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1777243 | PA      | $1674606.22   | 0.02%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MSY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    329480 | PA      | $321092.70    | 0.00%             | 2042-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MVR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    471486 | PA      | $436856.63    | 0.00%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46124 | PA      | $43459.92     | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MX39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2018235 | PA      | $1870001.43   | 0.02%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MX47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    387053 | PA      | $364698.94    | 0.00%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MXB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8260 | PA      | $8148.43      | 0.00%             | 2028-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179N2K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55861 | PA      | $54419.62     | 0.00%             | 2044-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NAH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14336 | PA      | $14140.72     | 0.00%             | 2028-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NBA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    442329 | PA      | $409775.38    | 0.00%             | 2043-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    729486 | PA      | $687529.28    | 0.01%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NBC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    179014 | PA      | $174456.44    | 0.00%             | 2043-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NDP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    175515 | PA      | $156953.91    | 0.00%             | 2043-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    606284 | PA      | $561662.53    | 0.01%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    138298 | PA      | $130343.76    | 0.00%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NF60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    324599 | PA      | $300709.30    | 0.00%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    482395 | PA      | $454649.11    | 0.00%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NF86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    273585 | PA      | $266619.85    | 0.00%             | 2043-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NFE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20400 | PA      | $20200.92     | 0.00%             | 2028-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NH84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8840 | PA      | $7905.23      | 0.00%             | 2043-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NH92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    200091 | PA      | $185364.29    | 0.00%             | 2043-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NHJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4084 | PA      | $4023.82      | 0.00%             | 2028-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NJA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1138172 | PA      | $1072709.20   | 0.01%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NKP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32990 | PA      | $32489.00     | 0.00%             | 2028-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NLC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    505893 | PA      | $468659.75    | 0.00%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NLE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    291678 | PA      | $284151.25    | 0.00%             | 2043-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NM96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1201722 | PA      | $1113275.08   | 0.01%             | 2043-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NMN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4482 | PA      | $4430.87      | 0.00%             | 2028-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NNA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    386520 | PA      | $364287.94    | 0.00%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NNC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    292303 | PA      | $291612.75    | 0.00%             | 2043-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NQ35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115961 | PA      | $107426.23    | 0.00%             | 2043-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    629203 | PA      | $612965.21    | 0.01%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6218 | PA      | $6148.07      | 0.00%             | 2028-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NTE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82037 | PA      | $79919.62     | 0.00%             | 2043-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NUU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7524 | PA      | $7405.77      | 0.00%             | 2028-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NX45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    209211 | PA      | $193810.87    | 0.00%             | 2044-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NX52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23908 | PA      | $22532.59     | 0.00%             | 2044-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179Q3H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    572438 | PA      | $527196.97    | 0.01%             | 2045-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179Q6P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    453650 | PA      | $424088.75    | 0.00%             | 2045-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QBG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    241264 | PA      | $233668.76    | 0.00%             | 2044-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QBL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    160260 | PA      | $170277.29    | 0.00%             | 2044-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QDY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    145669 | PA      | $137081.25    | 0.00%             | 2044-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QGC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21451 | PA      | $20186.17     | 0.00%             | 2044-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QGE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    164300 | PA      | $163911.96    | 0.00%             | 2044-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QJR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    212324 | PA      | $195544.78    | 0.00%             | 2044-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QJS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1013533 | PA      | $953778.65    | 0.01%             | 2044-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QJT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    112070 | PA      | $108541.32    | 0.00%             | 2044-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QL41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61994 | PA      | $57430.11     | 0.00%             | 2044-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QL58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    265684 | PA      | $250019.78    | 0.00%             | 2044-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QL66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106464 | PA      | $103111.96    | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QL74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64294 | PA      | $64107.40     | 0.00%             | 2044-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QPF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    151629 | PA      | $139645.81    | 0.00%             | 2044-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QPH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    168189 | PA      | $162893.03    | 0.00%             | 2044-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QPJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    207501 | PA      | $206899.60    | 0.00%             | 2044-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QR37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78886 | PA      | $80845.38     | 0.00%             | 2044-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QRY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    492576 | PA      | $463533.69    | 0.00%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QRZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    139274 | PA      | $134888.60    | 0.00%             | 2044-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QT43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    253740 | PA      | $238779.25    | 0.00%             | 2044-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QT50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    404326 | PA      | $391595.14    | 0.00%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QT84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    112650 | PA      | $117336.10    | 0.00%             | 2044-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QWD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    391922 | PA      | $360948.25    | 0.00%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QWE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135905 | PA      | $127891.96    | 0.00%             | 2044-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QWF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    787981 | PA      | $763168.44    | 0.01%             | 2044-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QXR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21550 | PA      | $21087.66     | 0.00%             | 2030-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QYR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    164786 | PA      | $151762.46    | 0.00%             | 2045-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QYS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37484 | PA      | $35273.96     | 0.00%             | 2045-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QYT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    227910 | PA      | $220733.70    | 0.00%             | 2045-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QYX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25346 | PA      | $26930.88     | 0.00%             | 2045-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179R4D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    445079 | PA      | $405880.29    | 0.00%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    370421 | PA      | $346280.66    | 0.00%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179R4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    787330 | PA      | $762312.55    | 0.01%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    277014 | PA      | $252617.42    | 0.00%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    456803 | PA      | $426450.41    | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179R7K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    277019 | PA      | $268216.59    | 0.00%             | 2046-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RAZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65322 | PA      | $64282.93     | 0.00%             | 2030-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62719 | PA      | $57303.03     | 0.00%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    539759 | PA      | $504586.33    | 0.01%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RD71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    231886 | PA      | $216774.70    | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    632812 | PA      | $578167.09    | 0.01%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    136094 | PA      | $127225.14    | 0.00%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1415322 | PA      | $1293102.00   | 0.01%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RJE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    404999 | PA      | $378606.78    | 0.00%             | 2045-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RJH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    289068 | PA      | $296247.64    | 0.00%             | 2045-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RLN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    714300 | PA      | $652615.87    | 0.01%             | 2045-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RLP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    293244 | PA      | $274133.93    | 0.00%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RLS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63265 | PA      | $64836.00     | 0.00%             | 2045-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RNV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    130970 | PA      | $119660.24    | 0.00%             | 2045-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RNW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    669963 | PA      | $626303.21    | 0.01%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RNY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    103559 | PA      | $103258.43    | 0.00%             | 2045-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    256399 | PA      | $239689.98    | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RQZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    534688 | PA      | $488514.43    | 0.01%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RS83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    413756 | PA      | $378024.87    | 0.00%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RS91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1554010 | PA      | $1452735.32   | 0.02%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RVA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61243 | PA      | $55954.20     | 0.00%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1388536 | PA      | $1298046.54   | 0.01%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RVC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    914914 | PA      | $885842.90    | 0.01%             | 2045-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RXC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     93112 | PA      | $85071.34     | 0.00%             | 2046-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RXD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    897611 | PA      | $839113.95    | 0.01%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RYY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44018 | PA      | $42817.57     | 0.00%             | 2031-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RZU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    783202 | PA      | $758314.90    | 0.01%             | 2046-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RZW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84241 | PA      | $86316.88     | 0.00%             | 2046-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73395 | PA      | $68523.18     | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    215303 | PA      | $207326.20    | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179S5K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    107872 | PA      | $98290.15     | 0.00%             | 2047-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179S5L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    574625 | PA      | $536484.46    | 0.01%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179S5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    551717 | PA      | $531275.45    | 0.01%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    453363 | PA      | $413433.90    | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    664617 | PA      | $620455.08    | 0.01%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SBF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20321 | PA      | $19748.39     | 0.00%             | 2031-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SCB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    134150 | PA      | $137455.58    | 0.00%             | 2046-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2580972 | PA      | $2353656.05   | 0.02%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1818692 | PA      | $1697842.73   | 0.02%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SGJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45049 | PA      | $39574.88     | 0.00%             | 2046-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105539 | PA      | $96243.91     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2146312 | PA      | $2003690.29   | 0.02%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SGM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    114811 | PA      | $110804.82    | 0.00%             | 2046-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1114402 | PA      | $1016249.06   | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SJT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    389628 | PA      | $363737.48    | 0.00%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SJU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    394475 | PA      | $381939.52    | 0.00%             | 2046-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    870431 | PA      | $793766.60    | 0.01%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    163055 | PA      | $152219.62    | 0.00%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SLV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83891 | PA      | $85959.51     | 0.00%             | 2046-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1402528 | PA      | $1280157.39   | 0.01%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SNV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    299913 | PA      | $279982.38    | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SQU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    197492 | PA      | $173492.60    | 0.00%             | 2046-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    540125 | PA      | $492552.83    | 0.01%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50890 | PA      | $47508.15     | 0.00%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SQY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    236455 | PA      | $235897.09    | 0.00%             | 2046-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1264114 | PA      | $1152775.58   | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179ST23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81792 | PA      | $79218.40     | 0.00%             | 2032-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SUT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    270171 | PA      | $237339.66    | 0.00%             | 2047-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SUU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1344258 | PA      | $1225860.05   | 0.01%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95176 | PA      | $88850.95     | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SWV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    241615 | PA      | $212253.65    | 0.00%             | 2047-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2738891 | PA      | $2501228.52   | 0.03%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SWZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70910 | PA      | $70730.81     | 0.00%             | 2047-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SYS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73406 | PA      | $68533.44     | 0.00%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SYT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    633438 | PA      | $611333.33    | 0.01%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SYU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    214288 | PA      | $213746.72    | 0.00%             | 2047-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179T4P7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    363027 | PA      | $349571.85    | 0.00%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    324255 | PA      | $321423.87    | 0.00%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    589639 | PA      | $567785.20    | 0.01%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    229935 | PA      | $227927.67    | 0.00%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TAK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1197615 | PA      | $1118121.32   | 0.01%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    599821 | PA      | $577596.51    | 0.01%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TAN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16918 | PA      | $17331.98     | 0.00%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TC29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9110 | PA      | $9314.91      | 0.00%             | 2047-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1541996 | PA      | $1439644.16   | 0.02%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    151539 | PA      | $145924.12    | 0.00%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TEY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    145923 | PA      | $132960.77    | 0.00%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TF83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85638 | PA      | $84591.39     | 0.00%             | 2032-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1473142 | PA      | $1375357.99   | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    328056 | PA      | $315900.67    | 0.00%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179THZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66468 | PA      | $64143.17     | 0.00%             | 2032-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TJW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    305540 | PA      | $278633.00    | 0.00%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1320039 | PA      | $1232417.18   | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    173249 | PA      | $172008.28    | 0.00%             | 2047-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144731 | PA      | $131874.62    | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    361872 | PA      | $337851.46    | 0.00%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    383439 | PA      | $369231.14    | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TLU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59711 | PA      | $59282.96     | 0.00%             | 2047-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TLV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10517 | PA      | $10753.47     | 0.00%             | 2047-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TNQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    487298 | PA      | $444010.07    | 0.00%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1393259 | PA      | $1300776.62   | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TQN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    246738 | PA      | $224819.60    | 0.00%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    206160 | PA      | $192475.25    | 0.00%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    164104 | PA      | $158023.70    | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    903666 | PA      | $843681.89    | 0.01%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TSK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63522 | PA      | $64794.35     | 0.00%             | 2048-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TT96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62298 | PA      | $56764.08     | 0.00%             | 2048-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TUA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    413658 | PA      | $386199.70    | 0.00%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TV51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    258481 | PA      | $241323.34    | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    277921 | PA      | $267620.59    | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TV77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    175266 | PA      | $174010.20    | 0.00%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TXU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78947 | PA      | $73706.99     | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TXW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    141190 | PA      | $140178.28    | 0.00%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TZ40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150540 | PA      | $140547.78    | 0.00%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TZ57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    128619 | PA      | $123851.66    | 0.00%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TZ65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158400 | PA      | $157017.35    | 0.00%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179U4A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    182903 | PA      | $158906.25    | 0.00%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179U4B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1152715 | PA      | $1042971.59   | 0.01%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179U4C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    467409 | PA      | $433860.00    | 0.00%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179U6T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    249498 | PA      | $216531.54    | 0.00%             | 2049-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179U6U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1917663 | PA      | $1732357.46   | 0.02%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179U6V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    461043 | PA      | $427950.61    | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179U6W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    132431 | PA      | $127187.46    | 0.00%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    849035 | PA      | $817567.22    | 0.01%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    213936 | PA      | $212067.36    | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    357652 | PA      | $344395.60    | 0.00%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UEA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    211513 | PA      | $209665.98    | 0.00%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UGB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    128486 | PA      | $119702.86    | 0.00%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UGC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    480165 | PA      | $462369.35    | 0.00%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UGD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    218783 | PA      | $216872.37    | 0.00%             | 2048-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UH39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    164750 | PA      | $153487.72    | 0.00%             | 2048-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UH47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     94455 | PA      | $90954.40     | 0.00%             | 2048-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UH54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    206569 | PA      | $204765.59    | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UKX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    163750 | PA      | $157681.21    | 0.00%             | 2049-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    137811 | PA      | $136607.54    | 0.00%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UML3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    179455 | PA      | $172803.89    | 0.00%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UMM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    152690 | PA      | $151356.72    | 0.00%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UPA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    397910 | PA      | $383162.06    | 0.00%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UQ47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    176063 | PA      | $164027.47    | 0.00%             | 2049-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UQ54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    288074 | PA      | $276529.50    | 0.00%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UQ62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    143539 | PA      | $142285.92    | 0.00%             | 2049-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179USS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31874 | PA      | $28847.90     | 0.00%             | 2049-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UST0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    356143 | PA      | $330581.83    | 0.00%             | 2049-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179USV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95369 | PA      | $94536.56     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UUH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    223363 | PA      | $203521.29    | 0.00%             | 2049-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UUK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    388683 | PA      | $373106.49    | 0.00%             | 2049-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105918 | PA      | $104993.59    | 0.00%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UV74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    209322 | PA      | $189603.98    | 0.00%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UV82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    421711 | PA      | $391442.83    | 0.00%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UV90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    204550 | PA      | $196352.96    | 0.00%             | 2049-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UWA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78762 | PA      | $78074.75     | 0.00%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UXS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    296296 | PA      | $268049.99    | 0.00%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UXT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    379762 | PA      | $352503.87    | 0.00%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UZR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    152198 | PA      | $132123.64    | 0.00%             | 2049-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1124716 | PA      | $1017130.07   | 0.01%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UZT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    701723 | PA      | $651356.41    | 0.01%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UZV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33792 | PA      | $33497.42     | 0.00%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7243816 | PA      | $6005962.62   | 0.06%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2626576 | PA      | $2269762.74   | 0.02%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8688176 | PA      | $7201687.28   | 0.08%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2114313 | PA      | $1826699.30   | 0.02%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VBE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    404569 | PA      | $351081.91    | 0.00%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1525062 | PA      | $1377691.91   | 0.01%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VBH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    289618 | PA      | $278149.24    | 0.00%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VDM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    630096 | PA      | $546744.38    | 0.01%             | 2050-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1929512 | PA      | $1742431.04   | 0.02%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VDR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37936 | PA      | $37604.68     | 0.00%             | 2050-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1573380 | PA      | $1420319.19   | 0.01%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VFQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    289834 | PA      | $269029.69    | 0.00%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    437156 | PA      | $419638.67    | 0.00%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VFS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    141110 | PA      | $139879.57    | 0.00%             | 2050-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VHS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1905842 | PA      | $1720555.81   | 0.02%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    442377 | PA      | $410623.85    | 0.00%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VKL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2785423 | PA      | $2514291.56   | 0.03%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VKM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    445089 | PA      | $413141.46    | 0.00%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VMD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1250974 | PA      | $1129060.33   | 0.01%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VME7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    342245 | PA      | $317678.97    | 0.00%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3906533 | PA      | $3377236.62   | 0.04%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VN30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1434736 | PA      | $1294746.23   | 0.01%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VN48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    242120 | PA      | $224713.47    | 0.00%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VQR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    699791 | PA      | $580537.54    | 0.01%             | 2050-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VQS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4061177 | PA      | $3514123.26   | 0.04%             | 2050-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1395925 | PA      | $1259559.52   | 0.01%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VQU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    277356 | PA      | $257447.68    | 0.00%             | 2050-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VS50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35608 | PA      | $34137.98     | 0.00%             | 2035-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1137444 | PA      | $943518.59    | 0.01%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3792000 | PA      | $3280904.98   | 0.03%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1665162 | PA      | $1502300.52   | 0.02%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VSJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    379467 | PA      | $352186.57    | 0.00%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1892916 | PA      | $1570042.13   | 0.02%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VTW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5196782 | PA      | $4495930.85   | 0.05%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VTX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    626592 | PA      | $565308.47    | 0.01%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3469244 | PA      | $2877226.04   | 0.03%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4305027 | PA      | $3724098.08   | 0.04%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4033814 | PA      | $3345134.56   | 0.04%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VXY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4114211 | PA      | $3558713.94   | 0.04%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7840386 | PA      | $6501203.02   | 0.07%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VZR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3693501 | PA      | $3190958.99   | 0.03%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1055342 | PA      | $874373.50    | 0.01%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2491561 | PA      | $2151178.48   | 0.02%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1345287 | PA      | $1210857.31   | 0.01%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3627453 | PA      | $3354154.22   | 0.04%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1933115 | PA      | $1669019.42   | 0.02%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1743435 | PA      | $1569222.22   | 0.02%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2458186 | PA      | $2272609.13   | 0.02%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179W5E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1871939 | PA      | $1785582.34   | 0.02%             | 2052-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179W7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    916405 | PA      | $791204.25    | 0.01%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1560546 | PA      | $1404602.19   | 0.01%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179W7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1125365 | PA      | $1040408.50   | 0.01%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179W7M4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2326173 | PA      | $2221941.10   | 0.02%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WBW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    337792 | PA      | $268835.78    | 0.00%             | 2051-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8684830 | PA      | $7198742.87   | 0.08%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2320411 | PA      | $2004653.12   | 0.02%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WCU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    181295 | PA      | $170489.26    | 0.00%             | 2036-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WDP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    615167 | PA      | $489258.70    | 0.01%             | 2051-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6871693 | PA      | $5695719.53   | 0.06%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2786847 | PA      | $2407486.91   | 0.03%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WFF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3595730 | PA      | $2980309.77   | 0.03%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5310529 | PA      | $4587398.86   | 0.05%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WFH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1336015 | PA      | $1203492.35   | 0.01%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WG28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4081494 | PA      | $3382849.26   | 0.04%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5331837 | PA      | $4605547.42   | 0.05%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1047378 | PA      | $943405.56    | 0.01%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WG51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    487697 | PA      | $452637.86    | 0.00%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WHX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    201113 | PA      | $189124.15    | 0.00%             | 2036-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2468255 | PA      | $2045702.07   | 0.02%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4352466 | PA      | $3759374.60   | 0.04%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WLM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77042 | PA      | $60580.68     | 0.00%             | 2051-08-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5226945 | PA      | $4332010.90   | 0.05%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3911939 | PA      | $3378691.66   | 0.04%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1242721 | PA      | $1119162.47   | 0.01%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WND6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3295306 | PA      | $2731026.82   | 0.03%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5198323 | PA      | $4489474.46   | 0.05%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WNG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126321 | PA      | $116861.55    | 0.00%             | 2051-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WP85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    255307 | PA      | $201266.96    | 0.00%             | 2051-10-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4945377 | PA      | $4098444.11   | 0.04%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WPD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    214926 | PA      | $202112.58    | 0.00%             | 2036-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4774193 | PA      | $4122951.49   | 0.04%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    590079 | PA      | $531319.74    | 0.01%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3797825 | PA      | $3279587.87   | 0.03%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5924365 | PA      | $4909649.95   | 0.05%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    724272 | PA      | $600205.82    | 0.01%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5112666 | PA      | $4415010.32   | 0.05%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3550023 | PA      | $3195960.37   | 0.03%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4434349 | PA      | $3674667.58   | 0.04%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2822824 | PA      | $2437503.31   | 0.03%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WVV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    762623 | PA      | $686503.74    | 0.01%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2238676 | PA      | $1854794.00   | 0.02%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4720437 | PA      | $4075873.69   | 0.04%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1844192 | PA      | $1659974.46   | 0.02%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1436741 | PA      | $1190372.68   | 0.01%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1887567 | PA      | $1629699.30   | 0.02%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WZA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1356696 | PA      | $1221121.31   | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    368525 | PA      | $340788.29    | 0.00%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1451511 | PA      | $1457299.47   | 0.02%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179X5G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1723722 | PA      | $1728390.68   | 0.02%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2939560 | PA      | $2988646.17   | 0.03%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2060861 | PA      | $1965795.90   | 0.02%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3485994 | PA      | $3424889.35   | 0.04%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1502388 | PA      | $1388972.86   | 0.01%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1086088 | PA      | $1035990.37   | 0.01%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2999796 | PA      | $2946769.66   | 0.03%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XDF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2699520 | PA      | $2716390.44   | 0.03%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1560158 | PA      | $1488193.12   | 0.02%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2278935 | PA      | $2244389.35   | 0.02%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    586958 | PA      | $589743.42    | 0.01%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XH33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    440928 | PA      | $454223.29    | 0.00%             | 2052-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XH41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46952 | PA      | $48754.95     | 0.00%             | 2052-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2936806 | PA      | $2801339.21   | 0.03%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3721249 | PA      | $3654310.02   | 0.04%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XHZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2579585 | PA      | $2591500.11   | 0.03%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2537627 | PA      | $2549024.23   | 0.03%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1091719 | PA      | $1110805.95   | 0.01%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XLK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    207981 | PA      | $214181.16    | 0.00%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1967241 | PA      | $2001393.75   | 0.02%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XNH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    763711 | PA      | $786356.58    | 0.01%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XQ25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110217 | PA      | $114637.06    | 0.00%             | 2053-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1098947 | PA      | $1103747.44   | 0.01%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2420289 | PA      | $2462046.34   | 0.03%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XQY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    980246 | PA      | $1009004.03   | 0.01%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XQZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    467134 | PA      | $485066.15    | 0.01%             | 2053-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XTC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1663341 | PA      | $1670449.60   | 0.02%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    800494 | PA      | $814305.08    | 0.01%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XVR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2886181 | PA      | $2832934.24   | 0.03%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XVS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1144500 | PA      | $1148342.52   | 0.01%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XVU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2186729 | PA      | $2242501.22   | 0.02%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2111704 | PA      | $2118482.21   | 0.02%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2011299 | PA      | $2045394.83   | 0.02%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XX76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    383011 | PA      | $392777.63    | 0.00%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1028226 | PA      | $1073129.96   | 0.01%             | 2053-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179Y2L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1051891 | PA      | $1064547.41   | 0.01%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1535818 | PA      | $1569438.30   | 0.02%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179Y2N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150872 | PA      | $156173.16    | 0.00%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179Y5J9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    769456 | PA      | $750951.14    | 0.01%             | 2054-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179Y5K6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    766548 | PA      | $766103.13    | 0.01%             | 2054-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179Y5L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2349617 | PA      | $2377586.20   | 0.03%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    395602 | PA      | $404259.68    | 0.00%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179Y5N0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1389295 | PA      | $1438047.11   | 0.02%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179Y5P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144680 | PA      | $150327.42    | 0.00%             | 2054-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YAQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300742 | PA      | $294587.69    | 0.00%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2159025 | PA      | $2167583.17   | 0.02%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1625761 | PA      | $1652725.22   | 0.02%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YAT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    578295 | PA      | $593041.67    | 0.01%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YAU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    208333 | PA      | $217432.61    | 0.00%             | 2053-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YDH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    783709 | PA      | $768176.18    | 0.01%             | 2053-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YDJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1842535 | PA      | $1847280.32   | 0.02%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1701136 | PA      | $1729161.22   | 0.02%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YDL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    862009 | PA      | $884003.50    | 0.01%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YDM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    306790 | PA      | $320192.28    | 0.00%             | 2053-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YFK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1511428 | PA      | $1514932.07   | 0.02%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YFL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2697911 | PA      | $2748804.17   | 0.03%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YFM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2246083 | PA      | $2303389.28   | 0.02%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YFN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    875132 | PA      | $913365.83    | 0.01%             | 2053-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YHR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    439737 | PA      | $440744.36    | 0.00%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YHT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1374904 | PA      | $1409983.29   | 0.01%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YHU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1101152 | PA      | $1149261.58   | 0.01%             | 2053-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YHV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    489430 | PA      | $505901.93    | 0.01%             | 2053-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YKR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    616814 | PA      | $618148.78    | 0.01%             | 2053-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YKS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2312550 | PA      | $2350024.61   | 0.02%             | 2053-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YKT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1557997 | PA      | $1597747.62   | 0.02%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YKV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    297911 | PA      | $307936.70    | 0.00%             | 2053-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YMH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4063482 | PA      | $3977439.96   | 0.04%             | 2053-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YML5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    504653 | PA      | $517522.84    | 0.01%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YMM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    681346 | PA      | $711114.52    | 0.01%             | 2053-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YMN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    138222 | PA      | $142873.92    | 0.00%             | 2053-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YMP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    142935 | PA      | $147720.03    | 0.00%             | 2053-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YPF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1331436 | PA      | $1334322.01   | 0.01%             | 2054-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YPH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    440401 | PA      | $451636.33    | 0.00%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YPJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    787406 | PA      | $821804.00    | 0.01%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YPK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    333035 | PA      | $344241.90    | 0.00%             | 2054-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YRG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1279645 | PA      | $1282005.16   | 0.01%             | 2054-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YRH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1792077 | PA      | $1820499.23   | 0.02%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YRJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    915508 | PA      | $938870.06    | 0.01%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YRK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    312224 | PA      | $325863.80    | 0.00%             | 2054-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YRL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    151924 | PA      | $156911.65    | 0.00%             | 2054-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YS54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    736303 | PA      | $736799.42    | 0.01%             | 2054-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YS62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1607388 | PA      | $1626647.38   | 0.02%             | 2054-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YS70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    348543 | PA      | $356173.33    | 0.00%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YS88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    273671 | PA      | $283336.58    | 0.00%             | 2054-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YS96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     99917 | PA      | $103301.06    | 0.00%             | 2054-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YU44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    974737 | PA      | $951902.24    | 0.01%             | 2054-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YU51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    888025 | PA      | $888390.93    | 0.01%             | 2054-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YU69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3681608 | PA      | $3725425.05   | 0.04%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YU77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1322506 | PA      | $1353834.56   | 0.01%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YU85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    137379 | PA      | $142218.85    | 0.00%             | 2054-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YU93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    157185 | PA      | $162327.77    | 0.00%             | 2054-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YW42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    902876 | PA      | $902580.78    | 0.01%             | 2054-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YW59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1273530 | PA      | $1289148.95   | 0.01%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YW67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2904068 | PA      | $2969730.19   | 0.03%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YW75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    450582 | PA      | $466433.02    | 0.00%             | 2054-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YW83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    114515 | PA      | $118349.90    | 0.00%             | 2054-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YYV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1848193 | PA      | $1848421.22   | 0.02%             | 2054-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YYW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    815266 | PA      | $825165.53    | 0.01%             | 2054-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1316693 | PA      | $1345507.54   | 0.01%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YYY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    578355 | PA      | $598677.82    | 0.01%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3617MN5W9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    114539 | PA      | $103108.24    | 0.00%             | 2050-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36180AAD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3327997 | PA      | $3247488.05   | 0.03%             | 2054-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36180AAE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2009934 | PA      | $2007790.04   | 0.02%             | 2054-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36180AAF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6696274 | PA      | $6769048.25   | 0.07%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1403805 | PA      | $1434518.36   | 0.02%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36180AAH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    209438 | PA      | $216778.32    | 0.00%             | 2054-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36180AAJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    119521 | PA      | $123471.51    | 0.00%             | 2054-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3047791 | PA      | $3043933.84   | 0.03%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36180ACB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1397558 | PA      | $1428128.10   | 0.02%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36180ACC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    315235 | PA      | $326268.17    | 0.00%             | 2054-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36180CY78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110031 | PA      | $101751.21    | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36180CYS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    152963 | PA      | $144177.95    | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36180KB59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21864 | PA      | $20194.12     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36180SNG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33064 | PA      | $30879.91     | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36181LUA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58219 | PA      | $54842.65     | 0.00%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                                 | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |    360000 | PA      | $369618.91    | 0.00%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                                 | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |    260000 | PA      | $264852.41    | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                                 | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |    200000 | PA      | $194229.90    | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                                 | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |    325000 | PA      | $311248.08    | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                                 | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |    235000 | PA      | $212702.17    | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                                 | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              |  | US        |    220000 | PA      | $238968.53    | 0.00%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                                 | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              |  | US        |     25000 | PA      | $25373.71     | 0.00%             | 2034-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                                 | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              |  | US        |    120000 | PA      | $119295.58    | 0.00%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                                 | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              |  | US        |    180000 | PA      | $180575.28    | 0.00%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                                 | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              |  | US        |    200000 | PA      | $199052.52    | 0.00%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36184HK37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    113249 | PA      | $103298.18    | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36184QTQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    211770 | PA      | $204801.97    | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                                    | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    610000 | PA      | $692767.97    | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36186PRH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21290 | PA      | $19488.00     | 0.00%             | 2045-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36186PRX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91443 | PA      | $83700.68     | 0.00%             | 2045-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1175934 | PA      | $1147720.35   | 0.01%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3566519 | PA      | $3562296.04   | 0.04%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5A41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1757469 | PA      | $1777157.35   | 0.02%             | 2054-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5A58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    434285 | PA      | $443786.11    | 0.00%             | 2054-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1602849 | PA      | $1600450.74   | 0.02%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5069148 | PA      | $5125496.50   | 0.05%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5C72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    512705 | PA      | $523919.69    | 0.01%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5C98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87194 | PA      | $90047.89     | 0.00%             | 2054-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5ES4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    389887 | PA      | $368182.80    | 0.00%             | 2055-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5ET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    775282 | PA      | $756040.33    | 0.01%             | 2055-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5EU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2019094 | PA      | $2015484.26   | 0.02%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5EW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    484091 | PA      | $494690.27    | 0.01%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5EX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    587856 | PA      | $608359.07    | 0.01%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5GN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1134337 | PA      | $1132319.48   | 0.01%             | 2055-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5GP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1528788 | PA      | $1544840.67   | 0.02%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5GQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2200906 | PA      | $2244171.26   | 0.02%             | 2055-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5JC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    479807 | PA      | $478945.74    | 0.01%             | 2055-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5JD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    424347 | PA      | $428888.11    | 0.00%             | 2055-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5JE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1144914 | PA      | $1168251.26   | 0.01%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5KW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2343981 | PA      | $2369527.51   | 0.02%             | 2055-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5KX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2657461 | PA      | $2710141.37   | 0.03%             | 2055-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5KY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1280339 | PA      | $1324924.57   | 0.01%             | 2055-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5ML0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1870300 | PA      | $1702057.78   | 0.02%             | 2055-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5MN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    887444 | PA      | $865005.51    | 0.01%             | 2055-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5MP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1945199 | PA      | $1941767.83   | 0.02%             | 2055-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5MQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    977923 | PA      | $988764.75    | 0.01%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5MS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    430078 | PA      | $444714.07    | 0.00%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5PJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2851947 | PA      | $2884120.80   | 0.03%             | 2055-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5PK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    489561 | PA      | $499240.24    | 0.01%             | 2055-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5RD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    890724 | PA      | $868194.43    | 0.01%             | 2055-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5RE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1781037 | PA      | $1777813.24   | 0.02%             | 2055-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5RF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3555601 | PA      | $3596393.94   | 0.04%             | 2055-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5TJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    559439 | PA      | $509112.43    | 0.01%             | 2055-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5TM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    495872 | PA      | $494974.95    | 0.01%             | 2055-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5TN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2572480 | PA      | $2602485.28   | 0.03%             | 2055-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5TP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2369993 | PA      | $2424141.15   | 0.03%             | 2055-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5TQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1778283 | PA      | $1842297.56   | 0.02%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5VP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2088999 | PA      | $2036154.12   | 0.02%             | 2055-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5VQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1731785 | PA      | $1728641.92   | 0.02%             | 2055-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5VR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2775855 | PA      | $2808710.14   | 0.03%             | 2055-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5VS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1684230 | PA      | $1722687.17   | 0.02%             | 2055-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5VT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1090128 | PA      | $1129686.08   | 0.01%             | 2055-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5XP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    797306 | PA      | $795876.54    | 0.01%             | 2055-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5XQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3483237 | PA      | $3525109.20   | 0.04%             | 2055-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5XR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2386373 | PA      | $2442181.28   | 0.03%             | 2055-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5ZG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1297889 | PA      | $1181129.18   | 0.01%             | 2055-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5ZK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    998181 | PA      | $996370.61    | 0.01%             | 2055-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5ZL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2992532 | PA      | $3029006.33   | 0.03%             | 2055-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5ZM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1795360 | PA      | $1838349.03   | 0.02%             | 2055-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36192SXC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13764 | PA      | $13311.03     | 0.00%             | 2046-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36195CBW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88948 | PA      | $81764.40     | 0.00%             | 2047-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202DWU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18804 | PA      | $19210.64     | 0.00%             | 2033-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202DZF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24580 | PA      | $25111.38     | 0.00%             | 2033-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202DZY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55665 | PA      | $57965.25     | 0.00%             | 2033-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202E3E7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67198 | PA      | $67407.70     | 0.00%             | 2039-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202E7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    102498 | PA      | $105025.60    | 0.00%             | 2039-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202EAK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67467 | PA      | $70256.57     | 0.00%             | 2034-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202EBU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37075 | PA      | $37935.71     | 0.00%             | 2034-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202EJV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41788 | PA      | $42802.03     | 0.00%             | 2036-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202EZE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    198454 | PA      | $199079.82    | 0.00%             | 2039-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202F2H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13632 | PA      | $13543.69     | 0.00%             | 2027-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202F3H7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13428 | PA      | $13335.86     | 0.00%             | 2027-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202F3M6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44021 | PA      | $41478.22     | 0.00%             | 2042-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202F4Q6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    270546 | PA      | $254924.57    | 0.00%             | 2042-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202F4Y9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3913 | PA      | $3878.37      | 0.00%             | 2027-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FB47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52990 | PA      | $54296.97     | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FBH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17074 | PA      | $17127.38     | 0.00%             | 2039-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FE77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    176876 | PA      | $181232.19    | 0.00%             | 2040-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FGW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74752 | PA      | $74979.88     | 0.00%             | 2040-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FGY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88745 | PA      | $90930.80     | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    277146 | PA      | $270060.36    | 0.00%             | 2040-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    797756 | PA      | $800188.29    | 0.01%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67978 | PA      | $66239.71     | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FM78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    421062 | PA      | $410295.92    | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    138744 | PA      | $135196.53    | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FP59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14533 | PA      | $13768.95     | 0.00%             | 2041-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FPH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97041 | PA      | $99430.74     | 0.00%             | 2041-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    680503 | PA      | $682603.71    | 0.01%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FSE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67140 | PA      | $67346.77     | 0.00%             | 2041-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FTL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86732 | PA      | $86999.65     | 0.00%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FV86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    200079 | PA      | $194974.96    | 0.00%             | 2041-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FVF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    206340 | PA      | $201076.81    | 0.00%             | 2041-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    533971 | PA      | $535617.43    | 0.01%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FXB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135497 | PA      | $132040.24    | 0.00%             | 2041-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FY59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    504254 | PA      | $475130.92    | 0.00%             | 2041-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FY67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    213354 | PA      | $207911.19    | 0.00%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FZX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    279436 | PA      | $263297.75    | 0.00%             | 2041-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36209FDN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    229643 | PA      | $217527.48    | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620A2T55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83752 | PA      | $85816.98     | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620A2XL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16754 | PA      | $16419.02     | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620A6CS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16675 | PA      | $16344.68     | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620A7ZK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50115 | PA      | $48843.84     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620A9PM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158187 | PA      | $162094.20    | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620A9S44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    117772 | PA      | $120668.67    | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620A9VL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63242 | PA      | $64802.03     | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620A9YX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46905 | PA      | $47052.52     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620AASJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46960 | PA      | $47129.25     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620ADBA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58356 | PA      | $58561.80     | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620ADSF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35068 | PA      | $35143.58     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620AGP33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    292379 | PA      | $293279.38    | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620AGSB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63579 | PA      | $63770.04     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620AMDZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    128605 | PA      | $128999.13    | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620ANFK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80048 | PA      | $80293.80     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620AQML4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106812 | PA      | $109453.00    | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620ARHN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55378 | PA      | $53974.28     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620ARLM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58249 | PA      | $56765.60     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620ARUN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48713 | PA      | $45881.92     | 0.00%             | 2040-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620ARYF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70954 | PA      | $66840.91     | 0.00%             | 2041-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620ARYQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41184 | PA      | $40139.14     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620AS3K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48239 | PA      | $47002.72     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620ASE47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39895 | PA      | $40012.13     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620ATER4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115083 | PA      | $115435.69    | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620AUKF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16162 | PA      | $15559.90     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620C04P0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    214005 | PA      | $208577.82    | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620C4RF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    103120 | PA      | $103437.01    | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36210B3Q6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    130154 | PA      | $130694.54    | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36210BX42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66008 | PA      | $67637.18     | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36213FZ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91619 | PA      | $86353.72     | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36225B6N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56351 | PA      | $58627.28     | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3622A2CH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    440481 | PA      | $407340.23    | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3622A2UK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55535 | PA      | $52343.27     | 0.00%             | 2043-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3622A2VL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63763 | PA      | $58892.29     | 0.00%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3622A2VZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60816 | PA      | $58813.98     | 0.00%             | 2046-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3622A2YC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50222 | PA      | $48568.92     | 0.00%             | 2046-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3622A3A59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    181470 | PA      | $175493.95    | 0.00%             | 2047-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36230MQ91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11769 | PA      | $11656.94     | 0.00%             | 2028-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36230T2C5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29516 | PA      | $27472.42     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36241KAN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72234 | PA      | $73958.51     | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36241KDJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43008 | PA      | $44104.41     | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36241KGU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74663 | PA      | $76671.14     | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36241KLA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    164667 | PA      | $174445.37    | 0.00%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36241KZ68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62547 | PA      | $64253.27     | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36241LDP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    190345 | PA      | $191144.56    | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36241LL79<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    507646 | PA      | $520146.49    | 0.01%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36241LNY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66668 | PA      | $64977.13     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36241LS23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17541 | PA      | $17096.27     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36241LT97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    166821 | PA      | $167333.52    | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36241LX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83390 | PA      | $78598.33     | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2016-GS4                                                 | CUSIP: 36251XAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    365000 | PA      | $362431.60    | 0.00%             | 2049-11-10      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2020-GC45                                                | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3310227.20   | 0.03%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                                | GXO Logistics Inc                                                                     | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135190.82    | 0.00%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                                | GXO Logistics Inc                                                                     | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    215000 | PA      | $232582.06    | 0.00%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                                 | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    545000 | PA      | $541159.33    | 0.01%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                                 | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341829.67    | 0.00%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                                 | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476388.70    | 0.01%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                                 | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    370000 | PA      | $291008.26    | 0.00%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                        | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306830.94    | 0.00%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                        | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203759.36    | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                        | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259952.93    | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                        | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    535000 | PA      | $550917.69    | 0.01%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                        | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    360000 | PA      | $380797.42    | 0.00%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                        | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    595000 | PA      | $641210.97    | 0.01%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                        | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    305000 | PA      | $332638.86    | 0.00%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36294UU75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19438 | PA      | $18320.35     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36295CK34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55708 | PA      | $54020.86     | 0.00%             | 2043-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36296Q2L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    170566 | PA      | $174793.40    | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36296Q2T5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    554363 | PA      | $556478.91    | 0.01%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36296Q6Q7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10002 | PA      | $9812.36      | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36296TRZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     90341 | PA      | $94492.43     | 0.00%             | 2038-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36296UZ37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38569 | PA      | $38685.19     | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36296YAJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10297 | PA      | $10327.13     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36297FRG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32073 | PA      | $32184.52     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36297FVZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44293 | PA      | $43348.54     | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36297FYV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110141 | PA      | $112831.48    | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36297GQ29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77011 | PA      | $75022.87     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36297GT83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    103347 | PA      | $97389.53     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36297GXG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    233159 | PA      | $213138.10    | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36297J4Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100351 | PA      | $102831.66    | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                               | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    310000 | PA      | $216728.10    | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | Gartner Inc                                                                           | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110508.30    | 0.00%             | 2031-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | Gartner Inc                                                                           | CUSIP: 366651AK3<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140126.27    | 0.00%             | 2035-11-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                                 | CUSIP: 369550AT5<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162200.60    | 0.00%             | 2042-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                                 | CUSIP: 369550AZ1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147445.94    | 0.00%             | 2027-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                                 | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300761.10    | 0.00%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                                 | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    210000 | PA      | $192612.46    | 0.00%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                                 | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169016.14    | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                                 | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209608.73    | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                                 | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294627.66    | 0.00%             | 2030-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                                 | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136410.68    | 0.00%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                                 | CUSIP: 369550BQ0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    125000 | PA      | $94231.29     | 0.00%             | 2041-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                                 | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204199.28    | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                                   | CUSIP: 369604BH5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135359.69    | 0.00%             | 2044-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                                   | CUSIP: 369604BY8<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    190000 | PA      | $162059.40    | 0.00%             | 2050-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                                   | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    335000 | PA      | $337840.97    | 0.00%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                                   | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304774.38    | 0.00%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                                   | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217109.98    | 0.00%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                                   | CUSIP: 36962G4B7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    245000 | PA      | $289016.97    | 0.00%             | 2039-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                                   | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    340000 | PA      | $385163.05    | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                                     | CUSIP: 370334BP8<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20896.01     | 0.00%             | 2043-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                                     | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    375000 | PA      | $371999.51    | 0.00%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                                     | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    475000 | PA      | $476638.18    | 0.01%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                                     | CUSIP: 370334CJ1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131406.87    | 0.00%             | 2048-04-17      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                                     | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    350000 | PA      | $331266.46    | 0.00%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                                     | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    306000 | PA      | $197950.79    | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                                     | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177710.66    | 0.00%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                                     | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    315000 | PA      | $319717.44    | 0.00%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                                     | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171341.66    | 0.00%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                                     | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245612.76    | 0.00%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                                     | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255317.05    | 0.00%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                                    | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    230000 | PA      | $261258.50    | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    430000 | PA      | $436707.05    | 0.00%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343537.95    | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    365000 | PA      | $328003.31    | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    435000 | PA      | $473693.69    | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    225000 | PA      | $240896.59    | 0.00%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295453.62    | 0.00%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    325000 | PA      | $312862.26    | 0.00%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    215000 | PA      | $195362.80    | 0.00%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305594.10    | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    280000 | PA      | $272092.44    | 0.00%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312271.08    | 0.00%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    375000 | PA      | $388610.55    | 0.00%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    480000 | PA      | $502334.11    | 0.01%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208437.10    | 0.00%             | 2030-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204986.08    | 0.00%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    455000 | PA      | $455876.69    | 0.00%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198991.28    | 0.00%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155421.60    | 0.00%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    410000 | PA      | $395107.24    | 0.00%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293368.26    | 0.00%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    325000 | PA      | $292203.05    | 0.00%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    325000 | PA      | $313004.19    | 0.00%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    450000 | PA      | $407778.12    | 0.00%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    395000 | PA      | $376832.61    | 0.00%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269538.45    | 0.00%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    475000 | PA      | $433411.23    | 0.00%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349369.62    | 0.00%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404389.84    | 0.00%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310131.03    | 0.00%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    395000 | PA      | $426708.66    | 0.00%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262798.00    | 0.00%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    270000 | PA      | $279851.81    | 0.00%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521495.85    | 0.01%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $530251.30    | 0.01%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305007.99    | 0.00%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    205000 | PA      | $215652.76    | 0.00%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145179.26    | 0.00%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314397.63    | 0.00%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305395.89    | 0.00%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260647.78    | 0.00%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203305.48    | 0.00%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228475.85    | 0.00%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361471.50    | 0.00%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    350000 | PA      | $364752.50    | 0.00%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356497.82    | 0.00%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    235000 | PA      | $244842.29    | 0.00%             | 2032-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259753.70    | 0.00%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210968.86    | 0.00%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500938.90    | 0.01%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC                                                         | Genpact Luxembourg SARL/Genpact USA Inc                                               | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    125000 | PA      | $130555.15    | 0.00%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                      | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    230000 | PA      | $202154.20    | 0.00%             | 2030-11-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                      | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    295000 | PA      | $261282.89    | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                      | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84616.46     | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                      | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330559.00    | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                         | George Washington University/The                                                      | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    165000 | PA      | $140834.28    | 0.00%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                         | George Washington University/The                                                      | CUSIP: 372546AU5<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91816.21     | 0.00%             | 2045-09-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                         | George Washington University/The                                                      | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    225000 | PA      | $183591.56    | 0.00%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GENPACT UK/USA INC                                                               | Genpact UK Finco plc / Genpact USA Inc                                                | CUSIP: 37256EAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    110000 | PA      | $110065.58    | 0.00%             | 2030-11-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                             | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    115000 | PA      | $101855.42    | 0.00%             | 2118-10-01      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                             | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    101000 | PA      | $83790.50     | 0.00%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                             | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64544.10     | 0.00%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                             | CUSIP: 37310PAF8<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101954.27    | 0.00%             | 2053-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| GEORGIA-PACIFIC LLC                                                              | Georgia-Pacific LLC                                                                   | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    275000 | PA      | $310463.70    | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                                              | Georgia-Pacific LLC                                                                   | CUSIP: 373298BU1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     60000 | PA      | $72859.88     | 0.00%             | 2031-05-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95054.13     | 0.00%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262759.02    | 0.00%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    205000 | PA      | $177687.95    | 0.00%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334KH3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129240.63    | 0.00%             | 2027-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    165000 | PA      | $157168.31    | 0.00%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    225000 | PA      | $168228.88    | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    220000 | PA      | $150363.93    | 0.00%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253778.93    | 0.00%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    275000 | PA      | $256554.13    | 0.00%             | 2052-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274393.39    | 0.00%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280749.26    | 0.00%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152016.83    | 0.00%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    270000 | PA      | $278928.31    | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203436.68    | 0.00%             | 2030-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205397.44    | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220886.03    | 0.00%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334LD1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146049.84    | 0.00%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GERDAU TRADE INC                                                                 | Gerdau Trade Inc                                                                      | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |    300000 | PA      | $310325.43    | 0.00%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| J PAUL GETTY TRUST                                                               | J Paul Getty Trust/The                                                                | CUSIP: 374288AC2<br>LEI: 72TDDU3K225INPK3EI14 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153013.20    | 0.00%             | 2035-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    325000 | PA      | $337694.01    | 0.00%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    515000 | PA      | $475614.71    | 0.01%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    525000 | PA      | $464654.98    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    685000 | PA      | $621812.38    | 0.01%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    330000 | PA      | $326589.68    | 0.00%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    275000 | PA      | $256214.64    | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    555000 | PA      | $460871.72    | 0.00%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    390000 | PA      | $386310.09    | 0.00%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    350000 | PA      | $258761.97    | 0.00%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    350000 | PA      | $221829.20    | 0.00%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287453.19    | 0.00%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80631.80     | 0.00%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315452.97    | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328201.50    | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210861.85    | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307672.56    | 0.00%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    330000 | PA      | $325949.81    | 0.00%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218486.38    | 0.00%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                           | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    205000 | PA      | $216864.58    | 0.00%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                           | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    795000 | PA      | $892732.29    | 0.01%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                           | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    175000 | PA      | $153215.27    | 0.00%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                           | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    505000 | PA      | $505598.58    | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GLAXOSMITHKLINE CAPITAL                                                               | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254108.03    | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GLAXOSMITHKLINE CAPITAL                                                               | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202238.48    | 0.00%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                                          | GlaxoSmithKline Capital PLC                                                           | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $279633.76    | 0.00%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                                          | GLAXOSMITHKLINE CAPITAL                                                               | CUSIP: 377373AM7<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $151159.74    | 0.00%             | 2027-03-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                                   | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381545.92    | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                                   | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    370000 | PA      | $275343.71    | 0.00%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                                   | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    275000 | PA      | $255040.06    | 0.00%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                                   | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342728.54    | 0.00%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                                   | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179331.22    | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                                   | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255968.68    | 0.00%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                                   | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    220000 | PA      | $210419.79    | 0.00%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                                   | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    530000 | PA      | $531257.00    | 0.01%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                                   | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    520000 | PA      | $520616.51    | 0.01%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                                   | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310312.98    | 0.00%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                                   | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    530000 | PA      | $527241.03    | 0.01%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                   | Globe Life Inc                                                                        | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135813.65    | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                   | Globe Life Inc                                                                        | CUSIP: 37959EAB8<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151256.99    | 0.00%             | 2032-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                   | Globe Life Inc                                                                        | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    145000 | PA      | $152433.96    | 0.00%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | Golden State Tobacco Securitization Corp.                                             | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $113106.64    | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | Golden State Tobacco Securitization Corp.                                             | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $77452.51     | 0.00%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | Golden State Tobacco Securitization Corp.                                             | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $72747.98     | 0.00%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    560000 | PA      | $518913.98    | 0.01%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    875000 | PA      | $928716.78    | 0.01%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    460000 | PA      | $513010.35    | 0.01%             | 2034-10-24      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    710000 | PA      | $742015.53    | 0.01%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    715000 | PA      | $760631.23    | 0.01%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    750000 | PA      | $768697.65    | 0.01%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    885000 | PA      | $909554.59    | 0.01%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    945000 | PA      | $958373.36    | 0.01%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005817.20   | 0.01%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    900000 | PA      | $901280.34    | 0.01%             | 2045-11-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516532.75    | 0.01%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    925000 | PA      | $960810.27    | 0.01%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1008595.78   | 0.01%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    805000 | PA      | $814293.73    | 0.01%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    750000 | PA      | $774813.23    | 0.01%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    370000 | PA      | $405306.40    | 0.00%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    805000 | PA      | $805001.85    | 0.01%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    750000 | PA      | $748437.23    | 0.01%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993377.80    | 0.01%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    305000 | PA      | $311188.88    | 0.00%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1821512.45   | 0.02%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    750000 | PA      | $821991.00    | 0.01%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    525000 | PA      | $475920.64    | 0.01%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    845000 | PA      | $844514.29    | 0.01%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    805000 | PA      | $801111.05    | 0.01%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    810000 | PA      | $805371.34    | 0.01%             | 2029-04-23      | Fixed         | 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        |   1110000 | PA      | $1112386.50   | 0.01%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $323609.44    | 0.00%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    665000 | PA      | $625179.60    | 0.01%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    715000 | PA      | $703920.57    | 0.01%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    765000 | PA      | $679698.98    | 0.01%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    985000 | PA      | $898722.57    | 0.01%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    680000 | PA      | $524630.54    | 0.01%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1133617.10   | 0.01%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $330450.62    | 0.00%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $912111.20    | 0.01%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    975000 | PA      | $959940.64    | 0.01%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1073094.32   | 0.01%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    730000 | PA      | $571538.32    | 0.01%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1029546.59   | 0.01%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    805000 | PA      | $810771.53    | 0.01%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS CAPITAL I                                                          | Goldman Sachs Capital I                                                               | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |    440000 | PA      | $468646.20    | 0.00%             | 2034-02-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    265000 | PA      | $291242.31    | 0.00%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                            | Goldman Sachs BDC Inc                                                                 | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132886.52    | 0.00%             | 2027-03-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                            | Goldman Sachs BDC Inc                                                                 | CUSIP: 38147UAF4<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180891.97    | 0.00%             | 2030-09-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    585000 | PA      | $548601.01    | 0.01%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    840000 | PA      | $755410.24    | 0.01%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                                         | Goldman Sachs Private Credit Corp                                                     | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101925.61    | 0.00%             | 2028-05-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                                         | Goldman Sachs Private Credit Corp                                                     | CUSIP: 38152BAC5<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153102.95    | 0.00%             | 2030-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS PRIVATE CR                                                         | Goldman Sachs Private Credit Corp                                                     | CUSIP: 38152BAG6<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150475.17    | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                                | Golub Capital BDC Inc                                                                 | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174748.54    | 0.00%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                                | Golub Capital BDC Inc                                                                 | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105566.55    | 0.00%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                                | Golub Capital BDC Inc                                                                 | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204591.78    | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                                            | Golub Capital Private Credit Fund                                                     | CUSIP: 38179RAB1<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304301.01    | 0.00%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                                            | Golub Capital Private Credit Fund                                                     | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151032.23    | 0.00%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                                  | WW Grainger Inc                                                                       | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    240000 | PA      | $216696.22    | 0.00%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                                  | WW Grainger Inc                                                                       | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    245000 | PA      | $193965.18    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                                  | WW Grainger Inc                                                                       | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $118076.71    | 0.00%             | 2047-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                                  | WW Grainger Inc                                                                       | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173586.70    | 0.00%             | 2034-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                                                           | Diageo Investment Corp                                                                | CUSIP: 386088AH1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    190000 | PA      | $228933.39    | 0.00%             | 2035-04-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | Grand Parkway Transportation Corp.                                                    | CUSIP: 38611TAV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $203012.52    | 0.00%             | 2042-10-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | Grand Parkway Transportation Corp.                                                    | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $207979.20    | 0.00%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                               | Grupo Televisa SAB                                                                    | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    155000 | PA      | $165154.41    | 0.00%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                               | Grupo Televisa SAB                                                                    | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    180000 | PA      | $155360.81    | 0.00%             | 2040-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                               | Grupo Televisa SAB                                                                    | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    355000 | PA      | $235095.16    | 0.00%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                               | Grupo Televisa SAB                                                                    | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    265000 | PA      | $201392.74    | 0.00%             | 2046-01-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                               | Grupo Televisa SAB                                                                    | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    215000 | PA      | $142092.68    | 0.00%             | 2049-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 402479CF4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44797.84     | 0.00%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                      | CUSIP: 403949AC4<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    205000 | PA      | $201967.64    | 0.00%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                      | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245139.87    | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                      | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135833.56    | 0.00%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                      | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248629.70    | 0.00%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                                           | HA Sustainable Infrastructure Capital Inc                                             | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174832.11    | 0.00%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                                           | HA Sustainable Infrastructure Capital Inc                                             | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167613.10    | 0.00%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350795.94    | 0.00%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    445000 | PA      | $421060.74    | 0.00%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312720.42    | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    575000 | PA      | $573285.35    | 0.01%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $338199.75    | 0.00%             | 2039-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    610000 | PA      | $552173.71    | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    785000 | PA      | $755139.15    | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    230000 | PA      | $156340.38    | 0.00%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    310000 | PA      | $277917.02    | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    360000 | PA      | $356327.82    | 0.00%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    265000 | PA      | $258332.94    | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    550000 | PA      | $520040.35    | 0.01%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    605000 | PA      | $493177.79    | 0.01%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358810.87    | 0.00%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    430000 | PA      | $447570.88    | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    355000 | PA      | $347746.60    | 0.00%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $136671.78    | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    550000 | PA      | $574036.10    | 0.01%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    475000 | PA      | $495910.07    | 0.01%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497304.60    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213432.22    | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152883.20    | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154943.42    | 0.00%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    235000 | PA      | $245128.10    | 0.00%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    450000 | PA      | $472554.45    | 0.00%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    380000 | PA      | $387956.36    | 0.00%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149493.33    | 0.00%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198493.14    | 0.00%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    395000 | PA      | $389845.41    | 0.00%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    340000 | PA      | $324377.92    | 0.00%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    420000 | PA      | $433004.00    | 0.00%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360502.42    | 0.00%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    305000 | PA      | $301696.03    | 0.00%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                                     | CUSIP: 40414LAE9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    295000 | PA      | $324322.50    | 0.00%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                                     | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    260000 | PA      | $252916.33    | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280AG4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $445593.00    | 0.00%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    405000 | PA      | $445123.88    | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280AJ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $169706.64    | 0.00%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $215830.56    | 0.00%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    490000 | PA      | $477485.84    | 0.01%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $799128.64    | 0.01%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    985000 | PA      | $994359.27    | 0.01%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    910000 | PA      | $899337.89    | 0.01%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $717884.93    | 0.01%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $448799.71    | 0.00%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $318486.81    | 0.00%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    660000 | PA      | $637231.25    | 0.01%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1025000 | PA      | $937663.85    | 0.01%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    710000 | PA      | $675282.85    | 0.01%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    525000 | PA      | $477034.79    | 0.01%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    495000 | PA      | $493104.55    | 0.01%             | 2033-03-29      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    890000 | PA      | $897901.51    | 0.01%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $712110.21    | 0.01%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    765000 | PA      | $793373.47    | 0.01%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    345000 | PA      | $373183.29    | 0.00%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $313816.37    | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $362103.46    | 0.00%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    690000 | PA      | $729728.48    | 0.01%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    540000 | PA      | $633490.63    | 0.01%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    730000 | PA      | $760134.47    | 0.01%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    830000 | PA      | $903516.50    | 0.01%             | 2034-03-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    790000 | PA      | $865800.26    | 0.01%             | 2044-03-09      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    510000 | PA      | $552818.33    | 0.01%             | 2034-06-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $268417.63    | 0.00%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $497763.79    | 0.01%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280EE5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $369257.67    | 0.00%             | 2035-03-04      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    610000 | PA      | $621836.20    | 0.01%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    405000 | PA      | $427072.10    | 0.00%             | 2032-05-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $626943.54    | 0.01%             | 2035-11-18      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $407544.40    | 0.00%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $671037.12    | 0.01%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $456637.82    | 0.00%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $512473.90    | 0.01%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $723331.56    | 0.01%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $669927.70    | 0.01%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    710000 | PA      | $750379.55    | 0.01%             | 2036-05-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $463295.43    | 0.00%             | 2036-09-10      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    690000 | PA      | $692233.94    | 0.01%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    690000 | PA      | $691757.29    | 0.01%             | 2036-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                                     | HSBC USA Inc                                                                          | CUSIP: 40428HA44<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    330000 | PA      | $335227.96    | 0.00%             | 2027-03-04      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | HSBC Bank USA NA                                                                      | CUSIP: 4042Q1AA5<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |     85000 | PA      | $90479.21     | 0.00%             | 2034-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | HSBC Bank USA NA                                                                      | CUSIP: 4042Q1AB3<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    350000 | PA      | $364994.74    | 0.00%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | HSBC Bank USA NA                                                                      | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    275000 | PA      | $321032.75    | 0.00%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                                | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295524.66    | 0.00%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                                | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191603.76    | 0.00%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                                | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    280000 | PA      | $252524.94    | 0.00%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                                | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    395000 | PA      | $391036.61    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                                | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    230000 | PA      | $223396.84    | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                                | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    285000 | PA      | $288534.83    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                                | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413045.64    | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                                         | HPS Corporate Lending Fund                                                            | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124339.58    | 0.00%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| HPS CORPORATE LENDING FU                                                         | HPS Corporate Lending Fund                                                            | CUSIP: 40440VAF2<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    230000 | PA      | $240260.46    | 0.00%             | 2029-01-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| HPS CORPORATE LENDING FU                                                         | HPS Corporate Lending Fund                                                            | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202440.42    | 0.00%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| HPS CORPORATE LENDING FU                                                         | HPS Corporate Lending Fund                                                            | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203228.40    | 0.00%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                                         | HPS Corporate Lending Fund                                                            | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    355000 | PA      | $353063.65    | 0.00%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                                         | HPS Corporate Lending Fund                                                            | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149587.43    | 0.00%             | 2030-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                        | CUSIP: 404530AA5<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84494.70     | 0.00%             | 2057-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                        | CUSIP: 404530AB3<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     85000 | PA      | $70274.69     | 0.00%             | 2048-07-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                        | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    150000 | PA      | $109056.41    | 0.00%             | 2041-09-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                        | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    155000 | PA      | $99797.53     | 0.00%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                        | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    295000 | PA      | $327640.28    | 0.00%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                        | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    325000 | PA      | $383178.61    | 0.00%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                        | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    225000 | PA      | $198702.92    | 0.00%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                        | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    375000 | PA      | $370691.63    | 0.00%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                        | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    550000 | PA      | $491453.33    | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                        | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    305000 | PA      | $288909.08    | 0.00%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                                           | HA Sustainable Infrastructure Capital Inc                                             | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    340000 | PA      | $346507.06    | 0.00%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                                                          | Hanover Insurance Group Inc/The                                                       | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    115000 | PA      | $104635.04    | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                                                          | Hanover Insurance Group Inc/The                                                       | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152441.75    | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON INC                                                              | Harley-Davidson Inc                                                                   | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $100902.75    | 0.00%             | 2045-07-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                             | CUSIP: 413875AN5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108986.38    | 0.00%             | 2040-12-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                             | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99887.53     | 0.00%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies, Inc.                                                           | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143579.33    | 0.00%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies, Inc.                                                           | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252030.25    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                                 | Hartford Insurance Group Inc/The                                                      | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160389.90    | 0.00%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                         | Hartford Insurance Group Inc/The                                                      | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    170000 | PA      | $183490.15    | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                         | Hartford Insurance Group Inc/The                                                      | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127494.17    | 0.00%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                         | Hartford Insurance Group Inc/The                                                      | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    165000 | PA      | $157886.32    | 0.00%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                         | Hartford Insurance Group Inc/The                                                      | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    390000 | PA      | $288958.33    | 0.00%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                                 | Hartford Insurance Group Inc/The                                                      | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    125000 | PA      | $79924.24     | 0.00%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HARTFORD HEALTHCARE CORP                                                         | Hartford HealthCare Corp                                                              | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |    130000 | PA      | $92744.74     | 0.00%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                            | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210381.26    | 0.00%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                            | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    125000 | PA      | $111806.14    | 0.00%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                            | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247443.90    | 0.00%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                            | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245857.38    | 0.00%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                            | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79676.21     | 0.00%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                      | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    260000 | PA      | $290257.81    | 0.00%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                         | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    225000 | PA      | $223618.10    | 0.00%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                         | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    405000 | PA      | $384548.72    | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                                     | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     25000 | PA      | $25555.07     | 0.00%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                                     | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    150000 | PA      | $149289.48    | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                                     | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    300000 | PA      | $284433.18    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                                     | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    175000 | PA      | $169986.06    | 0.00%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                                     | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    200000 | PA      | $205148.48    | 0.00%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                                       | HEICO Corp                                                                            | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154289.25    | 0.00%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                                       | HEICO Corp                                                                            | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217855.74    | 0.00%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 42307TAG3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    170000 | PA      | $187696.17    | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                            | Helmerich & Payne Inc                                                                 | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    190000 | PA      | $169788.66    | 0.00%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                            | Helmerich & Payne Inc                                                                 | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277501.04    | 0.00%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                            | Helmerich & Payne Inc                                                                 | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100577.83    | 0.00%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                            | Helmerich & Payne Inc                                                                 | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148092.32    | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| HERCULES CAPITAL INC                                                             | Hercules Capital Inc                                                                  | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222064.79    | 0.00%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                                             | Hercules Capital Inc                                                                  | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101379.48    | 0.00%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                        | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    185000 | PA      | $126779.95    | 0.00%             | 2049-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                        | CUSIP: 427866BD9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94329.94     | 0.00%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                        | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135380.69    | 0.00%             | 2030-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                        | CUSIP: 427866BG2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    140000 | PA      | $86181.05     | 0.00%             | 2050-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                        | CUSIP: 427866BJ6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175851.88    | 0.00%             | 2033-05-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                        | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193110.22    | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                        | CUSIP: 427866BL1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195052.73    | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                        | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197075.35    | 0.00%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                        | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154368.38    | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                             | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    240000 | PA      | $259841.06    | 0.00%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                             | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    350000 | PA      | $362140.80    | 0.00%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                             | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231115.52    | 0.00%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                             | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153968.10    | 0.00%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                                | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379377.08    | 0.00%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                         | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    225000 | PA      | $243630.00    | 0.00%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                         | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    460000 | PA      | $473096.94    | 0.00%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                         | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194873.58    | 0.00%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                         | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352023.14    | 0.00%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                         | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503066.65    | 0.01%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                         | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    590000 | PA      | $585729.17    | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                         | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    565000 | PA      | $523674.15    | 0.01%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                         | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    370000 | PA      | $370426.43    | 0.00%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                         | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299103.00    | 0.00%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                         | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    385000 | PA      | $385258.07    | 0.00%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                                                      | Hexcel Corp                                                                           | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254283.35    | 0.00%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                                   | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     25000 | PA      | $24846.73     | 0.00%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                                   | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    220000 | PA      | $218044.75    | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                                   | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    200000 | PA      | $196890.04    | 0.00%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                                   | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     35000 | PA      | $32581.86     | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                                   | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    160000 | PA      | $143506.98    | 0.00%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                                   | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    105000 | PA      | $119955.71    | 0.00%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                                   | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    110000 | PA      | $110096.49    | 0.00%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                                | Canada Government International Bond                                                  | CUSIP: 43358BAA1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $1031495.60   | 0.01%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                                | Canada Government International Bond                                                  | CUSIP: 43358BAB9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $505397.95    | 0.01%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOAG MEMORIAL HOSPITAL                                                           | Hoag Memorial Hospital Presbyterian                                                   | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |    180000 | PA      | $136967.58    | 0.00%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                            | Amrize Finance US LLC                                                                 | CUSIP: 43475RAP1<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201402.06    | 0.00%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                            | Amrize Finance US LLC                                                                 | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202448.82    | 0.00%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                            | Amrize Finance US LLC                                                                 | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    285000 | PA      | $291622.37    | 0.00%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                            | Amrize Finance US LLC                                                                 | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268300.14    | 0.00%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    900000 | PA      | $974716.74    | 0.01%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    206000 | PA      | $213034.06    | 0.00%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $267801.80    | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $216756.83    | 0.00%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    225000 | PA      | $210282.75    | 0.00%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    325000 | PA      | $282456.23    | 0.00%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    480000 | PA      | $406677.31    | 0.00%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    377000 | PA      | $263256.61    | 0.00%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    360000 | PA      | $286600.86    | 0.00%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147764.09    | 0.00%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301265.76    | 0.00%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    430000 | PA      | $371504.22    | 0.00%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    590000 | PA      | $571190.39    | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    450000 | PA      | $307057.37    | 0.00%             | 2049-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236376.58    | 0.00%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    450000 | PA      | $425812.23    | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    435000 | PA      | $356044.98    | 0.00%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    430000 | PA      | $303735.79    | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CE0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    215000 | PA      | $202742.14    | 0.00%             | 2028-03-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    425000 | PA      | $369262.74    | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    375000 | PA      | $215348.81    | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    325000 | PA      | $306649.14    | 0.00%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    340000 | PA      | $299507.50    | 0.00%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $185715.30    | 0.00%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    245000 | PA      | $242560.41    | 0.00%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    400000 | PA      | $376744.36    | 0.00%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    495000 | PA      | $361653.14    | 0.00%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    450000 | PA      | $455879.70    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $274745.61    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257346.38    | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254315.93    | 0.00%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307786.05    | 0.00%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    325000 | PA      | $336182.05    | 0.00%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    450000 | PA      | $460272.78    | 0.00%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    435000 | PA      | $416332.89    | 0.00%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150120.86    | 0.00%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076DJ8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264231.84    | 0.00%             | 2030-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287626.15    | 0.00%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                                    | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    380000 | PA      | $373803.26    | 0.00%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                                    | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    310000 | PA      | $283488.06    | 0.00%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                                    | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    280000 | PA      | $282639.34    | 0.00%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                                    | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $354288.45    | 0.00%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                                    | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $255590.28    | 0.00%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516AR7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106434.45    | 0.00%             | 2036-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    235000 | PA      | $249322.62    | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516BB1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113638.02    | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156694.80    | 0.00%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238671.13    | 0.00%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273902.25    | 0.00%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    250000 | PA      | $163574.83    | 0.00%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    275000 | PA      | $266682.68    | 0.00%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    220000 | PA      | $192351.39    | 0.00%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153252.86    | 0.00%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    385000 | PA      | $396498.18    | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CL8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252022.38    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287506.06    | 0.00%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87385.53     | 0.00%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144806.75    | 0.00%             | 2031-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    365000 | PA      | $371906.82    | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    610000 | PA      | $576461.29    | 0.01%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    190000 | PA      | $180686.52    | 0.00%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CX2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405159.68    | 0.00%             | 2027-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281074.75    | 0.00%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193909.67    | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                                                         | Horace Mann Educators Corp                                                            | CUSIP: 440327AL8<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |    140000 | PA      | $150164.25    | 0.00%             | 2028-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                                                         | Horace Mann Educators Corp                                                            | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89378.20     | 0.00%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                                     | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    310000 | PA      | $280113.64    | 0.00%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                                     | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    220000 | PA      | $209116.01    | 0.00%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                                     | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    225000 | PA      | $147504.65    | 0.00%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                                     | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151678.62    | 0.00%             | 2027-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HOSPITAL SPECIAL SURGERY                                                         | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery         | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $91969.59     | 0.00%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                              | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    200000 | PA      | $191897.58    | 0.00%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                              | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    320000 | PA      | $305323.26    | 0.00%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                              | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    150000 | PA      | $155118.86    | 0.00%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                              | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    200000 | PA      | $202643.60    | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                              | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    150000 | PA      | $156666.89    | 0.00%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                              | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    120000 | PA      | $120135.90    | 0.00%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                               | City of Houston                                                                       | CUSIP: 4423313K8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    255000 | PA      | $219819.00    | 0.00%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| HOWARD UNIVERSITY                                                                | Howard University                                                                     | CUSIP: 442851BH3<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |    255000 | PA      | $217702.40    | 0.00%             | 2052-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | Howmet Aerospace Inc                                                                  | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194098.50    | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | Howmet Aerospace Inc                                                                  | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    215000 | PA      | $220891.77    | 0.00%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | Howmet Aerospace Inc                                                                  | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150705.50    | 0.00%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                      | Hubbell Inc                                                                           | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103624.52    | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                      | Hubbell Inc                                                                           | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188124.78    | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                      | Hubbell Inc                                                                           | CUSIP: 443510AK8<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    145000 | PA      | $132100.39    | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                      | Hubbell Inc                                                                           | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119305.56    | 0.00%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    125000 | PA      | $107737.20    | 0.00%             | 2042-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220982.38    | 0.00%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149690.36    | 0.00%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127451.18    | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    145000 | PA      | $139119.00    | 0.00%             | 2029-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $111124.94    | 0.00%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167374.10    | 0.00%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    270000 | PA      | $262127.88    | 0.00%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    305000 | PA      | $264582.16    | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269995.74    | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103125.19    | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262847.35    | 0.00%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    225000 | PA      | $204849.02    | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262656.80    | 0.00%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135272.36    | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361871.72    | 0.00%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282863.40    | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97363.91     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224758.53    | 0.00%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                                           | Hungary Government International Bonds                                                | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    500000 | PA      | $584686.80    | 0.01%             | 2041-03-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPRT SVCS                                                            | JB Hunt Transport Services Inc                                                        | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204543.00    | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                          | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    350000 | PA      | $326624.17    | 0.00%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                          | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    350000 | PA      | $303704.80    | 0.00%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                          | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116435.18    | 0.00%             | 2033-05-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                          | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326974.67    | 0.00%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                          | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    400000 | PA      | $419732.00    | 0.00%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                          | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    325000 | PA      | $340047.83    | 0.00%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                          | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208889.68    | 0.00%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                                     | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207865.35    | 0.00%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                                     | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247761.83    | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                                     | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108962.83    | 0.00%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                                     | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103378.87    | 0.00%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                                     | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158769.39    | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                         | Huntington National Bank/The                                                          | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332077.09    | 0.00%             | 2028-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                         | Huntington National Bank/The                                                          | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262130.58    | 0.00%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                         | Huntington National Bank/The                                                          | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332925.22    | 0.00%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                                     | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205631.32    | 0.00%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                                     | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167393.41    | 0.00%             | 2030-04-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                                     | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228605.22    | 0.00%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                                     | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180208.93    | 0.00%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                                     | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103283.30    | 0.00%             | 2034-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                                     | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50943.53     | 0.00%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                                     | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    275000 | PA      | $288629.06    | 0.00%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                                     | CUSIP: 448579AW2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120470.82    | 0.00%             | 2035-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                     | Hydro-Quebec                                                                          | CUSIP: 448814DC4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    140000 | PA      | $162958.74    | 0.00%             | 2029-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                     | Hydro-Quebec                                                                          | CUSIP: 448814DF7<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $361284.00    | 0.00%             | 2030-04-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                     | Hydro-Quebec                                                                          | CUSIP: 448814DL4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     30000 | PA      | $36980.67     | 0.00%             | 2030-11-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                                     | CUSIP: 449276AB0<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    120000 | PA      | $120864.58    | 0.00%             | 2027-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                                     | CUSIP: 449276AC8<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    150000 | PA      | $152340.02    | 0.00%             | 2029-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                                     | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    300000 | PA      | $302970.24    | 0.00%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                                     | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    320000 | PA      | $309103.23    | 0.00%             | 2044-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                                     | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    460000 | PA      | $428864.21    | 0.00%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                         | Icon Investments Six DAC                                                              | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    270000 | PA      | $275526.31    | 0.00%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                         | Icon Investments Six DAC                                                              | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    160000 | PA      | $167109.54    | 0.00%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                         | Icon Investments Six DAC                                                              | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $264691.00    | 0.00%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                        | CUSIP: 45138LBF9<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    310000 | PA      | $254049.56    | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                        | CUSIP: 45138LBH5<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97885.90     | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                        | CUSIP: 45138LBK8<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128656.24    | 0.00%             | 2034-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                        | CUSIP: 45138LBL6<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114644.82    | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                        | IDEX Corp                                                                             | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236660.90    | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                        | IDEX Corp                                                                             | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    190000 | PA      | $173772.88    | 0.00%             | 2031-06-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | State of Illinois                                                                     | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1871618 | PA      | $1920792.51   | 0.02%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | State of Illinois                                                                     | CUSIP: 452152BM2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    115385 | PA      | $122191.76    | 0.00%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | State of Illinois                                                                     | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    178571 | PA      | $194585.47    | 0.00%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | Illinois State Toll Highway Authority                                                 | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31860.37     | 0.00%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                          | Illinois Tool Works Inc                                                               | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179612.80    | 0.00%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                          | Illinois Tool Works Inc                                                               | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    350000 | PA      | $296108.12    | 0.00%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                     | Illumina Inc                                                                          | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    165000 | PA      | $149696.51    | 0.00%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                     | Illumina Inc                                                                          | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164856.94    | 0.00%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                     | Illumina Inc                                                                          | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151498.26    | 0.00%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INDEPENDENT BANK CORP                                                            | Independent Bank Corp                                                                 | CUSIP: 453836AJ7<br>LEI: 549300C5K3W8THR3GE10 | Long             | DBT              | CORP              | US        |    170000 | PA      | $177849.61    | 0.00%             | 2035-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                             | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    115000 | PA      | $125592.80    | 0.00%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                             | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    145000 | PA      | $126110.07    | 0.00%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                             | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113538.66    | 0.00%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                             | CUSIP: 454889AS5<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49958.44     | 0.00%             | 2028-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                             | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162002.22    | 0.00%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                             | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    130000 | PA      | $86616.78     | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                             | CUSIP: 454889AV8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148908.51    | 0.00%             | 2053-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | Indiana Finance Authority                                                             | CUSIP: 45506ECL5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     60000 | PA      | $43815.43     | 0.00%             | 2051-01-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIV HEALTH INC                                                          | Indiana University Health Inc Obligated Group                                         | CUSIP: 455170AA8<br>LEI: 5493005H76YOO81B8D75 | Long             | DBT              | CORP              | US        |    140000 | PA      | $112134.02    | 0.00%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIV HEALTH INC                                                          | Indiana University Health Inc Obligated Group                                         | CUSIP: 455170AB6<br>LEI: 5493005H76YOO81B8D75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63164.97     | 0.00%             | 2051-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    425000 | PA      | $420782.30    | 0.00%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    700000 | PA      | $606678.45    | 0.01%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $301036.38    | 0.00%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780CH7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $406341.56    | 0.00%             | 2029-02-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780CJ3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $301391.46    | 0.00%             | 2049-02-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                               | CUSIP: 455780CK0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    375000 | PA      | $364736.59    | 0.00%             | 2029-09-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    550000 | PA      | $420112.22    | 0.00%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    605000 | PA      | $571947.46    | 0.01%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                               | CUSIP: 455780CR5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    350000 | PA      | $256604.18    | 0.00%             | 2050-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780CS3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    695000 | PA      | $681879.51    | 0.01%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $494378.16    | 0.01%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780CU8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    275000 | PA      | $223187.47    | 0.00%             | 2070-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780CV6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    475000 | PA      | $417618.48    | 0.00%             | 2031-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    605000 | PA      | $404592.48    | 0.00%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                               | CUSIP: 455780CX2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    365000 | PA      | $237618.80    | 0.00%             | 2071-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780CY0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    270000 | PA      | $239328.68    | 0.00%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                               | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    220000 | PA      | $141872.72    | 0.00%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    440000 | PA      | $416825.99    | 0.00%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    325000 | PA      | $327374.35    | 0.00%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $302714.49    | 0.00%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780DR4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    420000 | PA      | $424790.77    | 0.00%             | 2033-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                               | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    245000 | PA      | $248592.34    | 0.00%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                               | CUSIP: 455780DT0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $301851.51    | 0.00%             | 2029-03-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                               | CUSIP: 455780DU7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    240000 | PA      | $239768.66    | 0.00%             | 2034-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                               | CUSIP: 455780DV5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    285000 | PA      | $275828.56    | 0.00%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                               | CUSIP: 455780DW3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $195001.18    | 0.00%             | 2054-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780DX1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $299717.13    | 0.00%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                               | CUSIP: 455780DZ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $207429.76    | 0.00%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                               | CUSIP: 455780ED4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    405000 | PA      | $404404.04    | 0.00%             | 2036-04-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK CHINA/NY                                                           | Industrial & Commercial Bank of China Ltd/New York NY                                 | CUSIP: 45580KAK4<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |    300000 | PA      | $298212.03    | 0.00%             | 2027-11-08      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                          | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    545000 | PA      | $544863.80    | 0.01%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                          | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    430000 | PA      | $435519.82    | 0.00%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                          | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    355000 | PA      | $353566.08    | 0.00%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                          | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $230265.00    | 0.00%             | 2032-04-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                          | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $400143.84    | 0.00%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                          | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    425000 | PA      | $417881.85    | 0.00%             | 2033-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                          | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $378605.92    | 0.00%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                          | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    410000 | PA      | $423124.76    | 0.00%             | 2030-03-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                          | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    495000 | PA      | $515541.66    | 0.01%             | 2035-03-19      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                          | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    325000 | PA      | $333157.96    | 0.00%             | 2031-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                          | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    320000 | PA      | $332593.18    | 0.00%             | 2036-03-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                                    | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174351.52    | 0.00%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                               | Trane Technologies Financing Ltd                                                      | CUSIP: 456873AC2<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $90545.29     | 0.00%             | 2044-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                               | Trane Technologies Financing Ltd                                                      | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $198745.74    | 0.00%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                                                         | Trane Technologies Holdco Inc                                                         | CUSIP: 45687AAG7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156242.21    | 0.00%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                                                         | Trane Technologies Holdco Inc                                                         | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    190000 | PA      | $159044.31    | 0.00%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                                                         | Trane Technologies Holdco Inc                                                         | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279231.68    | 0.00%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                                    | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155100.51    | 0.00%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                                    | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265144.73    | 0.00%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                                    | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203313.44    | 0.00%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                                    | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227518.92    | 0.00%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                                    | CUSIP: 45687VAE6<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157049.15    | 0.00%             | 2031-06-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                                    | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208253.56    | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                                    | CUSIP: 45687VAG1<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150635.30    | 0.00%             | 2054-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                                                    | Ingredion Inc                                                                         | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    190000 | PA      | $179039.07    | 0.00%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                                                    | Ingredion Inc                                                                         | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    120000 | PA      | $90663.49     | 0.00%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    295000 | PA      | $261914.84    | 0.00%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    195000 | PA      | $186199.71    | 0.00%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    225000 | PA      | $182467.64    | 0.00%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    255000 | PA      | $219937.63    | 0.00%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    360000 | PA      | $275943.82    | 0.00%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    340000 | PA      | $335968.72    | 0.00%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    265000 | PA      | $200450.16    | 0.00%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    540000 | PA      | $384298.99    | 0.00%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    630000 | PA      | $588041.94    | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    730000 | PA      | $467591.86    | 0.00%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    395000 | PA      | $222062.68    | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223036.88    | 0.00%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    730000 | PA      | $597272.35    | 0.01%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    360000 | PA      | $293977.94    | 0.00%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348612.85    | 0.00%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    470000 | PA      | $460823.20    | 0.00%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    310000 | PA      | $290939.28    | 0.00%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    420000 | PA      | $368454.95    | 0.00%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    185000 | PA      | $129193.58    | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $246287.72    | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $114561.92    | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    380000 | PA      | $378125.99    | 0.00%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    265000 | PA      | $262258.42    | 0.00%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    375000 | PA      | $361918.28    | 0.00%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    520000 | PA      | $430726.66    | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162790.32    | 0.00%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    555000 | PA      | $563106.39    | 0.01%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    290000 | PA      | $297350.20    | 0.00%             | 2030-02-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    710000 | PA      | $723951.50    | 0.01%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100960.69    | 0.00%             | 2043-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    605000 | PA      | $563881.48    | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    435000 | PA      | $407632.67    | 0.00%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    310000 | PA      | $313982.91    | 0.00%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    355000 | PA      | $328081.20    | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140CN8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179084.59    | 0.00%             | 2031-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 45818WFW1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     50000 | PA      | $48226.19     | 0.00%             | 2054-09-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 45818WGB6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $100923.18    | 0.00%             | 2030-01-22      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0BT4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    240000 | PA      | $214942.78    | 0.00%             | 2041-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0BX5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    325000 | PA      | $264782.60    | 0.00%             | 2042-08-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $234404.15    | 0.00%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1305000 | PA      | $1282415.15   | 0.01%             | 2027-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1040000 | PA      | $1027793.21   | 0.01%             | 2028-09-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1075000 | PA      | $1027139.07   | 0.01%             | 2029-06-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0DQ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    775000 | PA      | $737835.96    | 0.01%             | 2027-09-16      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    730000 | PA      | $641098.78    | 0.01%             | 2031-01-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1035000 | PA      | $973529.07    | 0.01%             | 2028-07-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0EB0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    825000 | PA      | $807375.44    | 0.01%             | 2027-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0EF1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $746241.45    | 0.01%             | 2029-09-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $252100.88    | 0.00%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    800000 | PA      | $773043.60    | 0.01%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0EL8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    765000 | PA      | $786653.78    | 0.01%             | 2033-09-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0EM6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    880000 | PA      | $886901.75    | 0.01%             | 2027-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0EN4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    825000 | PA      | $837542.31    | 0.01%             | 2029-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0EP9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    720000 | PA      | $731692.51    | 0.01%             | 2034-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0ER5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    485000 | PA      | $478843.85    | 0.01%             | 2031-09-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0ES3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1370000 | PA      | $1410542.96   | 0.01%             | 2030-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0EV6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $500114.10    | 0.01%             | 2030-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0EW4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1012192.90   | 0.01%             | 2035-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                         | Inter-American Investment Corp                                                        | CUSIP: 45828Q2B2<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    550000 | PA      | $555142.17    | 0.01%             | 2028-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                         | Inter-American Investment Corp                                                        | CUSIP: 45828Q2C0<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    350000 | PA      | $359603.20    | 0.00%             | 2028-09-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                         | Inter-American Investment Corp                                                        | CUSIP: 45828Q2D8<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    335000 | PA      | $340318.16    | 0.00%             | 2029-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                         | Inter-American Investment Corp                                                        | CUSIP: 45828Q2F3<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $305248.47    | 0.00%             | 2030-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                         | Inter-American Investment Corp                                                        | CUSIP: 45828Q2G1<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $299743.98    | 0.00%             | 2028-11-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTEGRIS BAPTIST MEDICAL                                                         | Integris Baptist Medical Center Inc                                                   | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |    140000 | PA      | $101555.22    | 0.00%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180519.86    | 0.00%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200196.88    | 0.00%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197630.28    | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    375000 | PA      | $312569.74    | 0.00%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    380000 | PA      | $349127.51    | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    360000 | PA      | $236263.72    | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    450000 | PA      | $384071.45    | 0.00%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    385000 | PA      | $285863.23    | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    505000 | PA      | $302598.22    | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    450000 | PA      | $451294.16    | 0.00%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    380000 | PA      | $384188.59    | 0.00%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    470000 | PA      | $475963.36    | 0.01%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    460000 | PA      | $422355.90    | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    335000 | PA      | $307223.61    | 0.00%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    445000 | PA      | $466345.72    | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    290000 | PA      | $288072.83    | 0.00%             | 2028-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459056RA7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1530000 | PA      | $1548598.99   | 0.02%             | 2035-08-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1040000 | PA      | $1020712.68   | 0.01%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058HJ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1165000 | PA      | $1086661.21   | 0.01%             | 2029-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1470000 | PA      | $1301367.04   | 0.01%             | 2030-05-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1240000 | PA      | $1081850.40   | 0.01%             | 2030-08-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2000000 | PA      | $1898757.20   | 0.02%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1470000 | PA      | $1296706.40   | 0.01%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058JT1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    205000 | PA      | $198669.21    | 0.00%             | 2027-02-10      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1685000 | PA      | $1603894.38   | 0.02%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1125000 | PA      | $1054597.16   | 0.01%             | 2028-09-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1440000 | PA      | $1271117.52   | 0.01%             | 2031-11-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1025000 | PA      | $1018941.53   | 0.01%             | 2027-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058KL6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    815000 | PA      | $814296.82    | 0.01%             | 2029-09-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058KQ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1445000 | PA      | $1453671.16   | 0.02%             | 2030-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058KT9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1130000 | PA      | $1127876.17   | 0.01%             | 2028-07-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    815000 | PA      | $823126.04    | 0.01%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058KW2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1010000 | PA      | $1035760.96   | 0.01%             | 2028-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058KY8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1005000 | PA      | $1050379.47   | 0.01%             | 2033-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058LA9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1513326.00   | 0.02%             | 2031-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058LF8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    900000 | PA      | $928851.48    | 0.01%             | 2031-04-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1185000 | PA      | $1162676.38   | 0.01%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058LN1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1350000 | PA      | $1360530.95   | 0.01%             | 2029-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2010000 | PA      | $2084491.40   | 0.02%             | 2032-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058LR2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1550000 | PA      | $1573784.75   | 0.02%             | 2030-03-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058LT8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1010000 | PA      | $1011537.62   | 0.01%             | 2028-05-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058LU5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1620000 | PA      | $1623698.46   | 0.02%             | 2032-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058LY7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1482637.50   | 0.02%             | 2030-10-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    120000 | PA      | $125097.74    | 0.00%             | 2035-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 45906M3D1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $920896.80    | 0.01%             | 2032-03-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 45906M4T5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     50000 | PA      | $50067.27     | 0.00%             | 2034-02-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 45906M5D9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    410000 | PA      | $415320.94    | 0.00%             | 2034-04-05      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 45906M5P2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     50000 | PA      | $49779.79     | 0.00%             | 2034-08-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 45906M5V9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    260000 | PA      | $262400.27    | 0.00%             | 2034-11-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200AP6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     90000 | PA      | $107016.53    | 0.00%             | 2096-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215728.52    | 0.00%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    310000 | PA      | $320680.24    | 0.00%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    375000 | PA      | $314190.79    | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    410000 | PA      | $362966.11    | 0.00%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173961.76    | 0.00%             | 2027-01-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1044238.04   | 0.01%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    550000 | PA      | $491597.70    | 0.01%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    880000 | PA      | $710767.55    | 0.01%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    410000 | PA      | $398600.93    | 0.00%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    425000 | PA      | $387419.25    | 0.00%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $188600.80    | 0.00%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    240000 | PA      | $153587.86    | 0.00%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    255000 | PA      | $250437.26    | 0.00%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KN0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    155000 | PA      | $140503.73    | 0.00%             | 2032-02-09      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $171458.48    | 0.00%             | 2052-02-09      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266554.86    | 0.00%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299510.76    | 0.00%             | 2032-07-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    285000 | PA      | $251188.91    | 0.00%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    375000 | PA      | $378778.69    | 0.00%             | 2028-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    190000 | PA      | $173271.91    | 0.00%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    335000 | PA      | $340009.89    | 0.00%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306988.92    | 0.00%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256871.43    | 0.00%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    285000 | PA      | $292393.64    | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    340000 | PA      | $335523.66    | 0.00%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                                | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100763.48    | 0.00%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                                | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221441.80    | 0.00%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                            | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    515000 | PA      | $449301.71    | 0.00%             | 2030-08-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                            | CUSIP: 45950KDD9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    600000 | PA      | $613287.36    | 0.01%             | 2028-07-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                            | CUSIP: 45950KDF4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $503647.65    | 0.01%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                            | CUSIP: 45950KDH0<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    680000 | PA      | $693910.28    | 0.01%             | 2029-07-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                            | CUSIP: 45950KDK3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $509238.35    | 0.01%             | 2028-01-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                            | CUSIP: 45950VUS3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    620000 | PA      | $623260.46    | 0.01%             | 2030-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                                | CUSIP: 460146CF8<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    100000 | PA      | $116859.81    | 0.00%             | 2039-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                                | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186604.74    | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                                | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    135000 | PA      | $119007.06    | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                                | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198654.10    | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                                | CUSIP: 460146CN1<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    165000 | PA      | $151605.91    | 0.00%             | 2046-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                                | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    250000 | PA      | $205385.68    | 0.00%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                         | CUSIP: 461070AG9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53551.81     | 0.00%             | 2039-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                         | CUSIP: 461070AN4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    125000 | PA      | $93490.69     | 0.00%             | 2046-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                         | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250003.18    | 0.00%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                         | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78489.61     | 0.00%             | 2029-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                         | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    180000 | PA      | $128734.40    | 0.00%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                         | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    175000 | PA      | $160821.05    | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                         | CUSIP: 461070AT1<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    145000 | PA      | $93336.99     | 0.00%             | 2051-11-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                         | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156290.57    | 0.00%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                         | CUSIP: 461070AY0<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87439.85     | 0.00%             | 2055-10-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                            | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $231913.42    | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                            | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    310000 | PA      | $278909.05    | 0.00%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                            | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $418211.08    | 0.00%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                            | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    365000 | PA      | $359521.86    | 0.00%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INVESCO FINANCE PLC                                                              | Invesco Finance PLC                                                                   | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $221137.41    | 0.00%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                             | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    225000 | PA      | $196774.65    | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                             | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    150000 | PA      | $142656.02    | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                             | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    250000 | PA      | $213978.25    | 0.00%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                             | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    200000 | PA      | $194287.76    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                             | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    150000 | PA      | $156042.53    | 0.00%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                             | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     30000 | PA      | $31110.09     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                             | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    100000 | PA      | $98825.27     | 0.00%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                             | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    180000 | PA      | $182746.82    | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                           | IPALCO Enterprises Inc                                                                | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    255000 | PA      | $250049.97    | 0.00%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                           | IPALCO Enterprises Inc                                                                | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92037.53     | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA Inc                                                                             | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    335000 | PA      | $345673.80    | 0.00%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA Inc                                                                             | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210904.62    | 0.00%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                                  | CUSIP: 4651387N9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    500000 | PA      | $440979.70    | 0.00%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                                  | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    615000 | PA      | $571906.77    | 0.01%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                                  | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    620000 | PA      | $452004.68    | 0.00%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                                  | CUSIP: 46513JB59<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    380000 | PA      | $283426.57    | 0.00%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | State of Israel                                                                       | CUSIP: 46513JXM8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    520000 | PA      | $482029.18    | 0.01%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | State of Israel                                                                       | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    685000 | PA      | $459224.96    | 0.00%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                                  | CUSIP: 46513YJH2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    350000 | PA      | $343563.78    | 0.00%             | 2028-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                                  | CUSIP: 46513YJJ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    440000 | PA      | $344841.51    | 0.00%             | 2048-01-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                                  | CUSIP: 46514BRA7<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    400000 | PA      | $391742.56    | 0.00%             | 2033-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                                  | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    935000 | PA      | $968781.36    | 0.01%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                                  | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    905000 | PA      | $868140.89    | 0.01%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                                  | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    400000 | PA      | $411481.72    | 0.00%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                                  | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    750000 | PA      | $774762.60    | 0.01%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                                  | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    900000 | PA      | $938707.56    | 0.01%             | 2035-02-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                       | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    504000 | PA      | $534037.69    | 0.01%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                       | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    700000 | PA      | $673826.86    | 0.01%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                       | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    750000 | PA      | $569057.93    | 0.01%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                       | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    765000 | PA      | $561566.76    | 0.01%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                                | ITC Holdings Corp                                                                     | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96655.70     | 0.00%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                                | ITC Holdings Corp                                                                     | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222673.75    | 0.00%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                            | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    190000 | PA      | $180317.20    | 0.00%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                            | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    220000 | PA      | $211912.73    | 0.00%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                            | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    320000 | PA      | $287313.73    | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                            | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    260000 | PA      | $201300.94    | 0.00%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                            | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    235000 | PA      | $220297.60    | 0.00%             | 2032-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                            | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    470000 | PA      | $482701.00    | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                            | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    500000 | PA      | $522230.80    | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    760000 | PA      | $860394.94    | 0.01%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $365591.80    | 0.00%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    525000 | PA      | $547729.35    | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    505000 | PA      | $519196.51    | 0.01%             | 2043-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $426482.10    | 0.00%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600997.50    | 0.01%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    555000 | PA      | $523537.72    | 0.01%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    503000 | PA      | $506895.68    | 0.01%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    345000 | PA      | $343445.81    | 0.00%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    890000 | PA      | $888028.92    | 0.01%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                             | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179757.76    | 0.00%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                             | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174563.66    | 0.00%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                             | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    175000 | PA      | $163068.12    | 0.00%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                             | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180392.42    | 0.00%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    595000 | PA      | $505475.65    | 0.01%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    850000 | PA      | $845399.72    | 0.01%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    870000 | PA      | $782013.25    | 0.01%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    520000 | PA      | $424879.73    | 0.00%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $894494.06    | 0.01%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    760000 | PA      | $752963.01    | 0.01%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    690000 | PA      | $551006.19    | 0.01%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    770000 | PA      | $769530.53    | 0.01%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    685000 | PA      | $687312.97    | 0.01%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    825000 | PA      | $833753.00    | 0.01%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    775000 | PA      | $763681.82    | 0.01%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1067576.96   | 0.01%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    910000 | PA      | $918164.25    | 0.01%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    825000 | PA      | $768557.71    | 0.01%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    510000 | PA      | $401270.86    | 0.00%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    680000 | PA      | $462893.88    | 0.00%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $661279.01    | 0.01%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487697.95    | 0.01%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    530000 | PA      | $471155.05    | 0.00%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    665000 | PA      | $478993.58    | 0.01%             | 2041-11-19      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    925000 | PA      | $825245.13    | 0.01%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1005799.85   | 0.01%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    650000 | PA      | $504763.22    | 0.01%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $815592.88    | 0.01%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $573044.64    | 0.01%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $721988.00    | 0.01%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1179712.75   | 0.01%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    710000 | PA      | $701636.48    | 0.01%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    960000 | PA      | $963897.98    | 0.01%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    780000 | PA      | $783969.42    | 0.01%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    560000 | PA      | $566780.42    | 0.01%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1073933.49   | 0.01%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1401984.65   | 0.01%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1070620.40   | 0.01%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1352011.31   | 0.01%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    760000 | PA      | $782831.46    | 0.01%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    595000 | PA      | $626972.09    | 0.01%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $988761.06    | 0.01%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    780000 | PA      | $788178.22    | 0.01%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    685000 | PA      | $702643.27    | 0.01%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    770000 | PA      | $798686.04    | 0.01%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $714086.87    | 0.01%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    845000 | PA      | $881808.96    | 0.01%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    875000 | PA      | $932761.03    | 0.01%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    850000 | PA      | $872788.93    | 0.01%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1084107.68   | 0.01%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    705000 | PA      | $715549.69    | 0.01%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    620000 | PA      | $626300.81    | 0.01%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    665000 | PA      | $674472.66    | 0.01%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    805000 | PA      | $813288.60    | 0.01%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    785000 | PA      | $796936.24    | 0.01%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    480000 | PA      | $489086.06    | 0.01%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    750000 | PA      | $775351.80    | 0.01%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    885000 | PA      | $926242.24    | 0.01%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1165484.90   | 0.01%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    725000 | PA      | $749058.91    | 0.01%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1129665.43   | 0.01%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498414.80    | 0.01%             | 2031-10-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    750000 | PA      | $745368.15    | 0.01%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                             | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123975.58    | 0.00%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                                 | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136474.13    | 0.00%             | 2031-11-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                                 | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     90000 | PA      | $62889.36     | 0.00%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                                 | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146866.76    | 0.00%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                                 | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98779.39     | 0.00%             | 2032-06-08      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                                         | Jacobs Engineering Group Inc                                                          | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315979.38    | 0.00%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JANUS HEND US HLDGS INC                                                          | Janus Henderson US Holdings Inc                                                       | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223883.88    | 0.00%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                              | CUSIP: 471048BE7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    750000 | PA      | $741198.23    | 0.01%             | 2027-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                              | CUSIP: 471048BM9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    300000 | PA      | $296193.03    | 0.00%             | 2027-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                              | CUSIP: 471048BQ0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    475000 | PA      | $466961.34    | 0.00%             | 2027-11-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                              | CUSIP: 471048BT4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    620000 | PA      | $612648.72    | 0.01%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                              | CUSIP: 471048BV9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    550000 | PA      | $546408.61    | 0.01%             | 2028-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                              | CUSIP: 471048CF3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    400000 | PA      | $374326.92    | 0.00%             | 2029-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                              | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    600000 | PA      | $525844.14    | 0.01%             | 2031-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                              | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1200000 | PA      | $1079846.28   | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                              | CUSIP: 471048CQ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    545000 | PA      | $518553.88    | 0.01%             | 2029-02-16      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                              | CUSIP: 471048CU0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    450000 | PA      | $455211.27    | 0.00%             | 2027-10-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                              | CUSIP: 471048CX4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    460000 | PA      | $469915.71    | 0.00%             | 2028-07-19      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                                | CUSIP: 47109LAB0<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    710000 | PA      | $700525.33    | 0.01%             | 2027-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                                | CUSIP: 47109LAC8<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    525000 | PA      | $520078.34    | 0.01%             | 2028-06-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                                | CUSIP: 47109LAD6<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    370000 | PA      | $324603.96    | 0.00%             | 2030-07-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                                | CUSIP: 47109LAE4<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    350000 | PA      | $311861.73    | 0.00%             | 2031-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                                            | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                              | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $315486.15    | 0.00%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                                            | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                              | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $234315.81    | 0.00%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                                         | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co         | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $380920.13    | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                                         | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co         | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $378808.78    | 0.00%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                                         | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co         | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $372401.06    | 0.00%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                            | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    450000 | PA      | $496753.38    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                            | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    275000 | PA      | $306891.50    | 0.00%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                                                       | JD.com Inc                                                                            | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $243348.80    | 0.00%             | 2030-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                         | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    170000 | PA      | $180348.10    | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                         | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103263.12    | 0.00%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                         | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119728.03    | 0.00%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                         | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201428.02    | 0.00%             | 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        |    555000 | PA      | $547892.61    | 0.01%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                         | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    245000 | PA      | $213393.19    | 0.00%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                         | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    360000 | PA      | $319672.22    | 0.00%             | 2031-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                         | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    165000 | PA      | $171614.44    | 0.00%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                         | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    450000 | PA      | $475539.98    | 0.01%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                          | Jersey Central Power & Light Co                                                       | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253208.83    | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                          | Jersey Central Power & Light Co                                                       | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149528.36    | 0.00%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                          | Jersey Central Power & Light Co                                                       | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151838.03    | 0.00%             | 2036-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                          | Jersey Central Power & Light Co                                                       | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99931.29     | 0.00%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                                                          | JetBlue 2019-1 Class AA Pass Through Trust                                            | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    262641 | PA      | $234257.58    | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                             | JetBlue 2020-1 Class A Pass Through Trust                                             | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158112 | PA      | $149952.96    | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYS STWD LIQUOR PROFITS REVENUE                                     | CUSIP: 47770VCV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $187452.01    | 0.00%             | 2035-01-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA                 | CUSIP: 477921AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $260380.40    | 0.00%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHN SEVIER COMB CYCLE                                                           | John Sevier Combined Cycle Generation LLC                                             | CUSIP: 478045AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23059 | PA      | $22557.71     | 0.00%             | 2042-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS HEALTH SYS                                                         | Johns Hopkins Health System Corp/The                                                  | CUSIP: 478111AC1<br>LEI: 549300D81FCFUS7TQR04 | Long             | DBT              | CORP              | US        |    210000 | PA      | $168167.96    | 0.00%             | 2046-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                                                         | Johns Hopkins University                                                              | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    120000 | PA      | $96924.55     | 0.00%             | 2053-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                                                         | Johns Hopkins University                                                              | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    145000 | PA      | $85319.70     | 0.00%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                                                         | Johns Hopkins University                                                              | CUSIP: 478115AH1<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101764.20    | 0.00%             | 2032-07-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160AJ3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    180000 | PA      | $199550.99    | 0.00%             | 2029-09-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160AL8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210919.82    | 0.00%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    300000 | PA      | $334347.21    | 0.00%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    232000 | PA      | $255737.31    | 0.00%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179568.62    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160BA1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99217.18     | 0.00%             | 2041-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    285000 | PA      | $289223.93    | 0.00%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92840.16     | 0.00%             | 2043-12-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    317000 | PA      | $292015.11    | 0.00%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    595000 | PA      | $482484.13    | 0.01%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CE2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    320000 | PA      | $317815.84    | 0.00%             | 2027-03-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    500000 | PA      | $454543.20    | 0.00%             | 2037-03-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    300000 | PA      | $242255.40    | 0.00%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    380000 | PA      | $375021.85    | 0.00%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    415000 | PA      | $365027.82    | 0.00%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    260000 | PA      | $200764.59    | 0.00%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    450000 | PA      | $431168.81    | 0.00%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    490000 | PA      | $436995.23    | 0.00%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    350000 | PA      | $247792.06    | 0.00%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    320000 | PA      | $188894.08    | 0.00%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    410000 | PA      | $226120.08    | 0.00%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CU6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    555000 | PA      | $573064.36    | 0.01%             | 2029-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    325000 | PA      | $339352.81    | 0.00%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    270000 | PA      | $283618.26    | 0.00%             | 2034-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250501.55    | 0.00%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254764.38    | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    320000 | PA      | $329777.34    | 0.00%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    435000 | PA      | $451707.57    | 0.00%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    375000 | PA      | $390868.50    | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                                    | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    187000 | PA      | $201998.34    | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                                    | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    130000 | PA      | $115805.27    | 0.00%             | 2044-07-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                                    | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    170000 | PA      | $146699.90    | 0.00%             | 2064-07-02      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                                    | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    110000 | PA      | $94607.11     | 0.00%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA                 | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    185000 | PA      | $165070.84    | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA                 | CUSIP: 47837RAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    100000 | PA      | $88133.19     | 0.00%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA                 | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    135000 | PA      | $137447.48    | 0.00%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHNSONVILLE AERO COMBST                                                         | Johnsonville Aeroderivative Combustion Turbine Generation LLC                         | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    232091 | PA      | $222538.81    | 0.00%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                                                          | JPMorgan Chase Bank NA                                                                | CUSIP: 48125LRU8<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |    770000 | PA      | $778433.58    | 0.01%             | 2026-12-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356453.86    | 0.00%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                                             | Juniper Networks Inc                                                                  | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110489.48    | 0.00%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                                             | Juniper Networks Inc                                                                  | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    290000 | PA      | $283268.20    | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                                             | Juniper Networks Inc                                                                  | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    240000 | PA      | $212257.51    | 0.00%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                              | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    204000 | PA      | $204559.00    | 0.00%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                              | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115337.45    | 0.00%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                              | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    265000 | PA      | $184669.68    | 0.00%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                              | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304677.15    | 0.00%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                              | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    430000 | PA      | $390831.82    | 0.00%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                              | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    265000 | PA      | $247100.20    | 0.00%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                              | CUSIP: 482480AP5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226272.17    | 0.00%             | 2034-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                                     | KKR & Co Inc                                                                          | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260205.97    | 0.00%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                           | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    180000 | PA      | $170702.93    | 0.00%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                           | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198573.06    | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                           | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    410000 | PA      | $342237.95    | 0.00%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                           | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    250000 | PA      | $175034.53    | 0.00%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                           | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    425000 | PA      | $316087.16    | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                           | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    455000 | PA      | $297157.13    | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                      | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49727.65     | 0.00%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                      | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    125000 | PA      | $101676.56    | 0.00%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                      | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    130000 | PA      | $106491.24    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                      | CUSIP: 485134BS8<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    195000 | PA      | $156495.53    | 0.00%             | 2049-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | Kansas Development Finance Authority                                                  | CUSIP: 485429Z72<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |     40000 | PA      | $38969.92     | 0.00%             | 2045-04-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | Kansas Development Finance Authority                                                  | CUSIP: 48542RSV7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |     30000 | PA      | $21286.07     | 0.00%             | 2051-05-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                             | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $228862.46    | 0.00%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                             | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    161000 | PA      | $142036.84    | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                             | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261737.32    | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                             | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228936.40    | 0.00%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                             | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145556.92    | 0.00%             | 2054-05-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                                                      | Kemper Corp                                                                           | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    295000 | PA      | $264343.66    | 0.00%             | 2030-09-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                                                      | Kemper Corp                                                                           | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92568.55     | 0.00%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| KENNAMETAL INC                                                                   | Kennametal Inc                                                                        | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196119.05    | 0.00%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KENNAMETAL INC                                                                   | Kennametal Inc                                                                        | CUSIP: 489170AF7<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    185000 | PA      | $169525.79    | 0.00%             | 2031-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                                 | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196506.26    | 0.00%             | 2040-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                                 | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127091.64    | 0.00%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                                 | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $103552.85    | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                                 | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212087.82    | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                            | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357665.11    | 0.00%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                            | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    255000 | PA      | $263033.78    | 0.00%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                            | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408398.56    | 0.00%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                            | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    275000 | PA      | $264663.33    | 0.00%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                            | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    400000 | PA      | $364867.08    | 0.00%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                            | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    220000 | PA      | $199830.84    | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                            | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204549.70    | 0.00%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 49271VAD2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    215000 | PA      | $191189.78    | 0.00%             | 2048-05-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    410000 | PA      | $413480.41    | 0.00%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    315000 | PA      | $299391.34    | 0.00%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    350000 | PA      | $255065.34    | 0.00%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148376.13    | 0.00%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    275000 | PA      | $264707.03    | 0.00%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    375000 | PA      | $303377.66    | 0.00%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229917.31    | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204192.80    | 0.00%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202124.56    | 0.00%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205657.70    | 0.00%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150835.74    | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                               | CUSIP: 49306SAA4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251433.18    | 0.00%             | 2027-12-14      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                               | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250337.13    | 0.00%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                               | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    320000 | PA      | $302369.95    | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                               | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    245000 | PA      | $239524.40    | 0.00%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                               | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150012.35    | 0.00%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                               | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    295000 | PA      | $320637.00    | 0.00%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                               | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    385000 | PA      | $396798.90    | 0.00%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                               | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202056.82    | 0.00%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                               | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    255000 | PA      | $250370.99    | 0.00%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                               | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324444.90    | 0.00%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA                                                                | National Grid USA                                                                     | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89206.46     | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                             | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251309.83    | 0.00%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                             | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167811.44    | 0.00%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                             | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    260000 | PA      | $271201.55    | 0.00%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                      | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    100000 | PA      | $98078.65     | 0.00%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                      | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    115000 | PA      | $115613.05    | 0.00%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                      | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    150000 | PA      | $139452.59    | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                      | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    190000 | PA      | $158666.13    | 0.00%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                      | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    100000 | PA      | $82144.58     | 0.00%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                      | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    150000 | PA      | $155322.65    | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                      | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    120000 | PA      | $120710.20    | 0.00%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                                   | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    275000 | PA      | $317200.48    | 0.00%             | 2037-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                                   | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201986.54    | 0.00%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                                   | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    210000 | PA      | $150468.21    | 0.00%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                                   | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    105000 | PA      | $83027.06     | 0.00%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                                   | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200503.66    | 0.00%             | 2028-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                                   | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    265000 | PA      | $258751.01    | 0.00%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                                   | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192634.26    | 0.00%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                                   | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191416.34    | 0.00%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                                   | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    190000 | PA      | $171264.52    | 0.00%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                                   | CUSIP: 494368CE1<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86209.86     | 0.00%             | 2033-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                                   | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    150000 | PA      | $126358.49    | 0.00%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                                   | CUSIP: 49446RAQ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    240000 | PA      | $197645.33    | 0.00%             | 2046-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                                   | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    200000 | PA      | $170832.36    | 0.00%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                                   | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    150000 | PA      | $111526.02    | 0.00%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                                   | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    250000 | PA      | $240214.75    | 0.00%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                                   | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    150000 | PA      | $139345.70    | 0.00%             | 2032-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                                   | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    150000 | PA      | $149949.21    | 0.00%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                                   | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    185000 | PA      | $204247.40    | 0.00%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                                   | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    100000 | PA      | $99609.19     | 0.00%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                                   | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    140000 | PA      | $143514.01    | 0.00%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 494550AJ5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    185000 | PA      | $208985.19    | 0.00%             | 2031-03-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    190000 | PA      | $221642.52    | 0.00%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    250000 | PA      | $287826.08    | 0.00%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    210000 | PA      | $220821.13    | 0.00%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    170000 | PA      | $185950.66    | 0.00%             | 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        |    350000 | PA      | $395069.89    | 0.00%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215906.66    | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    165000 | PA      | $179179.18    | 0.00%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    185000 | PA      | $197903.90    | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173194.09    | 0.00%             | 2041-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    175000 | PA      | $160835.19    | 0.00%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    215000 | PA      | $196000.60    | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    215000 | PA      | $206439.56    | 0.00%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142122.33    | 0.00%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307248.54    | 0.00%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    325000 | PA      | $335781.62    | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173568.35    | 0.00%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    540000 | PA      | $522795.76    | 0.01%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225117.03    | 0.00%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    390000 | PA      | $392135.29    | 0.00%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    246000 | PA      | $225102.23    | 0.00%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    360000 | PA      | $321741.83    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $99489.27     | 0.00%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    250000 | PA      | $174933.53    | 0.00%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250845.15    | 0.00%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    295000 | PA      | $274701.08    | 0.00%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    240000 | PA      | $247114.82    | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154390.23    | 0.00%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199355.60    | 0.00%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    335000 | PA      | $346426.18    | 0.00%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                                                                | Kinross Gold Corp                                                                     | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $224100.32    | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KIRBY CORPORATION                                                                | Kirby Corp                                                                            | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150072.59    | 0.00%             | 2028-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                             | Kite Realty Group LP                                                                  | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |    100000 | PA      | $103276.64    | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                             | Kite Realty Group LP                                                                  | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |     10000 | PA      | $10172.18     | 0.00%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                             | Kite Realty Group LP                                                                  | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |     90000 | PA      | $92171.13     | 0.00%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                                           | Koninklijke Philips NV                                                                | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    232000 | PA      | $260994.76    | 0.00%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                                           | Koninklijke Philips NV                                                                | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $92348.62     | 0.00%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                            | CUSIP: 500630CL0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    150000 | PA      | $148060.23    | 0.00%             | 2026-09-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                            | CUSIP: 500630DH8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    480000 | PA      | $428376.96    | 0.00%             | 2031-01-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                            | CUSIP: 500630DP0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    250000 | PA      | $224072.28    | 0.00%             | 2031-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                            | CUSIP: 500630DU9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $200588.18    | 0.00%             | 2032-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                            | CUSIP: 500630DW5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    675000 | PA      | $683277.12    | 0.01%             | 2028-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                            | CUSIP: 500630DX3<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    380000 | PA      | $380656.41    | 0.00%             | 2033-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                            | CUSIP: 500630EA2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    235000 | PA      | $244989.94    | 0.00%             | 2028-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                            | CUSIP: 500630EB0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $216814.14    | 0.00%             | 2033-10-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                            | CUSIP: 500630ED6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    445000 | PA      | $452439.42    | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                            | CUSIP: 500630EE4<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    390000 | PA      | $392292.11    | 0.00%             | 2027-10-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                            | CUSIP: 500630EH7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $413757.12    | 0.00%             | 2030-02-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                            | CUSIP: 500630EK0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    300000 | PA      | $297181.56    | 0.00%             | 2030-09-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                              | CUSIP: 50064FAM6<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    270000 | PA      | $267586.77    | 0.00%             | 2027-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                              | CUSIP: 50064FAN4<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $168127.26    | 0.00%             | 2048-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                              | CUSIP: 50064FAP9<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    235000 | PA      | $233776.75    | 0.00%             | 2028-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                              | CUSIP: 50064FAQ7<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    475000 | PA      | $455160.58    | 0.00%             | 2029-06-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                              | CUSIP: 50064FAS3<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    470000 | PA      | $413845.39    | 0.00%             | 2030-09-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                              | CUSIP: 50064FAY0<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    300000 | PA      | $297718.08    | 0.00%             | 2030-10-29      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    660000 | PA      | $426809.79    | 0.00%             | 2036-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769CH5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    665000 | PA      | $406152.87    | 0.00%             | 2037-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769HS6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1185000 | PA      | $1167632.05   | 0.01%             | 2028-04-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    895000 | PA      | $837147.29    | 0.01%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    530000 | PA      | $461550.24    | 0.00%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769JT2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1825000 | PA      | $1811332.21   | 0.02%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769JW5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    825000 | PA      | $828232.93    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769JY1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $1106118.75   | 0.01%             | 2033-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769KB9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    815000 | PA      | $850097.16    | 0.01%             | 2030-10-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769KC7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1075000 | PA      | $1088032.87   | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    770000 | PA      | $784970.19    | 0.01%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769KE3<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1275000 | PA      | $1286464.55   | 0.01%             | 2027-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769KG8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1050000 | PA      | $1049308.79   | 0.01%             | 2027-08-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769KH6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1275000 | PA      | $1320123.02   | 0.01%             | 2030-03-18      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769KJ2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    535000 | PA      | $538937.76    | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769KK9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1825000 | PA      | $1826675.53   | 0.02%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769KL7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    920000 | PA      | $926142.10    | 0.01%             | 2027-06-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769KM5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1065000 | PA      | $1063708.58   | 0.01%             | 2028-08-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    390000 | PA      | $358081.15    | 0.00%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215821.54    | 0.00%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $279507.55    | 0.00%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    840000 | PA      | $694522.00    | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184472.97    | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    470000 | PA      | $431072.91    | 0.00%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50077LAT3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146924.74    | 0.00%             | 2029-01-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244757.65    | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114332.34    | 0.00%             | 2039-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    330000 | PA      | $284423.37    | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399037.20    | 0.00%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202836.00    | 0.00%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281024.97    | 0.00%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154393.82    | 0.00%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154357.16    | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    185000 | PA      | $210994.17    | 0.00%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     80000 | PA      | $91941.06     | 0.00%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89920.57     | 0.00%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116573.19    | 0.00%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    127000 | PA      | $119414.94    | 0.00%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    145000 | PA      | $112768.07    | 0.00%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    325000 | PA      | $273759.88    | 0.00%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149516.42    | 0.00%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129075.65    | 0.00%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202669.34    | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167255.60    | 0.00%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    220000 | PA      | $168403.62    | 0.00%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138123.53    | 0.00%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176308.30    | 0.00%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    680000 | PA      | $684486.30    | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    645000 | PA      | $615135.15    | 0.01%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    470000 | PA      | $448026.47    | 0.00%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                                  | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    445000 | PA      | $426818.59    | 0.00%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                                  | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182707.88    | 0.00%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                                  | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79325.11     | 0.00%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                                  | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    220000 | PA      | $233396.42    | 0.00%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                                                         | LKQ Corp                                                                              | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    290000 | PA      | $299844.63    | 0.00%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                                                         | LKQ Corp                                                                              | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214335.88    | 0.00%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                      | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213534.60    | 0.00%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                      | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173366.44    | 0.00%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                      | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157785.29    | 0.00%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                      | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230422.10    | 0.00%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                      | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215412.44    | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                      | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268947.12    | 0.00%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                      | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173590.08    | 0.00%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                             | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61753.61     | 0.00%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                             | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149896.19    | 0.00%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                             | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    370000 | PA      | $372883.23    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                             | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    290000 | PA      | $256125.54    | 0.00%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                             | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253619.75    | 0.00%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                             | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    455000 | PA      | $474396.51    | 0.00%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                             | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148935.02    | 0.00%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                             | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231207.01    | 0.00%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                             | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192542.06    | 0.00%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                             | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    285000 | PA      | $295146.46    | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                             | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176196.82    | 0.00%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                                                              | LYB International Finance BV                                                          | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $194523.82    | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                                                              | LYB International Finance BV                                                          | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    345000 | PA      | $287051.70    | 0.00%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANC                                                         | LYB International Finance II BV                                                       | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |    340000 | PA      | $338400.54    | 0.00%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                     | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    350000 | PA      | $251532.02    | 0.00%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                     | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    360000 | PA      | $257175.36    | 0.00%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                     | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    105000 | PA      | $93635.87     | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                     | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    255000 | PA      | $185263.80    | 0.00%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                     | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    355000 | PA      | $229361.63    | 0.00%             | 2051-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                     | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    150000 | PA      | $93662.64     | 0.00%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                     | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121852.37    | 0.00%             | 2033-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                     | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    195000 | PA      | $192983.10    | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                     | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128467.38    | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                     | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150706.74    | 0.00%             | 2031-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                     | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299048.70    | 0.00%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                                   | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222635.68    | 0.00%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                                   | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199223.80    | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                                   | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190664.98    | 0.00%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                                   | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    325000 | PA      | $298466.12    | 0.00%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                                   | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100163.32    | 0.00%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                                   | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    380000 | PA      | $376938.64    | 0.00%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                                     | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    270000 | PA      | $247547.42    | 0.00%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                                     | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310391.28    | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                                     | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227591.35    | 0.00%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                                     | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    225000 | PA      | $146101.73    | 0.00%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                                     | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    300000 | PA      | $187721.43    | 0.00%             | 2060-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                        | CUSIP: 515110BT0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $490261.40    | 0.01%             | 2027-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                        | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    850000 | PA      | $745381.41    | 0.01%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                        | CUSIP: 515110CC6<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     60000 | PA      | $60290.50     | 0.00%             | 2027-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                        | CUSIP: 515110CE2<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    565000 | PA      | $599142.39    | 0.01%             | 2033-10-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                        | CUSIP: 515110CF9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $515417.60    | 0.01%             | 2029-04-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                        | CUSIP: 515110CG7<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    450000 | PA      | $456825.20    | 0.00%             | 2030-05-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                        | CUSIP: 515110CH5<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $198784.88    | 0.00%             | 2030-10-08      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                                  | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    355000 | PA      | $346053.79    | 0.00%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                                  | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    435000 | PA      | $443598.65    | 0.00%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                                  | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    190000 | PA      | $198467.56    | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                                  | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    190000 | PA      | $200078.27    | 0.00%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                                  | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    315000 | PA      | $323211.17    | 0.00%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENI USA INC                                                                      | Eni USA Inc                                                                           | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $174523.42    | 0.00%             | 2027-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                 | Lazard Group LLC                                                                      | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236974.80    | 0.00%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                 | Lazard Group LLC                                                                      | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160432.64    | 0.00%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                             | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149304.35    | 0.00%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                             | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180812.56    | 0.00%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                             | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184449.94    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                             | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86488.71     | 0.00%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                             | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    135000 | PA      | $120094.77    | 0.00%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                             | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68043.82     | 0.00%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                              | Leggett & Platt Inc                                                                   | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187201.51    | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                              | Leggett & Platt Inc                                                                   | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    176000 | PA      | $174244.38    | 0.00%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                              | Leggett & Platt Inc                                                                   | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $98651.99     | 0.00%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEGG MASON INC                                                                   | Legg Mason Inc                                                                        | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    161000 | PA      | $161478.40    | 0.00%             | 2044-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                            | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    385000 | PA      | $384662.70    | 0.00%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                            | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    400000 | PA      | $359753.04    | 0.00%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                            | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    165000 | PA      | $174947.60    | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                            | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104074.64    | 0.00%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                      | Lennar Corp                                                                           | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252254.03    | 0.00%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                      | Lennar Corp                                                                           | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186507.12    | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                         | Lennox International Inc                                                              | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    265000 | PA      | $255914.48    | 0.00%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                             | LXP Industrial Trust                                                                  | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |    260000 | PA      | $238498.81    | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457AZ1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132834.87    | 0.00%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457BA5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162203.12    | 0.00%             | 2037-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457BJ6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    155000 | PA      | $124767.23    | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173561.75    | 0.00%             | 2027-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457BR8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    115000 | PA      | $93571.29     | 0.00%             | 2047-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $241507.02    | 0.00%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    205000 | PA      | $162635.68    | 0.00%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    305000 | PA      | $300689.74    | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    425000 | PA      | $244948.45    | 0.00%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    255000 | PA      | $139154.37    | 0.00%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    315000 | PA      | $321985.44    | 0.00%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    275000 | PA      | $251429.34    | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    290000 | PA      | $261689.42    | 0.00%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CJ5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302582.46    | 0.00%             | 2027-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CK2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305779.38    | 0.00%             | 2029-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    465000 | PA      | $471473.36    | 0.00%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    470000 | PA      | $438362.56    | 0.00%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    485000 | PA      | $447699.91    | 0.00%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CP1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    245000 | PA      | $246922.12    | 0.00%             | 2027-08-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303082.05    | 0.00%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301106.52    | 0.00%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    375000 | PA      | $351638.81    | 0.00%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    225000 | PA      | $211808.59    | 0.00%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305189.82    | 0.00%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    375000 | PA      | $385662.90    | 0.00%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    345000 | PA      | $357304.94    | 0.00%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    375000 | PA      | $387982.50    | 0.00%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    375000 | PA      | $375894.60    | 0.00%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245936.17    | 0.00%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352445.07    | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457DC9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    245000 | PA      | $246918.94    | 0.00%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304432.71    | 0.00%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    390000 | PA      | $396932.72    | 0.00%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332838.43    | 0.00%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277372.51    | 0.00%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                                 | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161385.05    | 0.00%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                                 | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $169045.74    | 0.00%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                                 | CUSIP: 534187BF5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    189000 | PA      | $188396.11    | 0.00%             | 2026-12-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                                 | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248763.23    | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                                 | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    195000 | PA      | $185960.46    | 0.00%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                                 | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142687.08    | 0.00%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                                 | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105040.30    | 0.00%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                                 | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151430.04    | 0.00%             | 2035-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                                                                    | Lineage OP LP                                                                         | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              |  | US        |    175000 | PA      | $176706.25    | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 539439AN9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    255000 | PA      | $241757.93    | 0.00%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    595000 | PA      | $590339.84    | 0.01%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    430000 | PA      | $432702.16    | 0.00%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    465000 | PA      | $471042.77    | 0.00%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    305000 | PA      | $355777.53    | 0.00%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $280019.00    | 0.00%             | 2029-03-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $240685.13    | 0.00%             | 2035-11-26      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $376201.72    | 0.00%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    440000 | PA      | $463116.76    | 0.00%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $419441.57    | 0.00%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    445000 | PA      | $367341.09    | 0.00%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $341052.65    | 0.00%             | 2046-12-14      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $398634.60    | 0.00%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $284863.46    | 0.00%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    705000 | PA      | $742947.05    | 0.01%             | 2035-01-05      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    545000 | PA      | $552507.70    | 0.01%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $418772.08    | 0.00%             | 2030-06-05      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $407720.32    | 0.00%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $398880.04    | 0.00%             | 2031-11-04      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $395979.48    | 0.00%             | 2036-11-04      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $222716.72    | 0.00%             | 2036-09-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830AW9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    190000 | PA      | $204595.55    | 0.00%             | 2040-06-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    400000 | PA      | $341818.84    | 0.00%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138631.19    | 0.00%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    350000 | PA      | $281150.31    | 0.00%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156997.25    | 0.00%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    425000 | PA      | $385300.07    | 0.00%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    465000 | PA      | $369069.24    | 0.00%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    170000 | PA      | $154197.99    | 0.00%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    165000 | PA      | $104673.05    | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294161.76    | 0.00%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    305000 | PA      | $243764.88    | 0.00%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    220000 | PA      | $173833.97    | 0.00%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    315000 | PA      | $322697.34    | 0.00%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315497.19    | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302864.31    | 0.00%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    245000 | PA      | $253367.98    | 0.00%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304295.34    | 0.00%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    135000 | PA      | $127173.92    | 0.00%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177843.23    | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252737.28    | 0.00%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    225000 | PA      | $208732.48    | 0.00%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158977.25    | 0.00%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151025.24    | 0.00%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222198.44    | 0.00%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224345.64    | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                                       | Loews Corp                                                                            | CUSIP: 540424AP3<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    110000 | PA      | $118654.69    | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                                       | Loews Corp                                                                            | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127983.35    | 0.00%             | 2043-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                                       | Loews Corp                                                                            | CUSIP: 540424AT5<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    165000 | PA      | $158062.20    | 0.00%             | 2030-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                        | Los Angeles Community College District                                                | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $94163.23     | 0.00%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | Los Angeles Department of Water & Power                                               | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    250000 | PA      | $269003.45    | 0.00%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | Louisiana Local Government Environmental Facilities & Community Development Authority | CUSIP: 54627RAM2<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    200000 | PA      | $199522.22    | 0.00%             | 2033-02-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | Louisiana Local Government Environmental Facilities & Community Development Authority | CUSIP: 54627RAN0<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    300000 | PA      | $297797.82    | 0.00%             | 2036-02-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | Louisiana Local Government Environmental Facilities & Community Development Authority | CUSIP: 54627RAP5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    300000 | PA      | $289892.88    | 0.00%             | 2039-08-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | Louisiana Local Government Environmental Facilities & Community Development Authority | CUSIP: 54627RAS9<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    200000 | PA      | $206235.58    | 0.00%             | 2034-12-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | Louisiana Local Government Environmental Facilities & Community Development Authority | CUSIP: 54627RAT7<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102914.15    | 0.00%             | 2039-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Louisville and Jefferson County Metropolitan Sewer District                      | Louisville & Jefferson County Metropolitan Sewer District                             | CUSIP: 546589QY1<br>LEI: 5493004O4I11L8BK0A22 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104968.99    | 0.00%             | 2043-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                            | Louisville Gas and Electric Co                                                        | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123240.48    | 0.00%             | 2049-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                            | Louisville Gas and Electric Co                                                        | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    395000 | PA      | $413646.01    | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                            | Louisville Gas and Electric Co                                                        | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211968.67    | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661AK3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    176000 | PA      | $188782.19    | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661CJ4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67911.49     | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135857.03    | 0.00%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661DJ3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125583.08    | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    400000 | PA      | $302808.80    | 0.00%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    510000 | PA      | $504539.38    | 0.01%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    460000 | PA      | $363969.57    | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    547000 | PA      | $540062.07    | 0.01%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    180000 | PA      | $150640.52    | 0.00%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    415000 | PA      | $420485.26    | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97021.89     | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    130000 | PA      | $117647.86    | 0.00%             | 2050-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330215.03    | 0.00%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    345000 | PA      | $306561.24    | 0.00%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    545000 | PA      | $346188.69    | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    525000 | PA      | $481834.50    | 0.01%             | 2031-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    175000 | PA      | $121576.89    | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188542.48    | 0.00%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    130000 | PA      | $93428.65     | 0.00%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    405000 | PA      | $317599.70    | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    445000 | PA      | $426903.19    | 0.00%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    465000 | PA      | $366370.71    | 0.00%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    425000 | PA      | $435628.36    | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    465000 | PA      | $451475.34    | 0.00%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    415000 | PA      | $406250.64    | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232515.36    | 0.00%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163223.00    | 0.00%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147239.84    | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190290.59    | 0.00%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220493.77    | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    320000 | PA      | $318808.74    | 0.00%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    380000 | PA      | $378304.40    | 0.00%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446590.22    | 0.00%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LUBRIZOL CORP                                                                    | Lubrizol Corp/The                                                                     | CUSIP: 549271AF1<br>LEI: 549300TW3R1QXAWGC017 | Long             | DBT              | CORP              | US        |    215000 | PA      | $242690.07    | 0.00%             | 2034-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL IND NV                                                            | LyondellBasell Industries NV                                                          | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $227375.07    | 0.00%             | 2055-02-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                         | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125758.60    | 0.00%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                         | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    365000 | PA      | $367528.46    | 0.00%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                         | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    330000 | PA      | $358203.58    | 0.00%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                         | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    260000 | PA      | $276737.11    | 0.00%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                         | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254318.75    | 0.00%             | 2036-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                         | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225925.55    | 0.00%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                         | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242673.41    | 0.00%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                                                                 | Sekisui House US Inc                                                                  | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140411.13    | 0.00%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                                                                 | Sekisui House US Inc                                                                  | CUSIP: 552676AT5<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115611.77    | 0.00%             | 2030-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                                                                 | Sekisui House US Inc                                                                  | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    220000 | PA      | $195631.24    | 0.00%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                                                                 | Sekisui House US Inc                                                                  | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    190000 | PA      | $127881.12    | 0.00%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                         | Manufacturers & Traders Trust Co                                                      | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    265000 | PA      | $261728.23    | 0.00%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                         | Manufacturers & Traders Trust Co                                                      | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    460000 | PA      | $466537.89    | 0.00%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                                             | MGIC Investment Corp                                                                  | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    430000 | PA      | $430297.22    | 0.00%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    410000 | PA      | $410287.98    | 0.00%             | 2027-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    300000 | PA      | $268200.99    | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    595000 | PA      | $543272.07    | 0.01%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    525000 | PA      | $436650.01    | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    320000 | PA      | $263219.87    | 0.00%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349609.72    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254030.65    | 0.00%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    425000 | PA      | $390768.89    | 0.00%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    246000 | PA      | $246906.19    | 0.00%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    155000 | PA      | $138053.03    | 0.00%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    450000 | PA      | $417068.15    | 0.00%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    440000 | PA      | $370257.76    | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    285000 | PA      | $287246.74    | 0.00%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351807.54    | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    505000 | PA      | $515539.60    | 0.01%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251997.75    | 0.00%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    270000 | PA      | $260489.28    | 0.00%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    370000 | PA      | $374220.70    | 0.00%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230947.74    | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    455000 | PA      | $458728.45    | 0.00%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    290000 | PA      | $288353.18    | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI Inc                                                                              | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    370000 | PA      | $372801.57    | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI Inc                                                                              | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149060.84    | 0.00%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MSD INVESTMENT CORP                                                              | MSD Investment Corp                                                                   | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151005.60    | 0.00%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                                          | Magna International Inc                                                               | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $116167.43    | 0.00%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                                          | Magna International Inc                                                               | CUSIP: 559222AY0<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $345890.59    | 0.00%             | 2033-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                         | Main Street Capital Corp                                                              | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104506.57    | 0.00%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                         | Main Street Capital Corp                                                              | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178798.62    | 0.00%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                         | Main Street Capital Corp                                                              | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100522.24    | 0.00%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                           | Province of Manitoba Canada                                                           | CUSIP: 563469UY9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    280000 | PA      | $263603.62    | 0.00%             | 2028-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                           | Province of Manitoba Canada                                                           | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    260000 | PA      | $259379.15    | 0.00%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                           | Province of Manitoba Canada                                                           | CUSIP: 563469VF9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    350000 | PA      | $361534.99    | 0.00%             | 2034-05-31      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                         | Manufacturers & Traders Trust Co                                                      | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252346.43    | 0.00%             | 2028-07-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                               | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $182601.42    | 0.00%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                               | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $299069.64    | 0.00%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                               | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $127531.46    | 0.00%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                               | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $196670.15    | 0.00%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                               | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    375000 | PA      | $399501.98    | 0.00%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                               | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    235000 | PA      | $201602.34    | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                               | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    215000 | PA      | $180359.09    | 0.00%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                               | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272064.34    | 0.00%             | 2026-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                               | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124413.98    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                               | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    230000 | PA      | $185190.07    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                               | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309213.18    | 0.00%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                               | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206279.24    | 0.00%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                                  | Marex Group PLC                                                                       | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $269861.38    | 0.00%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                      | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90143.65     | 0.00%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                      | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163744.25    | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                      | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80566.96     | 0.00%             | 2047-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                      | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    260000 | PA      | $230033.96    | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                      | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106460.67    | 0.00%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                      | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154769.42    | 0.00%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                      | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    240000 | PA      | $162743.18    | 0.00%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169914.34    | 0.00%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    180000 | PA      | $148428.76    | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    510000 | PA      | $515498.21    | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    205000 | PA      | $197871.92    | 0.00%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    375000 | PA      | $339652.46    | 0.00%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    290000 | PA      | $265010.56    | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    195000 | PA      | $123439.23    | 0.00%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160822.20    | 0.00%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150645.04    | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210248.92    | 0.00%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301888.20    | 0.00%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169733.97    | 0.00%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303791.04    | 0.00%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306090.51    | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307731.12    | 0.00%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    600000 | PA      | $608260.02    | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481543.95    | 0.01%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73437.91     | 0.00%             | 2044-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218877.37    | 0.00%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507688.65    | 0.01%             | 2030-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    485000 | PA      | $453113.04    | 0.00%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    395000 | PA      | $366717.96    | 0.00%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254464.35    | 0.00%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204595.46    | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178845.75    | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    335000 | PA      | $345961.74    | 0.00%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153274.67    | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    325000 | PA      | $334517.59    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512036.70    | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120477.89    | 0.00%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150516.60    | 0.00%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182603.14    | 0.00%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                         | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139173.76    | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                         | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148881.65    | 0.00%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                         | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165211.10    | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                         | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139825.05    | 0.00%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                         | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270728.70    | 0.00%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                         | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    275000 | PA      | $185437.89    | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                         | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229801.10    | 0.00%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                         | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193105.50    | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                                | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $293796.65    | 0.00%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                                | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $139025.81    | 0.00%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                                | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $202470.20    | 0.00%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                                | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $93923.96     | 0.00%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                                | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $139136.13    | 0.00%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                                | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $157135.81    | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                                | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $231941.14    | 0.00%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | Maryland Economic Development Corp.                                                   | CUSIP: 574205HW3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    150000 | PA      | $150833.82    | 0.00%             | 2057-05-31      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | Maryland Health & Higher Educational Facilities Authority                             | CUSIP: 57421CAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $78526.18     | 0.00%             | 2040-07-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | Maryland Health & Higher Educational Facilities Authority                             | CUSIP: 57421CAW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $68459.73     | 0.00%             | 2050-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                            | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    175000 | PA      | $148615.30    | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                            | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    180000 | PA      | $160885.17    | 0.00%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                            | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132707.67    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                            | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     85000 | PA      | $56000.49     | 0.00%             | 2051-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                            | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    225000 | PA      | $213123.78    | 0.00%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                                 | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200044.04    | 0.00%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                                 | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    215000 | PA      | $180442.92    | 0.00%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                                 | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93238.10     | 0.00%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                                 | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    185000 | PA      | $129031.69    | 0.00%             | 2116-07-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                                 | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    220000 | PA      | $148822.52    | 0.00%             | 2050-07-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                                 | CUSIP: 575718AH4<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    240000 | PA      | $136514.64    | 0.00%             | 2051-07-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                                 | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    175000 | PA      | $117642.19    | 0.00%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                                 | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102713.11    | 0.00%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts                                                         | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102258.82    | 0.00%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts                                                         | CUSIP: 57582PWH9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    400000 | PA      | $400557.88    | 0.00%             | 2031-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts                                                         | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    300000 | PA      | $207472.65    | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | Massachusetts School Building Authority                                               | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52112.58     | 0.00%             | 2039-08-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts                                                         | CUSIP: 576004HE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    150000 | PA      | $149752.61    | 0.00%             | 2029-07-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                        | Commonwealth of Massachusetts Transportation Fund Revenue                             | CUSIP: 57604TAD8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    200000 | PA      | $205711.60    | 0.00%             | 2040-06-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                                       | MasTec Inc                                                                            | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104483.46    | 0.00%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159993.94    | 0.00%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QAJ3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179457.80    | 0.00%             | 2028-02-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121558.29    | 0.00%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    295000 | PA      | $225046.92    | 0.00%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    320000 | PA      | $310072.96    | 0.00%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390915.28    | 0.00%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    450000 | PA      | $352959.80    | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298557.06    | 0.00%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    165000 | PA      | $148086.61    | 0.00%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    250000 | PA      | $164414.75    | 0.00%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    320000 | PA      | $285265.82    | 0.00%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225081.21    | 0.00%             | 2028-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154279.43    | 0.00%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205300.08    | 0.00%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QBA1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201610.06    | 0.00%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    320000 | PA      | $321981.06    | 0.00%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350299.15    | 0.00%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QBF0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    310000 | PA      | $315347.25    | 0.00%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155556.06    | 0.00%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                       | Mattel Inc                                                                            | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112902.14    | 0.00%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                       | Mattel Inc                                                                            | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181328.47    | 0.00%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                                      | Mayo Clinic                                                                           | CUSIP: 578454AB6<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61890.92     | 0.00%             | 2043-11-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                                      | Mayo Clinic                                                                           | CUSIP: 578454AC4<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    140000 | PA      | $113340.19    | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                                      | Mayo Clinic                                                                           | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    145000 | PA      | $116566.30    | 0.00%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                                      | Mayo Clinic                                                                           | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     90000 | PA      | $57833.10     | 0.00%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                                 | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248060.65    | 0.00%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                                 | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    320000 | PA      | $260897.02    | 0.00%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                                 | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185996.48    | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                                 | CUSIP: 579780AT4<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162532.32    | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    280000 | PA      | $311966.51    | 0.00%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    310000 | PA      | $343225.15    | 0.00%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    163000 | PA      | $171322.78    | 0.00%             | 2039-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MEK6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    260000 | PA      | $250092.62    | 0.00%             | 2040-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122707.58    | 0.00%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    165000 | PA      | $130755.45    | 0.00%             | 2043-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    225000 | PA      | $198251.69    | 0.00%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223815.58    | 0.00%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    570000 | PA      | $519207.93    | 0.01%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248996.03    | 0.00%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    190000 | PA      | $162767.19    | 0.00%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349633.41    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    255000 | PA      | $215956.19    | 0.00%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286178.55    | 0.00%             | 2029-09-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    545000 | PA      | $401213.96    | 0.00%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    305000 | PA      | $281823.26    | 0.00%             | 2030-03-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248819.83    | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343562.52    | 0.00%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    265000 | PA      | $213712.40    | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    290000 | PA      | $295595.61    | 0.00%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232329.58    | 0.00%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153233.84    | 0.00%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134195.69    | 0.00%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150526.86    | 0.00%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154451.31    | 0.00%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFZ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152669.21    | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268287.78    | 0.00%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161325.41    | 0.00%             | 2031-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222065.73    | 0.00%             | 2036-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                         | CUSIP: 581557BT1<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163998.24    | 0.00%             | 2028-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                         | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51706.82     | 0.00%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                         | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266528.12    | 0.00%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                         | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178181.64    | 0.00%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                         | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179921.61    | 0.00%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                         | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206708.34    | 0.00%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MCLAREN HEALTH CARE CORP                                                         | McLaren Health Care Corp                                                              | CUSIP: 581760AV7<br>LEI: 549300OY1YHQK68ZQX37 | Long             | DBT              | CORP              | US        |    120000 | PA      | $101277.14    | 0.00%             | 2048-05-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                                                         | Mead Johnson Nutrition Co                                                             | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    145000 | PA      | $128501.60    | 0.00%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                    | Medtronic Inc                                                                         | CUSIP: 585055AY2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85108.90     | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                    | Medtronic Inc                                                                         | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    560000 | PA      | $550461.35    | 0.01%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                    | Medtronic Inc                                                                         | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    545000 | PA      | $499528.09    | 0.01%             | 2045-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MEDSTAR HEALTH INC                                                               | MedStar Health Inc                                                                    | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |     90000 | PA      | $66217.79     | 0.00%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                                         | Medtronic Global Holdings SCA                                                         | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $302281.29    | 0.00%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                                         | Medtronic Global Holdings SCA                                                         | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    320000 | PA      | $321212.86    | 0.00%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEMORIAL HEALTH SERVICES                                                         | Memorial Health Services                                                              | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |    135000 | PA      | $96377.30     | 0.00%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                         | Memorial Sloan-Kettering Cancer Center                                                | CUSIP: 586054AA6<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125620.37    | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                         | Memorial Sloan-Kettering Cancer Center                                                | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    115000 | PA      | $92755.35     | 0.00%             | 2052-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                         | Memorial Sloan-Kettering Cancer Center                                                | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    140000 | PA      | $113684.05    | 0.00%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                         | Memorial Sloan-Kettering Cancer Center                                                | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    200000 | PA      | $131964.00    | 0.00%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                                                 | MercadoLibre Inc                                                                      | CUSIP: 58733RAF9<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    245000 | PA      | $226752.52    | 0.00%             | 2031-01-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| MERCK SHARP & DOHME CORP                                                         | Merck Sharp & Dohme Corp                                                              | CUSIP: 589331AE7<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |    135000 | PA      | $143196.97    | 0.00%             | 2028-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MERCK SHARP & DOHME CORP                                                         | Merck Sharp & Dohme Corp                                                              | CUSIP: 589331AM9<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |    205000 | PA      | $220610.73    | 0.00%             | 2036-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    140000 | PA      | $113687.88    | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    350000 | PA      | $301283.71    | 0.00%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    555000 | PA      | $441706.96    | 0.00%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    295000 | PA      | $264329.26    | 0.00%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    450000 | PA      | $360673.65    | 0.00%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    525000 | PA      | $516952.01    | 0.01%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    360000 | PA      | $322224.80    | 0.00%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    300000 | PA      | $216590.13    | 0.00%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    350000 | PA      | $205754.01    | 0.00%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    480000 | PA      | $467477.62    | 0.00%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    270000 | PA      | $256089.71    | 0.00%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    600000 | PA      | $534226.80    | 0.01%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    575000 | PA      | $356365.62    | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    475000 | PA      | $276185.24    | 0.00%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBH7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191401.17    | 0.00%             | 2028-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBJ3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202143.96    | 0.00%             | 2030-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    440000 | PA      | $444438.72    | 0.00%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    275000 | PA      | $258955.76    | 0.00%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    435000 | PA      | $399927.43    | 0.00%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    295000 | PA      | $271179.10    | 0.00%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBP9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220909.30    | 0.00%             | 2027-09-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBQ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220792.53    | 0.00%             | 2030-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBR5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303631.02    | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    520000 | PA      | $528434.87    | 0.01%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404303.64    | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBW4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200060.88    | 0.00%             | 2029-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299137.47    | 0.00%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERCURY GENERAL CORP                                                             | Mercury General Corp                                                                  | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149872.56    | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                                              | Meritage Homes Corp                                                                   | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156073.72    | 0.00%             | 2027-06-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    645000 | PA      | $696038.21    | 0.01%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    495000 | PA      | $602394.36    | 0.01%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| METHODIST HOSPITAL/THE                                                           | Methodist Hospital/The                                                                | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |    210000 | PA      | $129808.75    | 0.00%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RAE8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    270000 | PA      | $303262.27    | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $279888.90    | 0.00%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    390000 | PA      | $417172.31    | 0.00%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    420000 | PA      | $440691.59    | 0.00%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    225000 | PA      | $299860.40    | 0.00%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    235000 | PA      | $247160.62    | 0.00%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    290000 | PA      | $247399.70    | 0.00%             | 2042-08-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    225000 | PA      | $209941.92    | 0.00%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    260000 | PA      | $235192.65    | 0.00%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    260000 | PA      | $215312.40    | 0.00%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    335000 | PA      | $299690.87    | 0.00%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    375000 | PA      | $383077.99    | 0.00%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    305000 | PA      | $279099.86    | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    235000 | PA      | $223705.34    | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158254.37    | 0.00%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52063.37     | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263584.58    | 0.00%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County Convention Center Auth    | Metropolitan Government of Nashville & Davidson County Convention Center Auth         | CUSIP: 592125AM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10717.95     | 0.00%             | 2043-07-01      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | Metropolitan Transportation Authority Dedicated Tax Fund                              | CUSIP: 59259NZH9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    310000 | PA      | $365057.77    | 0.00%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | Metropolitan Transportation Authority                                                 | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     40000 | PA      | $43795.67     | 0.00%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | Metropolitan Washington Airports Authority Dulles Toll Road Revenue                   | CUSIP: 592643AA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $106795.04    | 0.00%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                         | County of Miami-Dade Aviation Revenue                                                 | CUSIP: 59333P3W6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $96802.93     | 0.00%             | 2041-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Transit System                                           | MIAMI-DADE CNTY FL TRANSIT SALES SURTAX REVENUE                                       | CUSIP: 59334PJT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $75576.99     | 0.00%             | 2042-07-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | Michigan Finance Authority                                                            | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    350000 | PA      | $296346.44    | 0.00%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | Michigan State University                                                             | CUSIP: 594712UF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $158463.83    | 0.00%             | 2048-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918AD6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109839.41    | 0.00%             | 2039-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918AJ3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63028.15     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918AM6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155990.93    | 0.00%             | 2041-02-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918AR5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    145000 | PA      | $117643.84    | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    525000 | PA      | $495118.00    | 0.01%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918BD5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12470.99     | 0.00%             | 2045-02-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918BE3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    185000 | PA      | $147863.04    | 0.00%             | 2055-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199446.18    | 0.00%             | 2035-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918BL7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    235000 | PA      | $215274.45    | 0.00%             | 2045-11-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    620000 | PA      | $566160.38    | 0.01%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    535000 | PA      | $428237.75    | 0.00%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    250000 | PA      | $196966.15    | 0.00%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1195648.68   | 0.01%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    380000 | PA      | $367916.00    | 0.00%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918CA0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    410000 | PA      | $362922.94    | 0.00%             | 2047-02-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918CB8<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222044.78    | 0.00%             | 2057-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1151339.34   | 0.01%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $631594.04    | 0.01%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1809000 | PA      | $1188471.03   | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    641000 | PA      | $399435.30    | 0.00%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918CQ5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234586.94    | 0.00%             | 2027-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918CS1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    180000 | PA      | $161436.85    | 0.00%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918CU6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    183000 | PA      | $165043.13    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    460000 | PA      | $279348.02    | 0.00%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | Microchip Technology Inc                                                              | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    255000 | PA      | $260136.29    | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | Microchip Technology Inc                                                              | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304376.70    | 0.00%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | Microchip Technology Inc                                                              | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306211.38    | 0.00%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                                 | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206326.18    | 0.00%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                                 | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252912.65    | 0.00%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                                 | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    450000 | PA      | $403910.15    | 0.00%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                                 | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    200000 | PA      | $153036.12    | 0.00%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                                 | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    215000 | PA      | $151075.83    | 0.00%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                                 | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212815.04    | 0.00%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                                 | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    265000 | PA      | $281648.39    | 0.00%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                                 | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310811.70    | 0.00%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                                 | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210915.18    | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                                 | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    405000 | PA      | $432446.85    | 0.00%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                             | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    180000 | PA      | $179515.53    | 0.00%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                             | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    225000 | PA      | $225965.90    | 0.00%             | 2028-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                             | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     50000 | PA      | $49735.55     | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                             | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    100000 | PA      | $94595.36     | 0.00%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                             | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    150000 | PA      | $131498.55    | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                             | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    150000 | PA      | $95388.35     | 0.00%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                             | CUSIP: 59523UAV9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     80000 | PA      | $80941.21     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                             | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     80000 | PA      | $83461.64     | 0.00%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                             | CUSIP: 59523UAX5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    150000 | PA      | $151251.50    | 0.00%             | 2035-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                             | CUSIP: 59523UAY3<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    120000 | PA      | $119837.28    | 0.00%             | 2033-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 595620AB1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    370000 | PA      | $416555.66    | 0.00%             | 2031-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136332.20    | 0.00%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    190000 | PA      | $164161.62    | 0.00%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    195000 | PA      | $163680.41    | 0.00%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49547.33     | 0.00%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    165000 | PA      | $131042.34    | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    265000 | PA      | $198946.07    | 0.00%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296774.07    | 0.00%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $246108.72    | 0.00%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    215000 | PA      | $146007.88    | 0.00%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    145000 | PA      | $88848.45     | 0.00%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182875.35    | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144137.66    | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33205.86     | 0.00%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 595620BA2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117486.67    | 0.00%             | 2056-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 59562EAH8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107870.18    | 0.00%             | 2036-10-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                          | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    520000 | PA      | $565437.81    | 0.01%             | 2036-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                          | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160859.16    | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                          | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    260000 | PA      | $249771.60    | 0.00%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MYMICHIGAN HEALTH                                                                | MyMichigan Health                                                                     | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $66647.53     | 0.00%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                                             | Mississippi Power Co                                                                  | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85945.09     | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                                             | Mississippi Power Co                                                                  | CUSIP: 605417CB8<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195084.55    | 0.00%             | 2028-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                                             | Mississippi Power Co                                                                  | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    255000 | PA      | $166960.71    | 0.00%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| State of Mississippi                                                             | State of Mississippi                                                                  | CUSIP: 6055805X3<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |     75000 | PA      | $77317.01     | 0.00%             | 2034-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | Health & Educational Facilities Authority of the State of Missouri                    | CUSIP: 60636APP2<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    130000 | PA      | $94570.76     | 0.00%             | 2057-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | Health & Educational Facilities Authority of the State of Missouri                    | CUSIP: 60636AVL4<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    100000 | PA      | $71138.88     | 0.00%             | 2050-05-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822AN4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $399285.16    | 0.00%             | 2027-02-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    525000 | PA      | $520639.09    | 0.01%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    435000 | PA      | $435529.05    | 0.00%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    275000 | PA      | $260346.63    | 0.00%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $25093.20     | 0.00%             | 2028-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    285000 | PA      | $265401.06    | 0.00%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    550000 | PA      | $545395.51    | 0.01%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    585000 | PA      | $510763.79    | 0.01%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    520000 | PA      | $502921.69    | 0.01%             | 2029-07-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $421194.33    | 0.00%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    415000 | PA      | $377013.85    | 0.00%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    530000 | PA      | $472861.55    | 0.00%             | 2032-07-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    320000 | PA      | $286829.66    | 0.00%             | 2032-10-13      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    490000 | PA      | $481462.68    | 0.01%             | 2028-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822CD4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $317555.11    | 0.00%             | 2033-01-19      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822CG7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    280000 | PA      | $275442.61    | 0.00%             | 2033-04-19      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    405000 | PA      | $416206.63    | 0.00%             | 2033-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $511360.85    | 0.01%             | 2028-09-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822CR3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $209460.50    | 0.00%             | 2033-09-13      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    395000 | PA      | $406215.75    | 0.00%             | 2029-02-22      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208517.64    | 0.00%             | 2031-02-22      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $261702.60    | 0.00%             | 2034-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822DC5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    290000 | PA      | $303200.25    | 0.00%             | 2034-04-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    230000 | PA      | $237105.57    | 0.00%             | 2030-04-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    365000 | PA      | $379776.77    | 0.00%             | 2035-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $360961.20    | 0.00%             | 2031-01-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    330000 | PA      | $345382.72    | 0.00%             | 2036-01-16      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $309495.39    | 0.00%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    460000 | PA      | $481896.28    | 0.01%             | 2036-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $301682.61    | 0.00%             | 2031-09-12      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $305151.93    | 0.00%             | 2036-09-12      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YAK5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $299229.03    | 0.00%             | 2027-02-28      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    485000 | PA      | $479551.17    | 0.01%             | 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        |    390000 | PA      | $391453.02    | 0.00%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    440000 | PA      | $441532.96    | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    425000 | PA      | $409006.02    | 0.00%             | 2030-07-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $190069.78    | 0.00%             | 2030-09-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YBE8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    265000 | PA      | $245903.23    | 0.00%             | 2031-05-25      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    710000 | PA      | $646089.42    | 0.01%             | 2031-07-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    375000 | PA      | $336481.50    | 0.00%             | 2031-09-08      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YBT5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    285000 | PA      | $253725.81    | 0.00%             | 2032-07-09      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    330000 | PA      | $295397.88    | 0.00%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    270000 | PA      | $286320.45    | 0.00%             | 2033-09-13      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    395000 | PA      | $409292.84    | 0.00%             | 2029-05-27      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YCT4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $211916.70    | 0.00%             | 2034-05-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    510000 | PA      | $530371.80    | 0.01%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    390000 | PA      | $413207.46    | 0.00%             | 2034-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    275000 | PA      | $284529.22    | 0.00%             | 2030-05-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YDE6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $214701.38    | 0.00%             | 2035-05-26      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $314331.27    | 0.00%             | 2035-07-10      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YDJ5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $311075.25    | 0.00%             | 2036-05-13      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202586.30    | 0.00%             | 2031-07-08      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YDM8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205621.80    | 0.00%             | 2036-07-08      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                                            | Mohawk Industries Inc                                                                 | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169805.56    | 0.00%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                                            | Mohawk Industries Inc                                                                 | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166470.66    | 0.00%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                            | Molson Coors Beverage Co                                                              | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    325000 | PA      | $300376.05    | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                            | Molson Coors Beverage Co                                                              | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    550000 | PA      | $442236.69    | 0.00%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                            | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    290000 | PA      | $273264.22    | 0.00%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                            | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $179221.05    | 0.00%             | 2050-09-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                            | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    205000 | PA      | $178587.31    | 0.00%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                            | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    235000 | PA      | $202469.87    | 0.00%             | 2032-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                            | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246168.63    | 0.00%             | 2027-03-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                            | CUSIP: 609207BB0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137687.19    | 0.00%             | 2032-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                            | CUSIP: 609207BC8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153027.02    | 0.00%             | 2029-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                            | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154485.49    | 0.00%             | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                            | CUSIP: 609207BF1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271542.38    | 0.00%             | 2028-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                            | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151559.91    | 0.00%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                            | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102379.02    | 0.00%             | 2035-05-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                                                         | Montefiore Obligated Group                                                            | CUSIP: 61237WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $124632.06    | 0.00%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                                                         | Montefiore Obligated Group                                                            | CUSIP: 61237WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $70251.12     | 0.00%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                          | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169666.33    | 0.00%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                          | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98726.10     | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                          | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120782.18    | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                          | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134760.54    | 0.00%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                          | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68078.59     | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                          | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    195000 | PA      | $140672.08    | 0.00%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                          | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    210000 | PA      | $186737.88    | 0.00%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                          | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $186331.80    | 0.00%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                          | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    185000 | PA      | $138161.74    | 0.00%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                          | CUSIP: 615369BA2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153019.37    | 0.00%             | 2034-08-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | Morgan Stanley Bank NA                                                                | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    615000 | PA      | $626685.06    | 0.01%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | Morgan Stanley Bank NA                                                                | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    575000 | PA      | $580360.50    | 0.01%             | 2028-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | Morgan Stanley Bank NA                                                                | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    770000 | PA      | $785534.13    | 0.01%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | Morgan Stanley Bank NA                                                                | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    415000 | PA      | $420986.17    | 0.00%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2017-H1                                                | CUSIP: 61691JAU8<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $247343.90    | 0.00%             | 2050-06-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I 2017-HR2                                                     | CUSIP: 61691NAE5<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1284091.64   | 0.01%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2020-HR8                                               | CUSIP: 61692BBP4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2715346.20   | 0.03%             | 2053-07-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    955000 | PA      | $960601.27    | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $967068.96    | 0.01%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    660000 | PA      | $661134.01    | 0.01%             | 2051-03-24      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    905000 | PA      | $879596.47    | 0.01%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $945048.20    | 0.01%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    945000 | PA      | $829553.32    | 0.01%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    670000 | PA      | $426070.42    | 0.00%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    345000 | PA      | $397645.97    | 0.00%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    850000 | PA      | $844355.92    | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    910000 | PA      | $820250.52    | 0.01%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    905000 | PA      | $900106.85    | 0.01%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    365000 | PA      | $343625.82    | 0.00%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    910000 | PA      | $907630.27    | 0.01%             | 2027-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    720000 | PA      | $622849.68    | 0.01%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    755000 | PA      | $653926.41    | 0.01%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $986109.13    | 0.01%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    905000 | PA      | $796023.97    | 0.01%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    785000 | PA      | $704623.38    | 0.01%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    775000 | PA      | $762687.96    | 0.01%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $821742.93    | 0.01%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    675000 | PA      | $676564.79    | 0.01%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    680000 | PA      | $692175.26    | 0.01%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    660000 | PA      | $669533.04    | 0.01%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    645000 | PA      | $670134.62    | 0.01%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1041938.25   | 0.01%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    650000 | PA      | $663503.23    | 0.01%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    410000 | PA      | $432318.60    | 0.00%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $920686.59    | 0.01%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1009311.11   | 0.01%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $774172.80    | 0.01%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    730000 | PA      | $760070.01    | 0.01%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    495000 | PA      | $524646.84    | 0.01%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    650000 | PA      | $727053.08    | 0.01%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    685000 | PA      | $703919.29    | 0.01%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    780000 | PA      | $811045.17    | 0.01%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    450000 | PA      | $473964.12    | 0.00%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    345000 | PA      | $351891.65    | 0.00%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    785000 | PA      | $818281.02    | 0.01%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    945000 | PA      | $1005427.46   | 0.01%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    685000 | PA      | $702719.37    | 0.01%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1030227.80   | 0.01%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    875000 | PA      | $885863.74    | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $890855.37    | 0.01%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    570000 | PA      | $581450.73    | 0.01%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    760000 | PA      | $783668.45    | 0.01%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $946467.54    | 0.01%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $612596.99    | 0.01%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $773493.15    | 0.01%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $941501.61    | 0.01%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499765.55    | 0.01%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $747822.90    | 0.01%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $743928.68    | 0.01%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599663.64    | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    615000 | PA      | $481690.02    | 0.01%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT                                                            | Morgan Stanley Direct Lending Fund                                                    | CUSIP: 61774AAD5<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149995.13    | 0.00%             | 2027-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT                                                            | Morgan Stanley Direct Lending Fund                                                    | CUSIP: 61774AAF0<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205930.70    | 0.00%             | 2029-05-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                          | Morgan Stanley Private Bank NA                                                        | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    580000 | PA      | $584155.64    | 0.01%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                          | Morgan Stanley Private Bank NA                                                        | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    890000 | PA      | $902314.04    | 0.01%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                          | Morgan Stanley Private Bank NA                                                        | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    720000 | PA      | $722323.51    | 0.01%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                          | Morgan Stanley Private Bank NA                                                        | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    920000 | PA      | $922408.65    | 0.01%             | 2031-11-19      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                         | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99425.51     | 0.00%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                         | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226370.96    | 0.00%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                         | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    215000 | PA      | $207445.46    | 0.00%             | 2043-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                         | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250094.55    | 0.00%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                         | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150457.20    | 0.00%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                         | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120357.85    | 0.00%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                                | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97489.97     | 0.00%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                                | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278138.69    | 0.00%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                                | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202437.36    | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                                | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    275000 | PA      | $249851.99    | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                                | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    345000 | PA      | $315899.18    | 0.00%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                                | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    180000 | PA      | $189455.17    | 0.00%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                                | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92222.87     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                                | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222135.51    | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                                | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173462.14    | 0.00%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                                | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154762.23    | 0.00%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                                | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    260000 | PA      | $270278.06    | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MOUNT NITTANY MED CTR                                                            | Mount Nittany Medical Center Obligated Group                                          | CUSIP: 62213LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $112428.95    | 0.00%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MT SINAI HOSPITAL                                                                | Mount Sinai Hospital/The                                                              | CUSIP: 623115AE2<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $139966.02    | 0.00%             | 2049-07-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: —       |
| Municipal Electric Authority of Georgia                                          | Municipal Electric Authority of Georgia                                               | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    241000 | PA      | $261038.52    | 0.00%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | Municipal Electric Authority of Georgia                                               | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    244000 | PA      | $263685.09    | 0.00%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | Municipal Electric Authority of Georgia                                               | CUSIP: 626207YS7<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    110000 | PA      | $124167.40    | 0.00%             | 2057-04-01      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                        | Mylan Inc                                                                             | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    180000 | PA      | $155030.11    | 0.00%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                        | Mylan Inc                                                                             | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    250000 | PA      | $203336.68    | 0.00%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                        | Mylan Inc                                                                             | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    290000 | PA      | $290407.54    | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                                             | Utah Acquisition Sub Inc                                                              | CUSIP: 62854AAP9<br>LEI: 549300A0CD4KNFGIIS89 | Long             | DBT              | CORP              | US        |    305000 | PA      | $251069.44    | 0.00%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                                                     | NMI Holdings Inc                                                                      | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51901.29     | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                                          | NVR Inc                                                                               | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236877.20    | 0.00%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                                           | NXP BV / NXP Funding LLC                                                              | CUSIP: 62947QBC1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    130000 | PA      | $134734.00    | 0.00%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                            | NYU Langone Hospitals                                                                 | CUSIP: 62952EAB3<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107847.37    | 0.00%             | 2043-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                            | NYU Langone Hospitals                                                                 | CUSIP: 62952EAC1<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159717.65    | 0.00%             | 2044-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                            | NYU Langone Hospitals                                                                 | CUSIP: 62952EAE7<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131276.64    | 0.00%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                | CUSIP: 62954HAJ7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    300000 | PA      | $269690.16    | 0.00%             | 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: 62954HAL2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     95000 | PA      | $69322.16     | 0.00%             | 2042-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                | CUSIP: 62954HAN8<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    150000 | PA      | $99178.97     | 0.00%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                | CUSIP: 62954HAU2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    300000 | PA      | $227474.01    | 0.00%             | 2041-05-11      | Fixed         | 3.25%                 | 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              | XX        |    320000 | PA      | $320692.45    | 0.00%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                | CUSIP: 62954HAX6<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    165000 | PA      | $163264.05    | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    275000 | PA      | $265262.80    | 0.00%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                | CUSIP: 62954HBA5<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    315000 | PA      | $285340.99    | 0.00%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                | CUSIP: 62954HBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    255000 | PA      | $259151.99    | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                | CUSIP: 62954HBE7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    170000 | PA      | $170775.57    | 0.00%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                | CUSIP: 62954HBF4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    375000 | PA      | $376507.20    | 0.00%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                | CUSIP: 62954HBG2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     90000 | PA      | $90529.51     | 0.00%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                | CUSIP: 62954HBH0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    210000 | PA      | $213174.49    | 0.00%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                            | NYU Langone Hospitals                                                                 | CUSIP: 62954RAA4<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |    170000 | PA      | $117159.75    | 0.00%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                            | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $84164.07     | 0.00%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                            | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    175000 | PA      | $121357.01    | 0.00%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                            | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221777.00    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                            | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $142456.38    | 0.00%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                            | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258119.53    | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                            | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    380000 | PA      | $399490.16    | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                            | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233973.14    | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                            | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    240000 | PA      | $251459.71    | 0.00%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                                  | CUSIP: 632525CA7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $253330.25    | 0.00%             | 2027-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                                  | CUSIP: 632525CJ8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    255000 | PA      | $257715.50    | 0.00%             | 2028-06-13      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                                  | CUSIP: 632525CK5<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $254516.45    | 0.00%             | 2030-06-13      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                                  | CUSIP: 63253QAB0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    380000 | PA      | $388232.13    | 0.00%             | 2028-01-12      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                                  | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    480000 | PA      | $491719.30    | 0.01%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                                  | CUSIP: 63253QAG9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    355000 | PA      | $362952.92    | 0.00%             | 2029-01-10      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                                  | CUSIP: 63254ABE7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    555000 | PA      | $556209.46    | 0.01%             | 2027-06-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | National Bank of Canada                                                               | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $313560.21    | 0.00%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | National Bank of Canada                                                               | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $283064.38    | 0.00%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | National Bank of Canada                                                               | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $252502.53    | 0.00%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                                  | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184288.51    | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                                  | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106284.92    | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                                  | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    145000 | PA      | $132425.56    | 0.00%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                                  | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165055.34    | 0.00%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                                  | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157180.28    | 0.00%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | National Grid PLC                                                                     | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $77467.99     | 0.00%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | National Grid PLC                                                                     | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $266128.30    | 0.00%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | National Grid PLC                                                                     | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207065.40    | 0.00%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                                                         | National Health Investors Inc                                                         | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |    200000 | PA      | $181640.52    | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                                                         | National Health Investors Inc                                                         | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |    100000 | PA      | $99925.24     | 0.00%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                          | NOV Inc                                                                               | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    395000 | PA      | $310593.48    | 0.00%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                          | NOV Inc                                                                               | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175561.11    | 0.00%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                          | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    185000 | PA      | $184316.24    | 0.00%             | 2026-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                          | CUSIP: 637417AK2<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    135000 | PA      | $133871.83    | 0.00%             | 2027-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                          | CUSIP: 637417AL0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    150000 | PA      | $150964.19    | 0.00%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                          | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    135000 | PA      | $118907.69    | 0.00%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                          | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    100000 | PA      | $92868.28     | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                          | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    220000 | PA      | $142638.03    | 0.00%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                          | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    205000 | PA      | $144447.43    | 0.00%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                          | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    135000 | PA      | $84533.19     | 0.00%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                          | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    150000 | PA      | $156830.48    | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                          | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    200000 | PA      | $207233.84    | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    160000 | PA      | $189177.71    | 0.00%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155651.84    | 0.00%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432NN1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74264.92     | 0.00%             | 2027-04-25      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346916.57    | 0.00%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269817.08    | 0.00%             | 2028-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432NR2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    180000 | PA      | $152107.18    | 0.00%             | 2048-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271850.45    | 0.00%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    155000 | PA      | $130143.95    | 0.00%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186733.18    | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    250000 | PA      | $216054.13    | 0.00%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130685.63    | 0.00%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    180000 | PA      | $162866.48    | 0.00%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191224.98    | 0.00%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    225000 | PA      | $241841.75    | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432PB5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131077.58    | 0.00%             | 2053-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101958.28    | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 63743HFJ6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102649.61    | 0.00%             | 2028-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 63743HFM9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202005.20    | 0.00%             | 2027-02-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148476.17    | 0.00%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 63743HFR8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152290.82    | 0.00%             | 2027-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195936.25    | 0.00%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203168.38    | 0.00%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 63743HFX5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36034.76     | 0.00%             | 2030-02-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211229.74    | 0.00%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE FINANCIAL SER                                                         | Nationwide Financial Services Inc                                                     | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159366.78    | 0.00%             | 2037-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)                                                         | Nature Conservancy/The                                                                | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    160000 | PA      | $125250.00    | 0.00%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                     | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $368464.28    | 0.00%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                     | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    435000 | PA      | $446199.03    | 0.00%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                     | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $359705.55    | 0.00%             | 2034-03-02      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                     | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    445000 | PA      | $463808.95    | 0.00%             | 2029-09-13      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                     | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $305333.76    | 0.00%             | 2028-03-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                     | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $450080.99    | 0.00%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                     | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $315582.21    | 0.00%             | 2034-06-01      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                     | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $256714.15    | 0.00%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                                           | NBCUniversal Media LLC                                                                | CUSIP: 63946BAF7<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    205000 | PA      | $223246.46    | 0.00%             | 2040-04-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                                           | NBCUniversal Media LLC                                                                | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148811.66    | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                                           | NBCUniversal Media LLC                                                                | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    225000 | PA      | $191757.51    | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                            | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    215000 | PA      | $210222.85    | 0.00%             | 2027-06-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                            | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233045.65    | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                            | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209642.56    | 0.00%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                           | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    510000 | PA      | $520584.44    | 0.01%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                           | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    530000 | PA      | $557325.37    | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                           | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    280000 | PA      | $299948.94    | 0.00%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                           | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307508.94    | 0.00%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                           | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194041.22    | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                       | CUSIP: 641423BP2<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    150000 | PA      | $168947.39    | 0.00%             | 2036-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                       | CUSIP: 641423BU1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112681.87    | 0.00%             | 2037-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                       | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    280000 | PA      | $275975.28    | 0.00%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                       | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    175000 | PA      | $161835.24    | 0.00%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                       | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32588.70     | 0.00%             | 2050-08-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                       | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50299.12     | 0.00%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                       | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153843.59    | 0.00%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                                            | Province of New Brunswick Canada                                                      | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |    390000 | PA      | $388930.04    | 0.00%             | 2028-02-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | New Jersey Economic Development Authority                                             | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    516000 | PA      | $539219.85    | 0.01%             | 2029-02-15      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | New Jersey Transportation Trust Fund Authority                                        | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     50000 | PA      | $56552.81     | 0.00%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | New Jersey Turnpike Authority                                                         | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    500000 | PA      | $603725.85    | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | New Jersey Turnpike Authority                                                         | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    650000 | PA      | $759192.20    | 0.01%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                                                         | New Mountain Finance Corp                                                             | CUSIP: 647551AG5<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86496.10     | 0.00%             | 2027-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                                | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    280000 | PA      | $232123.92    | 0.00%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                                | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    105000 | PA      | $82078.07     | 0.00%             | 2056-08-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                                | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     95000 | PA      | $65390.20     | 0.00%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                                | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69854.83     | 0.00%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                                | CUSIP: 649322AJ3<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     95000 | PA      | $52602.80     | 0.00%             | 2060-08-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | City of New York                                                                      | CUSIP: 64966H4K3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    115000 | PA      | $117806.35    | 0.00%             | 2037-10-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | City of New York                                                                      | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    200000 | PA      | $205893.48    | 0.00%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | City of New York                                                                      | CUSIP: 64966SHM1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $94706.41     | 0.00%             | 2049-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | City of New York                                                                      | CUSIP: 64966SHN9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    200000 | PA      | $187095.12    | 0.00%             | 2054-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | City of New York                                                                      | CUSIP: 64966SHZ2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $97855.15     | 0.00%             | 2044-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | City of New York                                                                      | CUSIP: 64966SNH5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105463.45    | 0.00%             | 2045-02-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | City of New York                                                                      | CUSIP: 64966SNJ1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    200000 | PA      | $211396.30    | 0.00%             | 2055-02-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                           | CUSIP: 64966SNK8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104037.24    | 0.00%             | 2055-02-01      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                           | CUSIP: 64966SSE7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $99412.74     | 0.00%             | 2045-10-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                           | CUSIP: 64966SSF4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    150000 | PA      | $145309.65    | 0.00%             | 2051-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                           | CUSIP: 64966SSG2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    200000 | PA      | $191985.10    | 0.00%             | 2055-10-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority                                       | CUSIP: 64972FH25<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    300000 | PA      | $304458.63    | 0.00%             | 2041-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority                                       | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    250000 | PA      | $261919.63    | 0.00%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority                                       | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101374.16    | 0.00%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority                                       | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    250000 | PA      | $254844.63    | 0.00%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                                  | CUSIP: 64985SFE8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    150000 | PA      | $155885.21    | 0.00%             | 2035-07-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | New York State Dormitory Authority                                                    | CUSIP: 649902T37<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    200000 | PA      | $205690.88    | 0.00%             | 2040-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | New York State Dormitory Authority                                                    | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    200000 | PA      | $207334.84    | 0.00%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | Empire State Development Corp.                                                        | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    305000 | PA      | $315282.89    | 0.00%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| NEWMARKET CORP                                                                   | NewMarket Corp                                                                        | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |    175000 | PA      | $160236.58    | 0.00%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                          | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287939.31    | 0.00%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                          | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99628.65     | 0.00%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                          | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182284.54    | 0.00%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| NEWMONT / NEWCREST FIN                                                           | Newmont Corp / Newcrest Finance Pty Ltd                                               | CUSIP: 65163LAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $237407.38    | 0.00%             | 2030-05-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                                                           | Newmont Corp / Newcrest Finance Pty Ltd                                               | CUSIP: 65163LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $81830.98     | 0.00%             | 2050-05-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                                                           | Newmont Corp / Newcrest Finance Pty Ltd                                               | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $314460.36    | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    480000 | PA      | $477403.06    | 0.01%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221677.00    | 0.00%             | 2077-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152108.09    | 0.00%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212377.01    | 0.00%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    350000 | PA      | $333503.17    | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    660000 | PA      | $607253.53    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    475000 | PA      | $452762.35    | 0.00%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342769.95    | 0.00%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    325000 | PA      | $289600.68    | 0.00%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63496.01     | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235472.23    | 0.00%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    410000 | PA      | $414808.44    | 0.00%             | 2027-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307476.18    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607334.70    | 0.01%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    410000 | PA      | $417811.32    | 0.00%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KCN8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206306.30    | 0.00%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255993.95    | 0.00%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    340000 | PA      | $316845.52    | 0.00%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205120.20    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    325000 | PA      | $333696.87    | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    240000 | PA      | $232186.15    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    295000 | PA      | $306630.67    | 0.00%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $320334.12    | 0.00%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    515000 | PA      | $532318.94    | 0.01%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    360000 | PA      | $379378.37    | 0.00%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254771.30    | 0.00%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258191.55    | 0.00%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208627.06    | 0.00%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310711.80    | 0.00%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151944.02    | 0.00%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                              | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    125000 | PA      | $100665.54    | 0.00%             | 2043-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| NIKE INC                                                                         | NIKE Inc                                                                              | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    310000 | PA      | $250083.32    | 0.00%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                              | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    255000 | PA      | $189405.00    | 0.00%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                              | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257078.59    | 0.00%             | 2027-03-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                              | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477159.70    | 0.01%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                              | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    300000 | PA      | $243503.82    | 0.00%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                              | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    450000 | PA      | $322893.90    | 0.00%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336005.57    | 0.00%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    395000 | PA      | $384213.85    | 0.00%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    220000 | PA      | $193189.77    | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133297.86    | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307786.08    | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166253.68    | 0.00%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206319.10    | 0.00%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208512.28    | 0.00%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154722.96    | 0.00%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103610.86    | 0.00%             | 2055-03-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448614.32    | 0.00%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153559.89    | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    310000 | PA      | $312491.38    | 0.00%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113878.24    | 0.00%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168169.26    | 0.00%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    209000 | PA      | $188174.36    | 0.00%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174043.35    | 0.00%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223668.09    | 0.00%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    320000 | PA      | $265763.94    | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    220000 | PA      | $171699.70    | 0.00%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                                        | Nokia Oyj                                                                             | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    150000 | PA      | $160864.53    | 0.00%             | 2039-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                                        | Nokia Oyj                                                                             | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    165000 | PA      | $165106.36    | 0.00%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                                   | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    650000 | PA      | $617638.84    | 0.01%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                                   | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $369827.44    | 0.00%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                                   | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $361623.36    | 0.00%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                                   | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $285567.75    | 0.00%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                                   | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $491256.05    | 0.01%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                                   | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    310000 | PA      | $281678.59    | 0.00%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                                   | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $916028.55    | 0.01%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                                   | CUSIP: 65535HBK4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    240000 | PA      | $259607.83    | 0.00%             | 2033-01-18      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                                   | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208739.18    | 0.00%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                                   | CUSIP: 65535HBP3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $215685.94    | 0.00%             | 2033-07-12      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                                   | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    345000 | PA      | $364475.77    | 0.00%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                                   | CUSIP: 65535HCE7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    220000 | PA      | $217524.34    | 0.00%             | 2036-06-10      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                           | Nordic Investment Bank                                                                | CUSIP: 65562QBV6<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $199390.40    | 0.00%             | 2027-09-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                           | Nordic Investment Bank                                                                | CUSIP: 65562QBW4<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |   1050000 | PA      | $1067353.67   | 0.01%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                           | Nordic Investment Bank                                                                | CUSIP: 65562QC29<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $400107.92    | 0.00%             | 2030-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                           | Nordic Investment Bank                                                                | CUSIP: 65562QC37<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $301333.89    | 0.00%             | 2028-08-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                                                     | Nordson Corp                                                                          | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    240000 | PA      | $248620.87    | 0.00%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                                                     | Nordson Corp                                                                          | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    185000 | PA      | $196291.72    | 0.00%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844AJ7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    140000 | PA      | $147211.23    | 0.00%             | 2027-05-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    230000 | PA      | $217364.26    | 0.00%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83129.37     | 0.00%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    320000 | PA      | $276598.21    | 0.00%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844BR8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    170000 | PA      | $150649.04    | 0.00%             | 2046-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844BT4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98959.59     | 0.00%             | 2027-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    265000 | PA      | $205983.86    | 0.00%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    260000 | PA      | $205472.51    | 0.00%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    275000 | PA      | $224140.18    | 0.00%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199120.62    | 0.00%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CB2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    210000 | PA      | $182279.94    | 0.00%             | 2118-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CC0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80039.60     | 0.00%             | 2049-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    160000 | PA      | $113527.18    | 0.00%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188936.52    | 0.00%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $197511.78    | 0.00%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    260000 | PA      | $167446.84    | 0.00%             | 2055-05-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    195000 | PA      | $135330.51    | 0.00%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181175.22    | 0.00%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $56732.97     | 0.00%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    235000 | PA      | $216731.05    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    155000 | PA      | $113109.13    | 0.00%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    305000 | PA      | $257726.71    | 0.00%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129694.97    | 0.00%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176322.39    | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143353.37    | 0.00%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92227.89     | 0.00%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                           | CUSIP: 656531AM2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    475000 | PA      | $502846.26    | 0.01%             | 2027-09-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NORTH HAVEN PRIVATE INC                                                          | North Haven Private Income Fund LLC                                                   | CUSIP: 65960NAB6<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134958.60    | 0.00%             | 2030-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORTH HAVEN PRIVATE INC                                                          | North Haven Private Income Fund LLC                                                   | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89879.64     | 0.00%             | 2028-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | North Texas Tollway Authority                                                         | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    350000 | PA      | $385666.19    | 0.00%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| NORTHEASTERN UNIVERSITY                                                          | Northeastern University                                                               | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67313.53     | 0.00%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                           | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    215000 | PA      | $237217.39    | 0.00%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                           | CUSIP: 665772CC1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    175000 | PA      | $192642.63    | 0.00%             | 2037-07-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                           | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172740.64    | 0.00%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                           | CUSIP: 665772CJ6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    145000 | PA      | $113598.08    | 0.00%             | 2042-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                           | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $300980.96    | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                           | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    130000 | PA      | $85309.82     | 0.00%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                           | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    280000 | PA      | $171580.72    | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                           | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181788.98    | 0.00%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                           | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34187.88     | 0.00%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                           | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    145000 | PA      | $123261.77    | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                           | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    210000 | PA      | $195032.94    | 0.00%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                           | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155284.48    | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-WISC                                                         | Northern States Power Co/WI                                                           | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95882.05     | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                                   | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187390.75    | 0.00%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                                   | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234431.98    | 0.00%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                                   | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160816.47    | 0.00%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                                   | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    360000 | PA      | $329498.71    | 0.00%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                                   | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310925.20    | 0.00%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                                   | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    220000 | PA      | $240205.79    | 0.00%             | 2032-11-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                                   | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150230.28    | 0.00%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                                   | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230464.05    | 0.00%             | 2040-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807BD3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98834.63     | 0.00%             | 2040-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230260.30    | 0.00%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    255000 | PA      | $204453.26    | 0.00%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    325000 | PA      | $322809.27    | 0.00%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444298.82    | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    685000 | PA      | $550998.31    | 0.01%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    255000 | PA      | $257234.64    | 0.00%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49740.36     | 0.00%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283311.57    | 0.00%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333384.71    | 0.00%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    310000 | PA      | $279802.99    | 0.00%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248855.34    | 0.00%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    255000 | PA      | $258720.91    | 0.00%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    410000 | PA      | $383787.22    | 0.00%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117072.19    | 0.00%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155476.76    | 0.00%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                         | Northwell Healthcare Inc                                                              | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    175000 | PA      | $138186.11    | 0.00%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                         | Northwell Healthcare Inc                                                              | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    225000 | PA      | $184873.43    | 0.00%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                         | Northwell Healthcare Inc                                                              | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    155000 | PA      | $114890.76    | 0.00%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL HOLDI                                                          | Northwest Natural Holding Co                                                          | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104071.62    | 0.00%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NORTHWEST PIPELINE LLC                                                           | Northwest Pipeline LLC                                                                | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50015.14     | 0.00%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP                                                                | NorthWestern Corp                                                                     | CUSIP: 668074AU1<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    185000 | PA      | $153114.94    | 0.00%             | 2044-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MEMORIAL                                                            | Northwestern Memorial Healthcare Obligated Group                                      | CUSIP: 668103AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $77303.83     | 0.00%             | 2051-07-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                                          | Northwestern University                                                               | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143232.39    | 0.00%             | 2044-12-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                                          | Northwestern University                                                               | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    105000 | PA      | $76652.25     | 0.00%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                                          | Northwestern University                                                               | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $88485.15     | 0.00%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                                          | Northwestern University                                                               | CUSIP: 668444AT9<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122579.12    | 0.00%             | 2035-12-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                                     | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4002.18      | 0.00%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                                     | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    280000 | PA      | $186035.98    | 0.00%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                                     | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    120000 | PA      | $77076.42     | 0.00%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                                 | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    160000 | PA      | $132933.95    | 0.00%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                                 | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    595000 | PA      | $530853.23    | 0.01%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                                 | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    375000 | PA      | $313923.15    | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                                 | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347441.19    | 0.00%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                                 | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196442.58    | 0.00%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                                 | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    685000 | PA      | $633757.27    | 0.01%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                                 | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $224417.13    | 0.00%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                                 | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298636.98    | 0.00%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                                 | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263767.35    | 0.00%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                                 | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    325000 | PA      | $318038.76    | 0.00%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                                 | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    270000 | PA      | $240765.13    | 0.00%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                                 | CUSIP: 66989HAX6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210751.82    | 0.00%             | 2028-11-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                                 | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    540000 | PA      | $539725.95    | 0.01%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                                 | CUSIP: 66989HAZ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    280000 | PA      | $278909.12    | 0.00%             | 2032-11-05      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                                 | CUSIP: 66989HBA5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277537.40    | 0.00%             | 2035-11-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                                 | CUSIP: 66989HBB3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107568.85    | 0.00%             | 2045-11-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                                 | CUSIP: 66989HBC1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164728.16    | 0.00%             | 2055-11-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                                     | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116524.99    | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                                     | CUSIP: 67021CAJ6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51778.76     | 0.00%             | 2044-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                                     | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247764.30    | 0.00%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                                     | CUSIP: 67021CAN7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111779.51    | 0.00%             | 2029-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                                     | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    305000 | PA      | $301279.98    | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                                     | CUSIP: 67021CAQ0<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    350000 | PA      | $234766.25    | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                                     | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    205000 | PA      | $180871.48    | 0.00%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                                     | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76283.78     | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                                     | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155608.14    | 0.00%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                            | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $123412.70    | 0.00%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                            | CUSIP: 670346AN5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121796.81    | 0.00%             | 2043-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                            | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200048.36    | 0.00%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                            | CUSIP: 670346AQ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81137.20     | 0.00%             | 2048-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                            | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    230000 | PA      | $216649.95    | 0.00%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                            | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $93500.69     | 0.00%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                            | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186042.82    | 0.00%             | 2032-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                            | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    195000 | PA      | $149362.22    | 0.00%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                            | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176232.26    | 0.00%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                            | CUSIP: 670346AZ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153200.00    | 0.00%             | 2030-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                           | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    405000 | PA      | $387225.77    | 0.00%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                           | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    350000 | PA      | $295875.34    | 0.00%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                           | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    600000 | PA      | $445039.32    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                           | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    175000 | PA      | $128212.46    | 0.00%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                           | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    365000 | PA      | $347037.95    | 0.00%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                           | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    330000 | PA      | $297201.80    | 0.00%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                           | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $309994.27    | 0.00%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                           | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $194331.01    | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                           | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $175834.47    | 0.00%             | 2035-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                           | CUSIP: 67077MAQ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $313000.26    | 0.00%             | 2041-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                           | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $182150.52    | 0.00%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                           | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $163685.99    | 0.00%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                           | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    290000 | PA      | $289746.54    | 0.00%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                           | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $192899.96    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                           | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $159567.85    | 0.00%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                           | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $203675.70    | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                           | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $200038.00    | 0.00%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                           | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $154815.51    | 0.00%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                                               | nVent Finance Sarl                                                                    | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    230000 | PA      | $231438.72    | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                                               | nVent Finance Sarl                                                                    | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    180000 | PA      | $162178.88    | 0.00%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                                               | nVent Finance Sarl                                                                    | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $156542.87    | 0.00%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NUVEEN CHURCHILL DIRECT                                                          | Nuveen Churchill Direct Lending Corp                                                  | CUSIP: 67090SAA6<br>LEI: 254900X3ULEP6XX7HG39 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76938.76     | 0.00%             | 2030-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                               | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248610.38    | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                               | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    259000 | PA      | $261118.78    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                               | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267887.66    | 0.00%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                               | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219170.35    | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                               | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272205.23    | 0.00%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                           | Oaktree Specialty Lending Corp                                                        | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    195000 | PA      | $190887.57    | 0.00%             | 2027-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                           | Oaktree Specialty Lending Corp                                                        | CUSIP: 67401PAD0<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61911.41     | 0.00%             | 2029-02-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: —       |
| OAKTREE SPECIALTY LEND                                                           | Oaktree Specialty Lending Corp                                                        | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100776.86    | 0.00%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: —       |
| OAKTREE STRATEGIC CREDIT                                                         | Oaktree Strategic Credit Fund                                                         | CUSIP: 67403AAB5<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    145000 | PA      | $156389.90    | 0.00%             | 2028-11-14      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                                         | Oaktree Strategic Credit Fund                                                         | CUSIP: 67403AAE9<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123568.73    | 0.00%             | 2029-07-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                                         | Oaktree Strategic Credit Fund                                                         | CUSIP: 67403AAF6<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120681.01    | 0.00%             | 2030-07-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    160000 | PA      | $126400.27    | 0.00%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     90000 | PA      | $67421.05     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $281097.55    | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    175000 | PA      | $200377.33    | 0.00%             | 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        |    540000 | PA      | $574884.16    | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     55000 | PA      | $64548.90     | 0.00%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217961.90    | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    330000 | PA      | $340081.57    | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    145000 | PA      | $151587.28    | 0.00%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    310000 | PA      | $358044.51    | 0.00%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157274.28    | 0.00%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    405000 | PA      | $435321.78    | 0.00%             | 2030-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    400000 | PA      | $422481.12    | 0.00%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239531.83    | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358605.17    | 0.00%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357665.84    | 0.00%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    375000 | PA      | $381968.03    | 0.00%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    270000 | PA      | $257717.75    | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | 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        |    125000 | PA      | $107714.51    | 0.00%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                      | CUSIP: 676167CF4<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    350000 | PA      | $350231.53    | 0.00%             | 2027-09-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                      | CUSIP: 676167CJ6<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    730000 | PA      | $739766.67    | 0.01%             | 2028-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                      | CUSIP: 676167CL1<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    460000 | PA      | $466400.30    | 0.00%             | 2029-01-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                      | CUSIP: 676167CM9<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    100000 | PA      | $101536.14    | 0.00%             | 2027-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                      | CUSIP: 676167CN7<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    150000 | PA      | $150331.32    | 0.00%             | 2029-09-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                      | CUSIP: 676167CP2<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    500000 | PA      | $513964.95    | 0.01%             | 2030-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                      | CUSIP: 676167CQ0<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    500000 | PA      | $504486.80    | 0.01%             | 2028-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                      | CUSIP: 676167CR8<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    440000 | PA      | $439195.15    | 0.00%             | 2030-09-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                                 | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    180000 | PA      | $188621.78    | 0.00%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                                 | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    115000 | PA      | $104130.09    | 0.00%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                                 | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178607.18    | 0.00%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                                 | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    150000 | PA      | $107592.23    | 0.00%             | 2050-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                                 | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    125000 | PA      | $104702.93    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                                 | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128612.14    | 0.00%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                                 | CUSIP: 677050AW6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24491.18     | 0.00%             | 2054-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                                 | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198167.14    | 0.00%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                                                   | Ohio Edison Co                                                                        | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $114558.99    | 0.00%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                         | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158307.74    | 0.00%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                         | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115637.54    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                         | CUSIP: 677415CS8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    235000 | PA      | $219527.29    | 0.00%             | 2030-04-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                         | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175769.92    | 0.00%             | 2031-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                         | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    120000 | PA      | $74006.11     | 0.00%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                         | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    245000 | PA      | $255803.42    | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                        | Ohio Turnpike & Infrastructure Commission                                             | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $73896.53     | 0.00%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | Ohio State University                                                                 | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    500000 | PA      | $500349.60    | 0.01%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV                                                                          | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     25000 | PA      | $20874.60     | 0.00%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                                                  | OhioHealth Corp                                                                       | CUSIP: 67777JAK4<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    115000 | PA      | $79113.69     | 0.00%             | 2050-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                                                  | OhioHealth Corp                                                                       | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    115000 | PA      | $103384.00    | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                                                  | OhioHealth Corp                                                                       | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |     90000 | PA      | $66794.87     | 0.00%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                          | CUSIP: 678858BR1<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    290000 | PA      | $234571.40    | 0.00%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                          | CUSIP: 678858BS9<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    190000 | PA      | $148001.56    | 0.00%             | 2047-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                          | CUSIP: 678858BU4<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120633.29    | 0.00%             | 2030-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                          | CUSIP: 678858BV2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192123.44    | 0.00%             | 2030-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                          | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    175000 | PA      | $183406.83    | 0.00%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                          | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103110.04    | 0.00%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH                                                              | CUSIP: 6789084A9<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    155000 | PA      | $153211.44    | 0.00%             | 2045-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | Oklahoma Development Finance Authority                                                | CUSIP: 6789084D3<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |     45000 | PA      | $43089.07     | 0.00%             | 2045-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | Oklahoma Development Finance Authority                                                | CUSIP: 6789084E1<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    150000 | PA      | $138302.54    | 0.00%             | 2052-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | Oklahoma Development Finance Authority                                                | CUSIP: 6789084G6<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    150000 | PA      | $145672.71    | 0.00%             | 2044-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                           | Old Republic International Corp                                                       | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    190000 | PA      | $137756.38    | 0.00%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                           | Old Republic International Corp                                                       | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166553.26    | 0.00%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                                     | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    175000 | PA      | $161860.09    | 0.00%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                                     | CUSIP: 681919BC9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    385000 | PA      | $382060.99    | 0.00%             | 2030-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                                     | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    260000 | PA      | $236035.23    | 0.00%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                                     | CUSIP: 681919BG0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158391.14    | 0.00%             | 2034-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                                     | CUSIP: 681919BJ4<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303456.39    | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                                     | CUSIP: 681919BK1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180133.92    | 0.00%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                                     | CUSIP: 681919BN5<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    240000 | PA      | $222221.86    | 0.00%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                        | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    200000 | PA      | $200729.34    | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                        | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    143000 | PA      | $144226.73    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                        | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    340000 | PA      | $329165.36    | 0.00%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                        | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    225000 | PA      | $210442.84    | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                        | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    170000 | PA      | $173054.07    | 0.00%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233DAT4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    250000 | PA      | $282523.90    | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JAF1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    225000 | PA      | $269385.32    | 0.00%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193188.96    | 0.00%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146327.00    | 0.00%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135973.97    | 0.00%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    175000 | PA      | $137016.88    | 0.00%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    160000 | PA      | $122692.62    | 0.00%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120422.19    | 0.00%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198727.76    | 0.00%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JBK9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    123000 | PA      | $128740.74    | 0.00%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75654.72     | 0.00%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    235000 | PA      | $156215.50    | 0.00%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188541.72    | 0.00%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    190000 | PA      | $139968.02    | 0.00%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    195000 | PA      | $184827.69    | 0.00%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $89669.54     | 0.00%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146945.73    | 0.00%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126775.62    | 0.00%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200135.76    | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222960.60    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JCQ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156333.78    | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265970.50    | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194433.40    | 0.00%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127124.83    | 0.00%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180633.71    | 0.00%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                           | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177714.10    | 0.00%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                           | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    125000 | PA      | $106986.36    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                           | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119020.11    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                           | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157858.82    | 0.00%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                           | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103037.79    | 0.00%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105890.49    | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189894.06    | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56937.90     | 0.00%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227044.82    | 0.00%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    325000 | PA      | $293283.80    | 0.00%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230923.96    | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242356.68    | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    145000 | PA      | $117089.70    | 0.00%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    260000 | PA      | $247479.23    | 0.00%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    180000 | PA      | $145981.84    | 0.00%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214838.88    | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    285000 | PA      | $314304.38    | 0.00%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214296.44    | 0.00%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207882.86    | 0.00%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210845.04    | 0.00%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    480000 | PA      | $511063.73    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    525000 | PA      | $550657.38    | 0.01%             | 2053-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    195000 | PA      | $185884.90    | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    215000 | PA      | $196343.35    | 0.00%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    290000 | PA      | $227713.34    | 0.00%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $194529.13    | 0.00%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    169000 | PA      | $143169.69    | 0.00%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    235000 | PA      | $170453.49    | 0.00%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275978.42    | 0.00%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301699.77    | 0.00%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    385000 | PA      | $382334.91    | 0.00%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    385000 | PA      | $358939.20    | 0.00%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    215000 | PA      | $202105.48    | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159929.98    | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165724.99    | 0.00%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142539.99    | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680CY7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    220000 | PA      | $194351.87    | 0.00%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $156712.61    | 0.00%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221101.54    | 0.00%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    290000 | PA      | $293345.09    | 0.00%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    370000 | PA      | $370894.51    | 0.00%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                | ONEOK Partners LP                                                                     | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    135000 | PA      | $147070.74    | 0.00%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                | ONEOK Partners LP                                                                     | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221440.74    | 0.00%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                | ONEOK Partners LP                                                                     | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205581.24    | 0.00%             | 2041-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                | ONEOK Partners LP                                                                     | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137214.58    | 0.00%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                            | CUSIP: 683234AQ1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    550000 | PA      | $530697.70    | 0.01%             | 2027-05-21      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                            | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    490000 | PA      | $431474.35    | 0.00%             | 2030-10-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                            | CUSIP: 683234AU2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    475000 | PA      | $424543.79    | 0.00%             | 2032-01-21      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                            | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    450000 | PA      | $471031.29    | 0.00%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                            | CUSIP: 683234AW8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    545000 | PA      | $544052.63    | 0.01%             | 2029-09-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                            | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    900000 | PA      | $925799.22    | 0.01%             | 2035-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                            | CUSIP: 683234D21<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $596842.32    | 0.01%             | 2035-11-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                            | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    725000 | PA      | $719589.33    | 0.01%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                            | CUSIP: 683234DQ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    750000 | PA      | $760743.68    | 0.01%             | 2029-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                            | CUSIP: 683234ET1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    750000 | PA      | $774195.15    | 0.01%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                            | CUSIP: 683234EV6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $500416.00    | 0.01%             | 2030-09-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                            | CUSIP: 68323AFG4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    385000 | PA      | $361665.23    | 0.00%             | 2029-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                            | CUSIP: 68323AFH2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    900000 | PA      | $802514.16    | 0.01%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                            | CUSIP: 68323AFJ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    530000 | PA      | $469239.85    | 0.00%             | 2031-10-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    410000 | PA      | $418979.37    | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    430000 | PA      | $423144.73    | 0.00%             | 2039-07-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $538126.74    | 0.01%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    570000 | PA      | $515848.35    | 0.01%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    330000 | PA      | $253105.81    | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    230000 | PA      | $214373.50    | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    545000 | PA      | $471022.79    | 0.00%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    670000 | PA      | $482811.45    | 0.01%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    410000 | PA      | $283419.80    | 0.00%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    355000 | PA      | $296811.67    | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    920000 | PA      | $640291.94    | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    800000 | PA      | $783661.04    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    535000 | PA      | $432267.53    | 0.00%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    670000 | PA      | $460498.71    | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    735000 | PA      | $721002.15    | 0.01%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $923322.60    | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    775000 | PA      | $575354.34    | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $824217.64    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $697620.61    | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    650000 | PA      | $474729.39    | 0.00%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $695436.06    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    485000 | PA      | $312787.36    | 0.00%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    635000 | PA      | $605778.95    | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $924072.84    | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    380000 | PA      | $396737.18    | 0.00%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    720000 | PA      | $751535.71    | 0.01%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    745000 | PA      | $736514.08    | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260042.04    | 0.00%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198152.94    | 0.00%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    465000 | PA      | $447766.77    | 0.00%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    725000 | PA      | $603029.19    | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    490000 | PA      | $480495.08    | 0.01%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    570000 | PA      | $529347.09    | 0.01%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    510000 | PA      | $412901.61    | 0.00%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    380000 | PA      | $303878.29    | 0.00%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    490000 | PA      | $492439.81    | 0.01%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    410000 | PA      | $409382.58    | 0.00%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $588719.88    | 0.01%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    525000 | PA      | $463730.56    | 0.00%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265292.13    | 0.00%             | 2065-08-03      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    910000 | PA      | $890078.28    | 0.01%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    890000 | PA      | $859943.99    | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1200488.00   | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    740000 | PA      | $669736.33    | 0.01%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $931626.57    | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    590000 | PA      | $520810.88    | 0.01%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                        | Orange SA                                                                             | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    180000 | PA      | $177429.83    | 0.00%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                                 | OREGON ST SCH BRDS ASSN SHORT-TERM BORROWING PROGRAM CTFS                             | CUSIP: 686053CT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    112131 | PA      | $114463.14    | 0.00%             | 2028-06-30      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                  | State of Oregon                                                                       | CUSIP: 68607LXQ5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    165569 | PA      | $167158.47    | 0.00%             | 2027-06-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Oregon State University                                                          | Oregon State University                                                               | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |    270000 | PA      | $189502.09    | 0.00%             | 2060-03-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                             | CUSIP: 686329AB9<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $154865.21    | 0.00%             | 2035-02-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                             | CUSIP: 686330AJ0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    143000 | PA      | $142392.19    | 0.00%             | 2027-07-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                             | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    190000 | PA      | $171148.14    | 0.00%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                             | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $152634.78    | 0.00%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ORIX CORP                                                                        | ORIX Corp                                                                             | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206704.48    | 0.00%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                             | CUSIP: 686330AS0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203250.98    | 0.00%             | 2029-09-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                             | CUSIP: 686330AV3<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $150305.07    | 0.00%             | 2030-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                           | Orlando Health Obligated Group                                                        | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $150210.99    | 0.00%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                           | Orlando Health Obligated Group                                                        | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $75339.19     | 0.00%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                           | Orlando Health Obligated Group                                                        | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $114927.97    | 0.00%             | 2035-10-01      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                                                     | Oshkosh Corp                                                                          | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    235000 | PA      | $223728.55    | 0.00%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                                                     | Oshkosh Corp                                                                          | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101240.06    | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                                   | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245041.45    | 0.00%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                                   | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    450000 | PA      | $421436.61    | 0.00%             | 2030-02-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                                   | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    265000 | PA      | $208633.41    | 0.00%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                                   | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    250000 | PA      | $177871.20    | 0.00%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                                   | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206222.16    | 0.00%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                                   | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153007.94    | 0.00%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                           | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308871.42    | 0.00%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                           | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    120000 | PA      | $127499.41    | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                           | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    125000 | PA      | $133259.94    | 0.00%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                         | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    155000 | PA      | $175993.26    | 0.00%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                         | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162800.26    | 0.00%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                         | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    135000 | PA      | $110659.85    | 0.00%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                         | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173527.41    | 0.00%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                         | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98263.02     | 0.00%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                         | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102090.92    | 0.00%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                         | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    285000 | PA      | $299662.22    | 0.00%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                         | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218185.50    | 0.00%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                                         | Blue Owl Technology Finance Corp                                                      | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97413.07     | 0.00%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                           | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149702.81    | 0.00%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                           | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156029.39    | 0.00%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                           | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158708.63    | 0.00%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                           | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257818.73    | 0.00%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                           | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211604.70    | 0.00%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                                         | Blue Owl Technology Finance Corp II                                                   | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    235000 | PA      | $240468.10    | 0.00%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                                 | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    275000 | PA      | $268765.75    | 0.00%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                                 | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236213.13    | 0.00%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                                 | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201921.88    | 0.00%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                                 | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101373.02    | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                                 | CUSIP: 69122JAC0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    220000 | PA      | $214951.92    | 0.00%             | 2027-04-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                        | CUSIP: 693304AH0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     90000 | PA      | $97644.03     | 0.00%             | 2036-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                        | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    165000 | PA      | $126117.04    | 0.00%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                        | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    255000 | PA      | $200296.07    | 0.00%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                        | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    145000 | PA      | $95296.26     | 0.00%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                        | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    200000 | PA      | $125576.32    | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                        | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     75000 | PA      | $49023.94     | 0.00%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                        | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    160000 | PA      | $99716.27     | 0.00%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                        | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    125000 | PA      | $106533.80    | 0.00%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                        | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    140000 | PA      | $115630.47    | 0.00%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                        | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179001.59    | 0.00%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                        | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161558.88    | 0.00%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                        | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159575.94    | 0.00%             | 2055-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                           | PG&E Wildfire Recovery Funding LLC                                                    | CUSIP: 693342AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86919 | PA      | $86072.99     | 0.00%             | 2030-06-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                           | PG&E Wildfire Recovery Funding LLC                                                    | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $170525.85    | 0.00%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                           | PG&E Wildfire Recovery Funding LLC                                                    | CUSIP: 693342AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $108966.97    | 0.00%             | 2039-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                           | PG&E Wildfire Recovery Funding LLC                                                    | CUSIP: 693342AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $355402.68    | 0.00%             | 2047-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                           | PG&E Wildfire Recovery Funding LLC                                                    | CUSIP: 693342AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $263222.61    | 0.00%             | 2051-12-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                           | PG&E Wildfire Recovery Funding LLC                                                    | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $293799.68    | 0.00%             | 2052-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227868.77    | 0.00%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393950.32    | 0.00%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    600000 | PA      | $565035.72    | 0.01%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    310000 | PA      | $279854.48    | 0.00%             | 2032-04-23      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223440.17    | 0.00%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    450000 | PA      | $486683.37    | 0.01%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    380000 | PA      | $389789.98    | 0.00%             | 2028-12-02      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    505000 | PA      | $517192.16    | 0.01%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    680000 | PA      | $705374.74    | 0.01%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    335000 | PA      | $359930.83    | 0.00%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    765000 | PA      | $866351.03    | 0.01%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303985.74    | 0.00%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $422283.08    | 0.00%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    365000 | PA      | $380260.54    | 0.00%             | 2030-05-14      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    450000 | PA      | $466381.80    | 0.00%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    570000 | PA      | $580623.15    | 0.01%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522064.95    | 0.01%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    565000 | PA      | $582107.13    | 0.01%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                      | PNC Bank NA                                                                           | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400620.76    | 0.00%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                      | PNC Bank NA                                                                           | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    370000 | PA      | $349712.68    | 0.00%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG Industries Inc                                                                    | CUSIP: 693506BP1<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274588.49    | 0.00%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG Industries Inc                                                                    | CUSIP: 693506BR7<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143453.39    | 0.00%             | 2029-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG Industries Inc                                                                    | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93190.58     | 0.00%             | 2030-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG Industries Inc                                                                    | CUSIP: 693506BY2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209885.28    | 0.00%             | 2031-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                           | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    245000 | PA      | $268802.78    | 0.00%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                           | CUSIP: 69351UAR4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    220000 | PA      | $201219.50    | 0.00%             | 2043-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                           | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     95000 | PA      | $79571.18     | 0.00%             | 2044-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                           | CUSIP: 69351UAT0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29387.09     | 0.00%             | 2045-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                           | CUSIP: 69351UAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $113585.02    | 0.00%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                           | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123718.98    | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                           | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169159.16    | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                           | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192021.04    | 0.00%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                           | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202431.22    | 0.00%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                           | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149432.18    | 0.00%             | 2055-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                                          | PPL Capital Funding Inc                                                               | CUSIP: 69352PAQ6<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173959.52    | 0.00%             | 2030-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                                          | PPL Capital Funding Inc                                                               | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256281.53    | 0.00%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                      | PNC Bank NA                                                                           | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    695000 | PA      | $686928.76    | 0.01%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                      | PNC Bank NA                                                                           | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296827.02    | 0.00%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                      | PNC Bank NA                                                                           | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292030.46    | 0.00%             | 2028-07-21      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                               | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    125000 | PA      | $135654.30    | 0.00%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                                         | PVH Corp                                                                              | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152599.11    | 0.00%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                                 | CUSIP: 69371RR65<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49080.80     | 0.00%             | 2027-02-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                                 | CUSIP: 69371RS31<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203828.72    | 0.00%             | 2028-01-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                                 | CUSIP: 69371RS80<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203887.18    | 0.00%             | 2029-01-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                                 | CUSIP: 69371RS98<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    255000 | PA      | $264099.37    | 0.00%             | 2034-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                                 | CUSIP: 69371RT22<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162705.12    | 0.00%             | 2027-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                                 | CUSIP: 69371RT30<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278240.60    | 0.00%             | 2027-08-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                                 | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150355.76    | 0.00%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                                 | CUSIP: 69371RT63<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203406.56    | 0.00%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                                 | CUSIP: 69371RT89<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120982.42    | 0.00%             | 2027-06-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                                 | CUSIP: 69371RT97<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146020.54    | 0.00%             | 2028-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                                 | CUSIP: 69371RU20<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120577.88    | 0.00%             | 2028-11-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    215000 | PA      | $178165.45    | 0.00%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75864.08     | 0.00%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    240000 | PA      | $200891.81    | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $186381.29    | 0.00%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    260000 | PA      | $206715.65    | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    210000 | PA      | $164803.25    | 0.00%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    240000 | PA      | $180130.51    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207847.27    | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    425000 | PA      | $418287.72    | 0.00%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100749.14    | 0.00%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339356.71    | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $540340.98    | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $227664.33    | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    465000 | PA      | $314406.08    | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345655.21    | 0.00%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    910000 | PA      | $906725.64    | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    945000 | PA      | $799367.85    | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    550000 | PA      | $479878.58    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    390000 | PA      | $363394.79    | 0.00%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    240000 | PA      | $200137.25    | 0.00%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    330000 | PA      | $320323.38    | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149123.27    | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219848.83    | 0.00%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    260000 | PA      | $227254.43    | 0.00%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    260000 | PA      | $272528.65    | 0.00%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    395000 | PA      | $420474.10    | 0.00%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $318775.38    | 0.00%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211686.76    | 0.00%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47129.26     | 0.00%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    420000 | PA      | $453453.13    | 0.00%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $244910.12    | 0.00%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258197.15    | 0.00%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $364107.80    | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    240000 | PA      | $230200.30    | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308747.07    | 0.00%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119021.28    | 0.00%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91618.07     | 0.00%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262780.53    | 0.00%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251783.30    | 0.00%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196697.76    | 0.00%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114BT4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $170725.29    | 0.00%             | 2031-11-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114BZ0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130138.54    | 0.00%             | 2035-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114CB2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145593.73    | 0.00%             | 2036-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203473.46    | 0.00%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167398.74    | 0.00%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157269.60    | 0.00%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193172.41    | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79786.90     | 0.00%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    225000 | PA      | $168005.03    | 0.00%             | 2049-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136217.41    | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    180000 | PA      | $133508.99    | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    170000 | PA      | $156351.36    | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $127923.24    | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    330000 | PA      | $193983.21    | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    340000 | PA      | $298152.77    | 0.00%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    350000 | PA      | $313001.26    | 0.00%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25545.64     | 0.00%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206080.46    | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213177.87    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $373399.72    | 0.00%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                             | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198188.70    | 0.00%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                             | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    235000 | PA      | $186703.83    | 0.00%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                             | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $195409.62    | 0.00%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                             | CUSIP: 695156AY5<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152526.66    | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                                  | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    600000 | PA      | $643957.56    | 0.01%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                                  | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $455821.88    | 0.00%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    670000 | PA      | $721580.82    | 0.01%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    700000 | PA      | $525791.91    | 0.01%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    445000 | PA      | $437770.00    | 0.00%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    500000 | PA      | $397076.85    | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    800000 | PA      | $617676.08    | 0.01%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    530000 | PA      | $497008.72    | 0.01%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1040000 | PA      | $689575.12    | 0.01%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    800000 | PA      | $600324.72    | 0.01%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    850000 | PA      | $702750.85    | 0.01%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    300000 | PA      | $263687.82    | 0.00%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    475000 | PA      | $354347.63    | 0.00%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    600000 | PA      | $633438.96    | 0.01%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $208438.08    | 0.00%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    260000 | PA      | $283015.41    | 0.00%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $222066.32    | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $234102.68    | 0.00%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $233027.86    | 0.00%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                           | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    130000 | PA      | $143684.33    | 0.00%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                                  | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144006.42    | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                                  | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    215000 | PA      | $176823.44    | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                                  | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    370000 | PA      | $360221.94    | 0.00%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                                  | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    225000 | PA      | $180914.67    | 0.00%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                                  | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352370.66    | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                                  | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283988.74    | 0.00%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                                  | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $82896.91     | 0.00%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                                  | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194244.96    | 0.00%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                                  | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    190000 | PA      | $166774.69    | 0.00%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                          | PartnerRe Finance B LLC                                                               | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195285.00    | 0.00%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                          | PartnerRe Finance B LLC                                                               | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141268.58    | 0.00%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                              | CUSIP: 70213HAC2<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81753.87     | 0.00%             | 2055-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                              | CUSIP: 70213HAD0<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    135000 | PA      | $104849.63    | 0.00%             | 2048-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                              | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    155000 | PA      | $107155.59    | 0.00%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                              | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    130000 | PA      | $85302.59     | 0.00%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                                         | Patterson-UTI Energy Inc                                                              | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197993.32    | 0.00%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                                         | Patterson-UTI Energy Inc                                                              | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    245000 | PA      | $247396.64    | 0.00%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                                         | Patterson-UTI Energy Inc                                                              | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    160000 | PA      | $171226.38    | 0.00%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                      | Paychex Inc                                                                           | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412020.08    | 0.00%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                      | Paychex Inc                                                                           | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414615.96    | 0.00%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                      | Paychex Inc                                                                           | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    400000 | PA      | $419177.60    | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                                   | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    425000 | PA      | $407348.52    | 0.00%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                                   | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278049.15    | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                                   | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    305000 | PA      | $207604.32    | 0.00%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                                   | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150319.61    | 0.00%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                                   | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    430000 | PA      | $430045.02    | 0.00%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                                   | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    310000 | PA      | $281118.35    | 0.00%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                                   | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137798.70    | 0.00%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                                   | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210368.25    | 0.00%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                                   | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160759.37    | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                                   | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152722.77    | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                                         | PeaceHealth Obligated Group                                                           | CUSIP: 70462GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $95634.09     | 0.00%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                                         | PeaceHealth Obligated Group                                                           | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $92090.17     | 0.00%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                                         | PeaceHealth Obligated Group                                                           | CUSIP: 70462GAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100915.10    | 0.00%             | 2032-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV                                                                  | CUSIP: 709235T70<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    240000 | PA      | $186919.70    | 0.00%             | 2043-09-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                                                             | Pentair Finance Sarl                                                                  | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    325000 | PA      | $326561.04    | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448BS6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126934.09    | 0.00%             | 2040-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81822.38     | 0.00%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    145000 | PA      | $118000.70    | 0.00%             | 2042-08-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    375000 | PA      | $330977.10    | 0.00%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    320000 | PA      | $241516.16    | 0.00%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    155000 | PA      | $127225.86    | 0.00%             | 2047-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495166.85    | 0.01%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448EG9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $218189.66    | 0.00%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286682.43    | 0.00%             | 2029-07-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    305000 | PA      | $221013.98    | 0.00%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    300000 | PA      | $197634.27    | 0.00%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172856.22    | 0.00%             | 2027-03-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475164.80    | 0.00%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    195000 | PA      | $165588.62    | 0.00%             | 2040-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    325000 | PA      | $245837.87    | 0.00%             | 2050-03-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    240000 | PA      | $183244.82    | 0.00%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    295000 | PA      | $267329.97    | 0.00%             | 2030-05-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    325000 | PA      | $284975.34    | 0.00%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    585000 | PA      | $520388.10    | 0.01%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    115000 | PA      | $83448.62     | 0.00%             | 2041-10-21      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    285000 | PA      | $179068.15    | 0.00%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239534.26    | 0.00%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393297.00    | 0.00%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    210000 | PA      | $172885.99    | 0.00%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448FS2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305429.91    | 0.00%             | 2033-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39697.26     | 0.00%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448FX1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254943.63    | 0.00%             | 2029-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448FY9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153288.03    | 0.00%             | 2034-07-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164803.29    | 0.00%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448GB8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306998.61    | 0.00%             | 2030-02-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    375000 | PA      | $386465.66    | 0.00%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192037.29    | 0.00%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254984.35    | 0.00%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    425000 | PA      | $434528.88    | 0.00%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241476.50    | 0.00%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                                            | Pepsico Singapore Financing I Pte Ltd                                                 | CUSIP: 713466AA8<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $252401.23    | 0.00%             | 2027-02-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                                            | Pepsico Singapore Financing I Pte Ltd                                                 | CUSIP: 713466AB6<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    150000 | PA      | $152479.32    | 0.00%             | 2029-02-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                                            | Pepsico Singapore Financing I Pte Ltd                                                 | CUSIP: 713466AD2<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    190000 | PA      | $191988.92    | 0.00%             | 2034-02-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                           | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240920.93    | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                           | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76915.80     | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                           | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    125000 | PA      | $88993.60     | 0.00%             | 2051-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                           | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    230000 | PA      | $216416.91    | 0.00%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                           | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    230000 | PA      | $202685.59    | 0.00%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                                   | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    700000 | PA      | $882203.00    | 0.01%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                                   | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    400000 | PA      | $443008.16    | 0.00%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                                   | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    800000 | PA      | $781462.56    | 0.01%             | 2050-11-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                                   | CUSIP: 715638BU5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     25000 | PA      | $25135.58     | 0.00%             | 2027-08-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                                | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     50000 | PA      | $47104.97     | 0.00%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                                   | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    920000 | PA      | $851592.30    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                                   | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    375000 | PA      | $310657.99    | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                                   | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    730000 | PA      | $398289.90    | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                                   | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    375000 | PA      | $205519.50    | 0.00%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                                   | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    375000 | PA      | $290546.06    | 0.00%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                                   | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    575000 | PA      | $404107.76    | 0.00%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                                   | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    705000 | PA      | $614397.56    | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                                   | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    345000 | PA      | $219595.98    | 0.00%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                                   | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    400000 | PA      | $409279.72    | 0.00%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                                   | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    525000 | PA      | $519394.47    | 0.01%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                                | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    548000 | PA      | $559453.15    | 0.01%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                                | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    420000 | PA      | $432639.06    | 0.00%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                                     | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    204000 | PA      | $226085.71    | 0.00%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                                 | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1235000 | PA      | $1251579.13   | 0.01%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                                 | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    800000 | PA      | $816527.68    | 0.01%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                                 | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1530000 | PA      | $1547609.84   | 0.02%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                                 | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    920000 | PA      | $885213.33    | 0.01%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                                 | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1845000 | PA      | $1747276.07   | 0.02%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                                 | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1195000 | PA      | $1109981.25   | 0.01%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    780000 | PA      | $932315.75    | 0.01%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174647.40    | 0.00%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $312206.06    | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    215000 | PA      | $223197.89    | 0.00%             | 2040-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081EA7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496683.90    | 0.01%             | 2026-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234665.83    | 0.00%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    380000 | PA      | $313876.39    | 0.00%             | 2046-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183598.28    | 0.00%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    325000 | PA      | $268070.08    | 0.00%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081EP4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309616.19    | 0.00%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $593229.84    | 0.01%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265309.68    | 0.00%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    395000 | PA      | $316079.16    | 0.00%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330333.61    | 0.00%             | 2030-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226415.75    | 0.00%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $330619.82    | 0.00%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    305000 | PA      | $190717.96    | 0.00%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265086.24    | 0.00%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    310000 | PA      | $311392.61    | 0.00%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    380000 | PA      | $380917.09    | 0.00%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    380000 | PA      | $381617.28    | 0.00%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081FG3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148663.02    | 0.00%             | 2055-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081FH1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147753.90    | 0.00%             | 2065-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301052.31    | 0.00%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PG&E ENERGY RECOVERY FND                                                         | PG&E Energy Recovery Funding LLC                                                      | CUSIP: 71710TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $73058.60     | 0.00%             | 2046-07-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| PHARMACIA LLC                                                                    | Pharmacia LLC                                                                         | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $236271.57    | 0.00%             | 2028-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    410000 | PA      | $457768.32    | 0.00%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222524.08    | 0.00%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89397.36     | 0.00%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $206237.15    | 0.00%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $212035.35    | 0.00%             | 2043-03-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    280000 | PA      | $258598.42    | 0.00%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $297692.64    | 0.00%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49467.57     | 0.00%             | 2027-08-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    315000 | PA      | $310036.67    | 0.00%             | 2028-03-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    310000 | PA      | $302440.34    | 0.00%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    320000 | PA      | $293236.80    | 0.00%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    265000 | PA      | $236211.27    | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511022.20    | 0.01%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $420738.36    | 0.00%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    525000 | PA      | $561382.82    | 0.01%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    435000 | PA      | $443347.08    | 0.00%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $620459.76    | 0.01%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    675000 | PA      | $706460.60    | 0.01%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103275.37    | 0.00%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    285000 | PA      | $299782.92    | 0.00%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    360000 | PA      | $382000.21    | 0.00%             | 2033-09-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156579.98    | 0.00%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    310000 | PA      | $317558.61    | 0.00%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    305000 | PA      | $316169.22    | 0.00%             | 2031-02-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    550000 | PA      | $568803.35    | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    255000 | PA      | $257461.54    | 0.00%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    255000 | PA      | $259344.79    | 0.00%             | 2029-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204335.76    | 0.00%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211898.27    | 0.00%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201048.18    | 0.00%             | 2028-04-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    310000 | PA      | $312065.78    | 0.00%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40181.38     | 0.00%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199765.52    | 0.00%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198203.44    | 0.00%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DZ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246104.50    | 0.00%             | 2032-10-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244689.48    | 0.00%             | 2035-10-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    625000 | PA      | $751038.88    | 0.01%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286BB2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    550000 | PA      | $638915.64    | 0.01%             | 2031-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286BD8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    350000 | PA      | $387391.10    | 0.00%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    450000 | PA      | $505217.93    | 0.01%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286BW6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    530000 | PA      | $536074.75    | 0.01%             | 2037-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    730000 | PA      | $645765.74    | 0.01%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    555000 | PA      | $464857.07    | 0.00%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    650000 | PA      | $537140.05    | 0.01%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    650000 | PA      | $636371.00    | 0.01%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286CG0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    525000 | PA      | $518894.09    | 0.01%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    520000 | PA      | $364283.87    | 0.00%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286CJ4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    350000 | PA      | $326203.99    | 0.00%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    535000 | PA      | $466176.05    | 0.00%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    590000 | PA      | $390440.29    | 0.00%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                              | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $173966.00    | 0.00%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    615000 | PA      | $442048.22    | 0.00%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                              | CUSIP: 718286CQ8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $198040.50    | 0.00%             | 2027-03-29      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                              | CUSIP: 718286CR6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    300000 | PA      | $283853.73    | 0.00%             | 2032-09-29      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                              | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    260000 | PA      | $275591.08    | 0.00%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                              | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    275000 | PA      | $290033.32    | 0.00%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    425000 | PA      | $435012.49    | 0.00%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    470000 | PA      | $468446.70    | 0.00%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                              | CUSIP: 718286CY1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    285000 | PA      | $288529.47    | 0.00%             | 2028-07-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286DA2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    255000 | PA      | $265087.29    | 0.00%             | 2034-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286DB0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $201234.82    | 0.00%             | 2049-05-14      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    415000 | PA      | $415672.88    | 0.00%             | 2035-03-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                              | CUSIP: 718286DD6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $190163.88    | 0.00%             | 2049-09-05      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $421878.08    | 0.00%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $209854.52    | 0.00%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                                          | Phillips Edison Grocery Center Operating Partnership I LP                             | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    100000 | PA      | $89715.67     | 0.00%             | 2031-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                                          | Phillips Edison Grocery Center Operating Partnership I LP                             | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    100000 | PA      | $98759.31     | 0.00%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                                          | Phillips Edison Grocery Center Operating Partnership I LP                             | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    100000 | PA      | $102296.43    | 0.00%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                           | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405107.88    | 0.00%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                           | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147042.00    | 0.00%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                           | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    510000 | PA      | $448444.73    | 0.00%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                           | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    355000 | PA      | $353755.37    | 0.00%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                           | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    115000 | PA      | $103240.95    | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                           | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    425000 | PA      | $277074.12    | 0.00%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                        | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    245000 | PA      | $243359.48    | 0.00%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                        | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    290000 | PA      | $278528.96    | 0.00%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                        | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    215000 | PA      | $182800.16    | 0.00%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                        | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    205000 | PA      | $179217.44    | 0.00%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                        | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309884.97    | 0.00%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                        | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279603.17    | 0.00%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                        | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    240000 | PA      | $249587.90    | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                        | CUSIP: 718547AW2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141283.46    | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                        | CUSIP: 718547AX0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    155000 | PA      | $143540.60    | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                        | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199062.56    | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                        | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    290000 | PA      | $286704.38    | 0.00%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                        | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    305000 | PA      | $304285.54    | 0.00%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC                                                                            | CUSIP: 71951QAA0<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    200000 | PA      | $200387.74    | 0.00%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC                                                                            | CUSIP: 71951QAB8<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    105000 | PA      | $104451.69    | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC                                                                            | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    255000 | PA      | $229400.70    | 0.00%             | 2031-11-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                          | Piedmont Healthcare Inc                                                               | CUSIP: 72014TAC3<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    165000 | PA      | $143094.73    | 0.00%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                          | Piedmont Healthcare Inc                                                               | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    130000 | PA      | $92435.47     | 0.00%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                          | Piedmont Healthcare Inc                                                               | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    105000 | PA      | $66433.55     | 0.00%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                           | CUSIP: 720186AG0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89311.51     | 0.00%             | 2043-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                           | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    130000 | PA      | $97321.73     | 0.00%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                           | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244494.70    | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                           | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    120000 | PA      | $82663.56     | 0.00%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                           | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    170000 | PA      | $152348.85    | 0.00%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                           | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109286.64    | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                           | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117014.03    | 0.00%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                         | Piedmont Operating Partnership LP                                                     | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    145000 | PA      | $133604.07    | 0.00%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                         | Piedmont Operating Partnership LP                                                     | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     55000 | PA      | $47384.22     | 0.00%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                         | Piedmont Operating Partnership LP                                                     | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    125000 | PA      | $132979.96    | 0.00%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                         | Piedmont Operating Partnership LP                                                     | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    120000 | PA      | $121540.03    | 0.00%             | 2033-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                                  | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    275000 | PA      | $254087.16    | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                                  | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243469.05    | 0.00%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                                  | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    350000 | PA      | $373962.33    | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                                  | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    235000 | PA      | $260355.84    | 0.00%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                                            | Pinnacle West Capital Corp                                                            | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139149.71    | 0.00%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                         | Pioneer Natural Resources Co                                                          | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    380000 | PA      | $344368.01    | 0.00%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                         | Pioneer Natural Resources Co                                                          | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    275000 | PA      | $249757.04    | 0.00%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                                    | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $348528.77    | 0.00%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                                    | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $183343.36    | 0.00%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                                    | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $122666.22    | 0.00%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                                    | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $174506.72    | 0.00%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                                    | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $175024.70    | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                                    | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $225723.76    | 0.00%             | 2026-12-15      | Fixed         | 4.50%                 | 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        |    290000 | PA      | $282076.77    | 0.00%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                                    | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $218366.03    | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                                    | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $206586.54    | 0.00%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                                    | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $311978.08    | 0.00%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                                    | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $162198.13    | 0.00%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                                     | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    925000 | PA      | $939245.56    | 0.01%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                                     | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    805000 | PA      | $768993.07    | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                                     | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    500000 | PA      | $510403.30    | 0.01%             | 2029-03-18      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                                     | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    840000 | PA      | $860307.00    | 0.01%             | 2034-09-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                                     | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1000000 | PA      | $955164.60    | 0.01%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                                                      | Polaris Inc                                                                           | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    225000 | PA      | $238656.98    | 0.00%             | 2029-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                                                      | Polaris Inc                                                                           | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151692.77    | 0.00%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                                                | Ralph Lauren Corp                                                                     | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190152.18    | 0.00%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey                                               | CUSIP: 73358WCW2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    240000 | PA      | $254172.02    | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey                                               | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    200000 | PA      | $211701.92    | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey                                               | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    500000 | PA      | $460632.55    | 0.00%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey                                               | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    925000 | PA      | $765789.28    | 0.01%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey                                               | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    200000 | PA      | $189559.22    | 0.00%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey                                               | CUSIP: 73358WRQ9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    380000 | PA      | $369296.58    | 0.00%             | 2046-08-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Port of Morrow OR                                                                | Port of Morrow                                                                        | CUSIP: 73474TAT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $77290.65     | 0.00%             | 2040-09-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                             | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    240000 | PA      | $269785.49    | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                             | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $211660.08    | 0.00%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                             | CUSIP: 737679DH0<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154238.82    | 0.00%             | 2034-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                             | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116125.61    | 0.00%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                          | CUSIP: 74005PBD5<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160332.36    | 0.00%             | 2042-11-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                          | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    300000 | PA      | $160018.14    | 0.00%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                          | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    210000 | PA      | $184420.99    | 0.00%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| PRECISION CASTPARTS CORP                                                         | Precision Castparts Corp                                                              | CUSIP: 740189AH8<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    175000 | PA      | $146228.57    | 0.00%             | 2043-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PRECISION CASTPARTS CORP                                                         | Precision Castparts Corp                                                              | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    129000 | PA      | $112676.65    | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRESBYTERIAN HEALTHC SER                                                         | Presbyterian Healthcare Services                                                      | CUSIP: 74071PAB9<br>LEI: 549300PILQ3W3CCH7D05 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115559.11    | 0.00%             | 2052-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                              | CUSIP: 740816AH6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49492.87     | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                              | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    232000 | PA      | $168886.33    | 0.00%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                              | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $103412.18    | 0.00%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                              | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $91515.23     | 0.00%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                              | CUSIP: 740816AR4<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252538.63    | 0.00%             | 2035-02-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                              | CUSIP: 740816AS2<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258301.03    | 0.00%             | 2030-03-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                             | Booking Holdings Inc                                                                  | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193517.65    | 0.00%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PRIMERICA INC                                                                    | Primerica Inc                                                                         | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181768.54    | 0.00%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                         | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    135000 | PA      | $121420.35    | 0.00%             | 2042-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                         | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    195000 | PA      | $167801.19    | 0.00%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                         | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    175000 | PA      | $147380.52    | 0.00%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                         | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167309.31    | 0.00%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                         | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    260000 | PA      | $236955.21    | 0.00%             | 2030-06-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                         | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48854.36     | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                                                           | Private Export Funding Corp                                                           | CUSIP: 742651DY5<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188838.86    | 0.00%             | 2028-07-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                                                           | Private Export Funding Corp                                                           | CUSIP: 742651DZ2<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185542.38    | 0.00%             | 2027-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                                                           | Private Export Funding Corp                                                           | CUSIP: 742651EA6<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152685.09    | 0.00%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                                                           | Private Export Funding Corp                                                           | CUSIP: 742651EB4<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152997.30    | 0.00%             | 2034-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718DB2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    265000 | PA      | $289590.60    | 0.00%             | 2034-08-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718DF3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    275000 | PA      | $297803.83    | 0.00%             | 2037-03-05      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272033.77    | 0.00%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718FB0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115868.37    | 0.00%             | 2047-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217767.81    | 0.00%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482275.50    | 0.01%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130446.54    | 0.00%             | 2040-03-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    200000 | PA      | $152717.74    | 0.00%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    405000 | PA      | $357011.10    | 0.00%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718FQ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    325000 | PA      | $293839.07    | 0.00%             | 2031-04-23      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718FV6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245510.98    | 0.00%             | 2027-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718FW4<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    275000 | PA      | $251333.86    | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718FZ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277478.63    | 0.00%             | 2028-01-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718GA1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320094.88    | 0.00%             | 2033-01-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718GF0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152859.63    | 0.00%             | 2029-01-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    295000 | PA      | $299801.80    | 0.00%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718GK9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45630.06     | 0.00%             | 2029-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718GM5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201082.72    | 0.00%             | 2030-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718GP8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198980.38    | 0.00%             | 2032-11-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                                                           | Private Export Funding Corp                                                           | CUSIP: 74274TAL4<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175961.36    | 0.00%             | 2027-02-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                                              | Progress Energy Inc                                                                   | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $286705.78    | 0.00%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                                              | Progress Energy Inc                                                                   | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $224767.16    | 0.00%             | 2031-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                                              | Progress Energy Inc                                                                   | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    185000 | PA      | $195997.34    | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                                  | CUSIP: 743315AJ2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    185000 | PA      | $199428.00    | 0.00%             | 2029-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                                  | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    210000 | PA      | $232418.97    | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                                  | CUSIP: 743315AP8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174033.30    | 0.00%             | 2044-04-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                                  | CUSIP: 743315AQ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118013.75    | 0.00%             | 2045-01-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                                  | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    350000 | PA      | $289809.38    | 0.00%             | 2047-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                                  | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    270000 | PA      | $224279.87    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                                  | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205575.78    | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                                  | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    255000 | PA      | $246741.70    | 0.00%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                                  | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117921.30    | 0.00%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                                  | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138662.70    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                                  | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51346.70     | 0.00%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    130000 | PA      | $129707.42    | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    145000 | PA      | $122223.07    | 0.00%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBL4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    100000 | PA      | $101021.44    | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    350000 | PA      | $324984.45    | 0.00%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     50000 | PA      | $48955.56     | 0.00%             | 2027-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    250000 | PA      | $165006.53    | 0.00%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    330000 | PA      | $178101.07    | 0.00%             | 2050-10-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    255000 | PA      | $223486.36    | 0.00%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    195000 | PA      | $170623.69    | 0.00%             | 2031-03-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    245000 | PA      | $247352.69    | 0.00%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    275000 | PA      | $263016.13    | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    100000 | PA      | $90023.85     | 0.00%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    150000 | PA      | $132876.87    | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    160000 | PA      | $106889.30    | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    235000 | PA      | $237183.64    | 0.00%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    295000 | PA      | $280678.46    | 0.00%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    360000 | PA      | $368650.04    | 0.00%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    200000 | PA      | $205542.96    | 0.00%             | 2034-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    150000 | PA      | $152932.31    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    300000 | PA      | $285415.02    | 0.00%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    220000 | PA      | $223232.44    | 0.00%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    235000 | PA      | $242645.11    | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                           | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $85373.58     | 0.00%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                           | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $101266.23    | 0.00%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                           | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $244755.58    | 0.00%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                           | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $133528.25    | 0.00%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                           | CUSIP: 743820AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $165016.54    | 0.00%             | 2033-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                           | CUSIP: 743820AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $181154.93    | 0.00%             | 2032-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    345000 | PA      | $341751.20    | 0.00%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    260000 | PA      | $204978.05    | 0.00%             | 2047-12-07      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    355000 | PA      | $275466.83    | 0.00%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    415000 | PA      | $419678.71    | 0.00%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    305000 | PA      | $284109.73    | 0.00%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347060.98    | 0.00%             | 2052-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309872.07    | 0.00%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    170000 | PA      | $181747.39    | 0.00%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    210000 | PA      | $221799.90    | 0.00%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 74432QAC9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    220000 | PA      | $237289.89    | 0.00%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116661.78    | 0.00%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $170907.08    | 0.00%             | 2037-12-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178780.12    | 0.00%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    292000 | PA      | $292214.24    | 0.00%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168356.12    | 0.00%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $207842.83    | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    455000 | PA      | $339726.57    | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139339.58    | 0.00%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    255000 | PA      | $198637.10    | 0.00%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46195.15     | 0.00%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                                                          | Prudential Funding Asia PLC                                                           | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $287396.07    | 0.00%             | 2030-04-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                                                          | Prudential Funding Asia PLC                                                           | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $104393.78    | 0.00%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    120000 | PA      | $131001.78    | 0.00%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448CA7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    165000 | PA      | $184144.67    | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    160000 | PA      | $125994.80    | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84879.30     | 0.00%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448CN9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    115000 | PA      | $88137.82     | 0.00%             | 2047-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174335.42    | 0.00%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     85000 | PA      | $67609.20     | 0.00%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    205000 | PA      | $160498.56    | 0.00%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $170260.55    | 0.00%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222637.93    | 0.00%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    220000 | PA      | $132842.89    | 0.00%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    225000 | PA      | $198113.49    | 0.00%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448CW9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171655.23    | 0.00%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    105000 | PA      | $87726.30     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    240000 | PA      | $223868.88    | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    320000 | PA      | $329521.95    | 0.00%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230607.84    | 0.00%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15227.38     | 0.00%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243367.42    | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                                    | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    130000 | PA      | $95585.44     | 0.00%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                                    | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    145000 | PA      | $134437.53    | 0.00%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                         | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142055.73    | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                         | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $98859.54     | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                         | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    255000 | PA      | $261909.89    | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                         | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205264.54    | 0.00%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                                    | CUSIP: 744538AE9<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67395.26     | 0.00%             | 2031-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                                    | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104470.49    | 0.00%             | 2033-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                                    | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90885.90     | 0.00%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $118550.87    | 0.00%             | 2037-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84474.44     | 0.00%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    125000 | PA      | $100437.10    | 0.00%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QBB1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    175000 | PA      | $143130.93    | 0.00%             | 2043-01-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    180000 | PA      | $141983.77    | 0.00%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QBS4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252373.32    | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $225477.39    | 0.00%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QBU9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234026.70    | 0.00%             | 2028-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QBV7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    285000 | PA      | $230207.24    | 0.00%             | 2048-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219402.29    | 0.00%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    240000 | PA      | $185495.78    | 0.00%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $102947.85    | 0.00%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    340000 | PA      | $319703.84    | 0.00%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     90000 | PA      | $61372.81     | 0.00%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    225000 | PA      | $139938.05    | 0.00%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    115000 | PA      | $62284.45     | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QCG9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    180000 | PA      | $118127.29    | 0.00%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176726.50    | 0.00%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250752.13    | 0.00%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110769.09    | 0.00%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140513.25    | 0.00%             | 2053-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126101.50    | 0.00%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    155000 | PA      | $148458.72    | 0.00%             | 2054-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98328.69     | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QCW4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130988.03    | 0.00%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                                   | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    360000 | PA      | $319403.27    | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                                   | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $268722.21    | 0.00%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                                   | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206377.30    | 0.00%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                                   | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15674.89     | 0.00%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                                   | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    155000 | PA      | $167056.02    | 0.00%             | 2033-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                                   | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308651.91    | 0.00%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                                   | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155198.22    | 0.00%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                                   | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25587.80     | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                           | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    250000 | PA      | $247189.53    | 0.00%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                           | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    175000 | PA      | $171358.53    | 0.00%             | 2029-05-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                           | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    150000 | PA      | $142143.05    | 0.00%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                           | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    210000 | PA      | $187438.21    | 0.00%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                           | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     25000 | PA      | $23870.97     | 0.00%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                           | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    290000 | PA      | $262492.08    | 0.00%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                           | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    255000 | PA      | $263597.45    | 0.00%             | 2029-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                           | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    300000 | PA      | $310906.14    | 0.00%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                           | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    175000 | PA      | $169253.35    | 0.00%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                           | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    125000 | PA      | $126119.41    | 0.00%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                      | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196027.48    | 0.00%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                      | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47875.62     | 0.00%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                      | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143914.67    | 0.00%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                      | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195134.90    | 0.00%             | 2035-03-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                                | CUSIP: 745332BX3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109453.10    | 0.00%             | 2037-03-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                                | CUSIP: 745332CA2<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135866.89    | 0.00%             | 2039-10-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                                | CUSIP: 745332CB0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181766.15    | 0.00%             | 2040-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                                | CUSIP: 745332CD6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150098.48    | 0.00%             | 2041-04-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                                | CUSIP: 745332CG9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    165000 | PA      | $138075.51    | 0.00%             | 2045-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                                | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    215000 | PA      | $175242.39    | 0.00%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                                | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    220000 | PA      | $149490.26    | 0.00%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                                | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    210000 | PA      | $134195.50    | 0.00%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                                | CUSIP: 745332CM6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77347.36     | 0.00%             | 2034-06-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                                | CUSIP: 745332CP9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146144.64    | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                   | PulteGroup Inc                                                                        | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $140825.65    | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                   | PulteGroup Inc                                                                        | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $170168.63    | 0.00%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                   | PulteGroup Inc                                                                        | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $134504.35    | 0.00%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                   | PulteGroup Inc                                                                        | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $136016.91    | 0.00%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                        | Qorvo Inc                                                                             | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    310000 | PA      | $305611.70    | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                          | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301510.41    | 0.00%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                          | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    450000 | PA      | $412070.45    | 0.00%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                          | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    550000 | PA      | $547500.86    | 0.01%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                          | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    455000 | PA      | $382490.56    | 0.00%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                          | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    385000 | PA      | $266430.36    | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                          | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    450000 | PA      | $414686.34    | 0.00%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                          | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    354000 | PA      | $334117.24    | 0.00%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                          | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    480000 | PA      | $410178.00    | 0.00%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                          | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259722.37    | 0.00%             | 2032-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                          | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $253772.61    | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                          | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68915.71     | 0.00%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                          | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    425000 | PA      | $447334.47    | 0.00%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                          | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213614.10    | 0.00%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                                   | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    455000 | PA      | $426360.94    | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                                   | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    165000 | PA      | $145487.25    | 0.00%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                                   | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226244.99    | 0.00%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                                   | CUSIP: 74762EAM4<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150876.23    | 0.00%             | 2028-08-09      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                                   | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195311.92    | 0.00%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                                   | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150492.41    | 0.00%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                             | CUSIP: 748148M91<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    855000 | PA      | $875245.72    | 0.01%             | 2029-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                             | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    608000 | PA      | $685640.20    | 0.01%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                             | CUSIP: 748148SB0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    575000 | PA      | $516881.07    | 0.01%             | 2030-05-28      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                             | CUSIP: 748148SD6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $998852.90    | 0.01%             | 2028-04-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                             | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $303954.57    | 0.00%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                             | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $593217.90    | 0.01%             | 2034-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                             | CUSIP: 748148SG9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $605157.54    | 0.01%             | 2035-08-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                             | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    735000 | PA      | $726555.22    | 0.01%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                             | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    375000 | PA      | $337621.28    | 0.00%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| QUEENS HEALTH SYSTEMS                                                            | Queen's Health Systems/The                                                            | CUSIP: 74825QAB6<br>LEI: 5493002Y81US5EEDOV69 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89665.22     | 0.00%             | 2052-07-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                                 | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44956.90     | 0.00%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                                 | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326122.55    | 0.00%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                                 | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189333.58    | 0.00%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                                 | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    220000 | PA      | $202885.36    | 0.00%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                                 | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $276977.18    | 0.00%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                                 | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101759.51    | 0.00%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                                 | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253160.08    | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                 | RELX Capital Inc                                                                      | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    285000 | PA      | $284172.87    | 0.00%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                 | RELX Capital Inc                                                                      | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190415.06    | 0.00%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                 | RELX Capital Inc                                                                      | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223904.60    | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                 | RELX Capital Inc                                                                      | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310253.97    | 0.00%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                            | RPM International Inc                                                                 | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85361.61     | 0.00%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                            | RPM International Inc                                                                 | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229010.79    | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                            | RPM International Inc                                                                 | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81990.57     | 0.00%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                            | RPM International Inc                                                                 | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    210000 | PA      | $190392.89    | 0.00%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                                 | Radian Group Inc                                                                      | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145555.89    | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                                 | Radian Group Inc                                                                      | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    230000 | PA      | $241117.99    | 0.00%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| RADY CHILDREN HOSP/SD CA                                                         | Rady Children's Hospital-San Diego                                                    | CUSIP: 75063MAA5<br>LEI: 549300FOKP65GNO33016 | Long             | DBT              | CORP              | US        |     90000 | PA      | $60487.77     | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                                                | Ralph Lauren Corp                                                                     | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154248.14    | 0.00%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                           | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    210000 | PA      | $192501.35    | 0.00%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                           | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229207.34    | 0.00%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                           | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    260000 | PA      | $191446.03    | 0.00%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                           | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188969.12    | 0.00%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                           | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244889.38    | 0.00%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RAYONIER LP                                                                      | Rayonier LP                                                                           | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              |  | US        |    240000 | PA      | $216437.69    | 0.00%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    350000 | PA      | $235612.44    | 0.00%             | 2050-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    270000 | PA      | $248830.06    | 0.00%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513EBY6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105093.65    | 0.00%             | 2027-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145206.53    | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102913.34    | 0.00%             | 2041-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    335000 | PA      | $333372.57    | 0.00%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119311.31    | 0.00%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    270000 | PA      | $228771.57    | 0.00%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    325000 | PA      | $203033.71    | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    425000 | PA      | $373184.04    | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    175000 | PA      | $155960.19    | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    330000 | PA      | $215319.92    | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    350000 | PA      | $362625.20    | 0.00%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    335000 | PA      | $321801.94    | 0.00%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156997.71    | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    300000 | PA      | $323379.33    | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    525000 | PA      | $575074.13    | 0.01%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    520000 | PA      | $572238.47    | 0.01%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    225000 | PA      | $223067.72    | 0.00%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    235000 | PA      | $207698.26    | 0.00%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    200000 | PA      | $198793.68    | 0.00%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109AW4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    170000 | PA      | $165334.38    | 0.00%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    395000 | PA      | $376116.91    | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    275000 | PA      | $275163.76    | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    160000 | PA      | $158334.66    | 0.00%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    265000 | PA      | $254415.32    | 0.00%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    300000 | PA      | $288833.88    | 0.00%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    300000 | PA      | $269349.75    | 0.00%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    295000 | PA      | $313241.30    | 0.00%             | 2032-10-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    200000 | PA      | $205420.28    | 0.00%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    200000 | PA      | $203012.52    | 0.00%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    115000 | PA      | $114487.03    | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    250000 | PA      | $243203.03    | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109CD4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    305000 | PA      | $289354.29    | 0.00%             | 2031-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    200000 | PA      | $205067.02    | 0.00%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    150000 | PA      | $144822.96    | 0.00%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                               | Regal Rexnord Corp                                                                    | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413906.64    | 0.00%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                               | Regal Rexnord Corp                                                                    | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    275000 | PA      | $291624.80    | 0.00%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                               | Regal Rexnord Corp                                                                    | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    410000 | PA      | $441097.23    | 0.00%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                                    | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    170000 | PA      | $169303.80    | 0.00%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                                    | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    150000 | PA      | $128452.71    | 0.00%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                                    | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    165000 | PA      | $165546.51    | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                                    | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    210000 | PA      | $182966.32    | 0.00%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                                    | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    210000 | PA      | $201484.21    | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                                    | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     50000 | PA      | $49012.77     | 0.00%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                                    | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    225000 | PA      | $231497.62    | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                                    | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     75000 | PA      | $76013.63     | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                         | Regeneron Pharmaceuticals Inc                                                         | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    475000 | PA      | $423827.92    | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                         | Regeneron Pharmaceuticals Inc                                                         | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    265000 | PA      | $162767.40    | 0.00%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Regional Transportation District Sales Tax Revenue                               | Regional Transportation District Sales Tax Revenue                                    | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $201652.32    | 0.00%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| REGIONS BANK                                                                     | Regions Bank/Birmingham AL                                                            | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $270901.98    | 0.00%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                                | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    125000 | PA      | $143151.88    | 0.00%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                                | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    215000 | PA      | $203579.44    | 0.00%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                                | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208581.64    | 0.00%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                                | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    310000 | PA      | $319672.40    | 0.00%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                      | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197753.46    | 0.00%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                      | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    295000 | PA      | $279457.36    | 0.00%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                      | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160028.03    | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                      | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208562.60    | 0.00%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                      | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    205000 | PA      | $211813.07    | 0.00%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| RELIANCE INC                                                                     | Reliance Inc                                                                          | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135904.85    | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                                         | RenaissanceRe Holdings Ltd                                                            | CUSIP: 75968NAD3<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    260000 | PA      | $254773.58    | 0.00%             | 2029-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                                         | RenaissanceRe Holdings Ltd                                                            | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    115000 | PA      | $120280.89    | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE FINANCE                                                            | RenaissanceRe Finance Inc                                                             | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |    205000 | PA      | $203283.47    | 0.00%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110483.11    | 0.00%             | 2040-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759AN0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78889.12     | 0.00%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298011.72    | 0.00%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195371.69    | 0.00%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60447.65     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    380000 | PA      | $257607.97    | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $239941.43    | 0.00%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $215775.35    | 0.00%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    215000 | PA      | $187825.83    | 0.00%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256219.90    | 0.00%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266740.76    | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155204.24    | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103599.86    | 0.00%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153641.88    | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232480.67    | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                                | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    425000 | PA      | $515761.90    | 0.01%             | 2036-03-21      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                                 | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    390000 | PA      | $342182.18    | 0.00%             | 2045-11-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                                | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1000000 | PA      | $943698.40    | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                                | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    373333 | PA      | $375994.34    | 0.00%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                                | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    850000 | PA      | $773399.96    | 0.01%             | 2055-04-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                                | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    470000 | PA      | $502410.35    | 0.01%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                          | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    400000 | PA      | $374339.52    | 0.00%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                                | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    440000 | PA      | $458040.66    | 0.00%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                                                          | Kite Realty Group Trust                                                               | CUSIP: 76131VAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |    150000 | PA      | $151768.32    | 0.00%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                         | Rexford Industrial Realty LP                                                          | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     50000 | PA      | $44766.19     | 0.00%             | 2030-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                         | Rexford Industrial Realty LP                                                          | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |    200000 | PA      | $175368.00    | 0.00%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | Reynolds American Inc                                                                 | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    125000 | PA      | $144530.25    | 0.00%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | Reynolds American Inc                                                                 | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179642.70    | 0.00%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | Reynolds American Inc                                                                 | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261324.18    | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | Reynolds American Inc                                                                 | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    710000 | PA      | $698954.96    | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                             | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $269096.68    | 0.00%             | 2028-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                             | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    350000 | PA      | $349974.00    | 0.00%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                             | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $186437.67    | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                             | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $140091.42    | 0.00%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                             | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $189405.39    | 0.00%             | 2042-08-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                             | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205559.50    | 0.00%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                             | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $303442.69    | 0.00%             | 2053-03-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                                 | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202388.06    | 0.00%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                             | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    640000 | PA      | $657824.32    | 0.01%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                                 | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $345761.41    | 0.00%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                                 | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    610000 | PA      | $629074.46    | 0.01%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                                 | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $510010.95    | 0.01%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                                 | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $232373.79    | 0.00%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| City of Riverside CA                                                             | City of Riverside                                                                     | CUSIP: 769036BT0<br>LEI: 549300FG48YQF1N4C302 | Long             | DBT              | MUN               | US        |     40000 | PA      | $35104.72     | 0.00%             | 2045-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| ROCKEFELLER FOUNDATION                                                           | Rockefeller Foundation/The                                                            | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |    285000 | PA      | $172954.13    | 0.00%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                               | CUSIP: 773903AH2<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142788.13    | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                               | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    185000 | PA      | $154034.50    | 0.00%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                               | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    160000 | PA      | $140129.15    | 0.00%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                               | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    190000 | PA      | $109658.08    | 0.00%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                             | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $115719.42    | 0.00%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                             | CUSIP: 775109AX9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $96495.78     | 0.00%             | 2043-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                             | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $212213.72    | 0.00%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                             | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $272223.97    | 0.00%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                             | CUSIP: 775109BG5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $174456.81    | 0.00%             | 2048-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                             | CUSIP: 775109BN0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $154441.87    | 0.00%             | 2049-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                             | CUSIP: 775109BP5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $114312.42    | 0.00%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                             | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $356580.94    | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                             | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $518689.71    | 0.01%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                             | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $141045.00    | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                             | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $478665.54    | 0.01%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                             | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $377224.73    | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                             | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $302464.56    | 0.00%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                                                      | Rollins Inc                                                                           | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214792.05    | 0.00%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                                | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45451.71     | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                                | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151654.37    | 0.00%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                                | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299476.92    | 0.00%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                                | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150683.60    | 0.00%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                                | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150720.54    | 0.00%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                                | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292485.30    | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                                | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234661.15    | 0.00%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                                | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250870.35    | 0.00%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                                | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    220000 | PA      | $210441.66    | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                                | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90512.43     | 0.00%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                                | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    315000 | PA      | $276546.75    | 0.00%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                                | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    195000 | PA      | $186755.34    | 0.00%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                                  | Ross Stores Inc                                                                       | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220287.38    | 0.00%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                     | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    535000 | PA      | $544301.40    | 0.01%             | 2029-05-18      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                     | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $451852.70    | 0.00%             | 2030-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                     | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $454326.91    | 0.00%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                     | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    635000 | PA      | $649446.89    | 0.01%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                          | Royal Caribbean Cruises Ltd                                                           | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    240000 | PA      | $253608.94    | 0.00%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $382685.13    | 0.00%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $399584.88    | 0.00%             | 2027-05-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    405000 | PA      | $393531.86    | 0.00%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $352480.52    | 0.00%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    460000 | PA      | $477663.82    | 0.01%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $244974.96    | 0.00%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    545000 | PA      | $561295.45    | 0.01%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016HZQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $308148.36    | 0.00%             | 2033-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $335357.85    | 0.00%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016HZT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $353655.23    | 0.00%             | 2027-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    295000 | PA      | $303009.69    | 0.00%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    445000 | PA      | $464550.10    | 0.00%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $410010.64    | 0.00%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $611196.96    | 0.01%             | 2029-01-24      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $515030.40    | 0.01%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $252215.65    | 0.00%             | 2028-03-27      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $291750.68    | 0.00%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $353453.98    | 0.00%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $303911.73    | 0.00%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $225294.62    | 0.00%             | 2028-11-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $248935.38    | 0.00%             | 2031-11-03      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $252467.10    | 0.00%             | 2028-10-18      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    640000 | PA      | $649109.50    | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                          | Royal Caribbean Cruises Ltd                                                           | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    530000 | PA      | $532728.92    | 0.01%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                                               | Koninklijke KPN NV                                                                    | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |    275000 | PA      | $321081.67    | 0.00%             | 2030-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                                    | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    345000 | PA      | $332398.22    | 0.00%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                                    | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    195000 | PA      | $176878.69    | 0.00%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                                    | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $240178.82    | 0.00%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                                    | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $159118.74    | 0.00%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                                    | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $154029.87    | 0.00%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                                    | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $221965.91    | 0.00%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                                    | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    245000 | PA      | $251748.65    | 0.00%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                                    | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $153788.30    | 0.00%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                                    | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $148116.27    | 0.00%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                                    | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    180000 | PA      | $179551.35    | 0.00%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                                    | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $271738.18    | 0.00%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                                    | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $149058.80    | 0.00%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| RUSH SYSTEM FOR HEALTH                                                           | Rush System for Health Obligated Group                                                | CUSIP: 78200JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $148872.54    | 0.00%             | 2029-11-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | Rutgers The State University of New Jersey                                            | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31005.46     | 0.00%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | Rutgers The State University of New Jersey                                            | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    150000 | PA      | $99702.15     | 0.00%             | 2119-05-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | Rutgers The State University of New Jersey                                            | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    100000 | PA      | $81471.14     | 0.00%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                      | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148583.61    | 0.00%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                      | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    235000 | PA      | $232085.13    | 0.00%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                      | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50237.38     | 0.00%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                      | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154840.05    | 0.00%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                      | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    255000 | PA      | $262007.48    | 0.00%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                      | CUSIP: 78355HKX6<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106001.90    | 0.00%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                      | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    325000 | PA      | $362910.54    | 0.00%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                      | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139833.34    | 0.00%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                      | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50723.22     | 0.00%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                      | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51163.68     | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                      | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102146.86    | 0.00%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                      | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102477.86    | 0.00%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                       | State Street Institutional US Government Money Market Fund                            | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        | 179338285 | NS      | $179338285.41 | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                        | CUSIP: 78409VAM6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    245000 | PA      | $242773.61    | 0.00%             | 2027-01-22      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                        | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    180000 | PA      | $126457.65    | 0.00%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                        | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    205000 | PA      | $103890.31    | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                        | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219956.93    | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                        | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265003.02    | 0.00%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                        | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241381.90    | 0.00%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                        | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    255000 | PA      | $251062.21    | 0.00%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                        | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    360000 | PA      | $346317.05    | 0.00%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                        | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    490000 | PA      | $452134.27    | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                        | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    295000 | PA      | $223462.18    | 0.00%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                        | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149266.92    | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                        | CUSIP: 78409VBQ6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    265000 | PA      | $278451.16    | 0.00%             | 2033-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SSM HEALTH CARE                                                                  | SSM Health Care Corp                                                                  | CUSIP: 784710AC9<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223826.46    | 0.00%             | 2028-06-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                          | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    420000 | PA      | $422859.11    | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                          | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450687.83    | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                          | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    525000 | PA      | $527757.25    | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                          | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    199340 | PA      | $210252.68    | 0.00%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                             | Sabra Health Care LP                                                                  | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    130000 | PA      | $127482.23    | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                             | Sabra Health Care LP                                                                  | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    250000 | PA      | $228864.25    | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                         | Safehold GL Holdings LLC                                                              | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |    170000 | PA      | $180440.11    | 0.00%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                         | Safehold GL Holdings LLC                                                              | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |    295000 | PA      | $271526.82    | 0.00%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| SAFEHOLD GL HOLDINGS LLC                                                         | Safehold GL Holdings LLC                                                              | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |    210000 | PA      | $189075.18    | 0.00%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                                 | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57541.15     | 0.00%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                        | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    480000 | PA      | $480167.95    | 0.01%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                        | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    330000 | PA      | $312715.43    | 0.00%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                        | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    450000 | PA      | $400600.04    | 0.00%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                        | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    390000 | PA      | $282912.20    | 0.00%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                        | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    700000 | PA      | $444044.72    | 0.00%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                        | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    425000 | PA      | $256683.13    | 0.00%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | Sales Tax Securitization Corp.                                                        | CUSIP: 79467BAR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $259414.32    | 0.00%             | 2043-01-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | Sales Tax Securitization Corp.                                                        | CUSIP: 79467BBN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $199616.20    | 0.00%             | 2048-01-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | Sales Tax Securitization Corp.                                                        | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $123498.21    | 0.00%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | Salt River Project Agricultural Improvement & Power District                          | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |     75000 | PA      | $73938.11     | 0.00%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | City of San Antonio Electric & Gas Systems Revenue                                    | CUSIP: 796253T93<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    150000 | PA      | $160977.39    | 0.00%             | 2039-02-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | City of San Antonio Electric & Gas Systems Revenue                                    | CUSIP: 796253Z21<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    210000 | PA      | $195683.21    | 0.00%             | 2042-02-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC & GAS REVENUE                                                     | CUSIP: 79625GNC3<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    250000 | PA      | $248749.13    | 0.00%             | 2050-02-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Transportation Commission                              | San Diego County Regional Transportation Commission                                   | CUSIP: 797400FN3<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |    300000 | PA      | $306975.51    | 0.00%             | 2048-04-01      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                                 | San Diego County Water Authority                                                      | CUSIP: 79741TAR5<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |    345000 | PA      | $358222.44    | 0.00%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                           | CUSIP: 797440BK9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106946.38    | 0.00%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                           | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    345000 | PA      | $314262.60    | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                           | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    125000 | PA      | $95502.81     | 0.00%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                           | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    110000 | PA      | $88555.18     | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                           | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    165000 | PA      | $130937.00    | 0.00%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                           | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $103880.40    | 0.00%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                           | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    275000 | PA      | $245677.41    | 0.00%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                           | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    225000 | PA      | $143202.49    | 0.00%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                           | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138024.72    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                           | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    170000 | PA      | $123824.62    | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                           | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    230000 | PA      | $217742.43    | 0.00%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                           | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170454.78    | 0.00%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                           | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207265.84    | 0.00%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue               | City of San Francisco Public Utilities Commission Water Revenue                       | CUSIP: 79765RTL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $168826.70    | 0.00%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| San Joaquin Hills Transportation Corridor Agency                                 | San Joaquin Hills Transportation Corridor Agency                                      | CUSIP: 798111HM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $183383.69    | 0.00%             | 2050-01-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| San Jose Redevelopment Agency Successor Agency                                   | San Jose Redevelopment Successor Agency                                               | CUSIP: 798170AN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $350880.98    | 0.00%             | 2034-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | Sands China Ltd                                                                       | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    580000 | PA      | $591123.30    | 0.01%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | Sands China Ltd                                                                       | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $295833.39    | 0.00%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | Sands China Ltd                                                                       | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $292758.27    | 0.00%             | 2027-03-08      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | Sands China Ltd                                                                       | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    315000 | PA      | $298581.76    | 0.00%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | Sands China Ltd                                                                       | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     95000 | PA      | $87639.14     | 0.00%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                        | Sanofi SA                                                                             | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    275000 | PA      | $274523.54    | 0.00%             | 2028-06-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                        | Sanofi SA                                                                             | CUSIP: 801060AE4<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $100193.05    | 0.00%             | 2027-11-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                        | Sanofi SA                                                                             | CUSIP: 801060AG9<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $100123.32    | 0.00%             | 2028-11-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                        | Sanofi SA                                                                             | CUSIP: 801060AJ3<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $349534.12    | 0.00%             | 2032-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                       | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $417476.51    | 0.00%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                       | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    305000 | PA      | $280157.93    | 0.00%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                       | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $294892.98    | 0.00%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                       | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $418122.24    | 0.00%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                       | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $313728.59    | 0.00%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                       | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $400338.60    | 0.00%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                       | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $288594.37    | 0.00%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                            | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    310000 | PA      | $311025.02    | 0.00%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                            | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    335000 | PA      | $329377.86    | 0.00%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                            | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    330000 | PA      | $344068.63    | 0.00%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                            | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    165000 | PA      | $172573.91    | 0.00%             | 2029-06-12      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                            | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $224230.50    | 0.00%             | 2031-11-09      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                            | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    455000 | PA      | $474264.29    | 0.00%             | 2030-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                            | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214590.86    | 0.00%             | 2035-05-31      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                            | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    305000 | PA      | $312028.66    | 0.00%             | 2030-09-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                            | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255584.13    | 0.00%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                            | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51761.67     | 0.00%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                                         | Province of Saskatchewan Canada                                                       | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $298214.28    | 0.00%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    245000 | PA      | $277196.09    | 0.00%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 806605AH4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    110000 | PA      | $126541.57    | 0.00%             | 2037-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVESTMENT                                                          | Schlumberger Investment SA                                                            | CUSIP: 806854AJ4<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |     25000 | PA      | $23478.55     | 0.00%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163768.74    | 0.00%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187446.76    | 0.00%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150575.42    | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170522.19    | 0.00%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513BC8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153470.87    | 0.00%             | 2030-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    195000 | PA      | $171241.45    | 0.00%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    335000 | PA      | $322395.56    | 0.00%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    220000 | PA      | $199340.31    | 0.00%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    225000 | PA      | $197160.75    | 0.00%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218713.20    | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128723.11    | 0.00%             | 2029-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    410000 | PA      | $403927.45    | 0.00%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    265000 | PA      | $242895.13    | 0.00%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    325000 | PA      | $337459.85    | 0.00%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    385000 | PA      | $412493.20    | 0.00%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    375000 | PA      | $409096.16    | 0.00%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    350000 | PA      | $370415.19    | 0.00%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274658.86    | 0.00%             | 2031-11-14      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248805.55    | 0.00%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SEATTLE CHILDREN HOSP                                                            | Seattle Children's Hospital                                                           | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |    105000 | PA      | $65132.20     | 0.00%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                                                         | Selective Insurance Group Inc                                                         | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92338.92     | 0.00%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                                                         | Selective Insurance Group Inc                                                         | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10495.66     | 0.00%             | 2035-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                                | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    260000 | PA      | $271320.14    | 0.00%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                                | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272062.95    | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                                | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    355000 | PA      | $349852.46    | 0.00%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                                | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    350000 | PA      | $300788.18    | 0.00%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                                | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    290000 | PA      | $221828.02    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                                | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294868.23    | 0.00%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                                | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196926.42    | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                                | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    205000 | PA      | $214414.42    | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                                | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    335000 | PA      | $344640.66    | 0.00%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                                | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    360000 | PA      | $366126.37    | 0.00%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                                | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111324.25    | 0.00%             | 2055-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                                | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35752.91     | 0.00%             | 2055-04-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                                | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204514.80    | 0.00%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SENTARA HEALTHCARE                                                               | Sentara Health                                                                        | CUSIP: 81728XAA6<br>LEI: 5493002B0YWN6UH30V71 | Long             | DBT              | CORP              | US        |    130000 | PA      | $83278.26     | 0.00%             | 2051-11-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                                                   | ServiceNow Inc                                                                        | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    530000 | PA      | $467314.73    | 0.00%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SHARP HEALTHCARE                                                                 | Sharp HealthCare                                                                      | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |    110000 | PA      | $67816.33     | 0.00%             | 2050-08-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: —       |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                        | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $169083.43    | 0.00%             | 2042-08-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                        | CUSIP: 822582BE1<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    420000 | PA      | $417858.46    | 0.00%             | 2035-05-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                        | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     55000 | PA      | $47838.97     | 0.00%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                        | CUSIP: 822582BQ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $122126.88    | 0.00%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                        | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $141579.66    | 0.00%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                        | CUSIP: 822582CH3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     95000 | PA      | $65073.86     | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                        | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    220000 | PA      | $163007.53    | 0.00%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                                  | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $624946.52    | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                                  | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $474146.85    | 0.00%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                                  | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $336510.16    | 0.00%             | 2035-05-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                                  | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $335583.75    | 0.00%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                                  | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $400561.23    | 0.00%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                                  | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $377480.60    | 0.00%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                                  | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $345429.10    | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                                  | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $234067.20    | 0.00%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                                  | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $310051.93    | 0.00%             | 2030-11-06      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                                  | CUSIP: 822905AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $309476.35    | 0.00%             | 2036-01-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                                  | CUSIP: 822905AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $499799.10    | 0.01%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                                  | CUSIP: 822905AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $963873.91    | 0.01%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                                  | CUSIP: 822905AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51224.36     | 0.00%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                                  | CUSIP: 822905AZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $282357.14    | 0.00%             | 2049-11-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                                  | CUSIP: 822905BB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $177641.81    | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                               | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    125000 | PA      | $107139.24    | 0.00%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                               | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446875.61    | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                               | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    405000 | PA      | $346038.08    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                               | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191849.06    | 0.00%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                               | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    160000 | PA      | $120216.16    | 0.00%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                               | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184457.36    | 0.00%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                               | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    215000 | PA      | $146921.76    | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                               | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    115000 | PA      | $100848.07    | 0.00%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                               | CUSIP: 824348BP0<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $92743.01     | 0.00%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                               | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121441.78    | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                               | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102374.70    | 0.00%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                               | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151080.71    | 0.00%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                               | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151492.41    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                               | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152860.19    | 0.00%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                                          | Sierra Pacific Power Co                                                               | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115396.58    | 0.00%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                                          | Sierra Pacific Power Co                                                               | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129288.51    | 0.00%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SIMMONS FIRST NTL CORP                                                           | Simmons First National Corp                                                           | CUSIP: 828730AC5<br>LEI: 549300IVR5AJKUVOGN05 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176820.58    | 0.00%             | 2035-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    195000 | PA      | $224230.68    | 0.00%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    200000 | PA      | $184520.68    | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    145000 | PA      | $122228.71    | 0.00%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    175000 | PA      | $146171.17    | 0.00%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    250000 | PA      | $248365.05    | 0.00%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    175000 | PA      | $173713.14    | 0.00%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    440000 | PA      | $415987.84    | 0.00%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    465000 | PA      | $320738.54    | 0.00%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    225000 | PA      | $169328.00    | 0.00%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    200000 | PA      | $187601.12    | 0.00%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    300000 | PA      | $287680.32    | 0.00%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    200000 | PA      | $180985.26    | 0.00%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    100000 | PA      | $97431.45     | 0.00%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    125000 | PA      | $110395.90    | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    250000 | PA      | $225270.75    | 0.00%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DU8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    200000 | PA      | $210866.68    | 0.00%             | 2033-03-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    190000 | PA      | $193345.25    | 0.00%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    160000 | PA      | $175770.24    | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DX2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    200000 | PA      | $223957.70    | 0.00%             | 2054-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    245000 | PA      | $243899.19    | 0.00%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    210000 | PA      | $211705.18    | 0.00%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    240000 | PA      | $243786.19    | 0.00%             | 2035-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD                                                                  | SiriusPoint Ltd                                                                       | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |    165000 | PA      | $175041.95    | 0.00%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                         | Sixth Street Lending Partners                                                         | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222902.17    | 0.00%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                         | Sixth Street Lending Partners                                                         | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152125.80    | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                         | Sixth Street Lending Partners                                                         | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256712.55    | 0.00%             | 2030-07-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                         | South Bow USA Infrastructure Holdings LLC                                             | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    420000 | PA      | $426425.08    | 0.00%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                         | South Bow USA Infrastructure Holdings LLC                                             | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404459.60    | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                         | South Bow USA Infrastructure Holdings LLC                                             | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    205000 | PA      | $197340.95    | 0.00%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                                                           | Sixth Street Specialty Lending Inc                                                    | CUSIP: 83012AAB5<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26226.85     | 0.00%             | 2028-08-14      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                                                           | Sixth Street Specialty Lending Inc                                                    | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51656.30     | 0.00%             | 2029-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| SIXTH STREET SPECIALTY                                                           | Sixth Street Specialty Lending Inc                                                    | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101130.71    | 0.00%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                           | Skyworks Solutions Inc                                                                | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    280000 | PA      | $254164.34    | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                               | Smith & Nephew PLC                                                                    | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $242841.02    | 0.00%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                               | Smith & Nephew PLC                                                                    | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $111277.17    | 0.00%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                               | Smith & Nephew PLC                                                                    | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206718.14    | 0.00%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                                    | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188757.24    | 0.00%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                                    | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    210000 | PA      | $175937.62    | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                                    | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185851.78    | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                                    | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    215000 | PA      | $186240.33    | 0.00%             | 2032-03-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                                    | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314595.93    | 0.00%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                                    | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    315000 | PA      | $341621.47    | 0.00%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                                    | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    220000 | PA      | $236162.83    | 0.00%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                                    | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    290000 | PA      | $313724.81    | 0.00%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                           | Smurfit Kappa Treasury ULC                                                            | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    430000 | PA      | $445264.10    | 0.00%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                           | Smurfit Kappa Treasury ULC                                                            | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $301600.17    | 0.00%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                                                             | Smurfit Westrock Financing DAC                                                        | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $309443.67    | 0.00%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                                                             | Smurfit Westrock Financing DAC                                                        | CUSIP: 83272YAC6<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $252027.28    | 0.00%             | 2036-01-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                                                      | Snap-on Inc                                                                           | CUSIP: 833034AK7<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74469.05     | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                                                      | Snap-on Inc                                                                           | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     90000 | PA      | $74118.88     | 0.00%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                                                      | Snap-on Inc                                                                           | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $135770.14    | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                        | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263853.15    | 0.00%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                        | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238391.85    | 0.00%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                        | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    305000 | PA      | $318239.71    | 0.00%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                        | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    470000 | PA      | $489674.53    | 0.01%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                        | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352270.73    | 0.00%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                                    | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161395.25    | 0.00%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                                    | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    230000 | PA      | $217707.14    | 0.00%             | 2030-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                                    | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93208.19     | 0.00%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                                    | CUSIP: 835495AP7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    140000 | PA      | $126450.70    | 0.00%             | 2032-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                                    | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262345.51    | 0.00%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                                    | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198386.28    | 0.00%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                                    | CUSIP: 837004BX7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    215000 | PA      | $224095.36    | 0.00%             | 2033-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                                    | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    335000 | PA      | $361293.71    | 0.00%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                                    | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101086.30    | 0.00%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                                    | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89859.44     | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                                    | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    245000 | PA      | $217986.40    | 0.00%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHSTATE BANK CORP                                                             | SOUTHSTATE BANK CORP                                                                  | CUSIP: 840441AA7<br>LEI: 549300JZUANXM0YQ4W53 | Long             | DBT              | CORP              | US        |    170000 | PA      | $178540.77    | 0.00%             | 2035-06-13      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120653.03    | 0.00%             | 2029-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210212.62    | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207076.54    | 0.00%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111349.62    | 0.00%             | 2036-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135354.65    | 0.00%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199561.11    | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194756.59    | 0.00%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    215000 | PA      | $210307.67    | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    295000 | PA      | $258588.89    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159403.72    | 0.00%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    170000 | PA      | $130673.31    | 0.00%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $212822.25    | 0.00%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $108088.20    | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    555000 | PA      | $416863.05    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133462.89    | 0.00%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    345000 | PA      | $262233.95    | 0.00%             | 2048-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158988.19    | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    175000 | PA      | $146989.29    | 0.00%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    280000 | PA      | $265535.59    | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    455000 | PA      | $318286.42    | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227016.65    | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    310000 | PA      | $189554.77    | 0.00%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    240000 | PA      | $215494.08    | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    210000 | PA      | $144159.27    | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178195.24    | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    235000 | PA      | $156359.15    | 0.00%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191537.29    | 0.00%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    135000 | PA      | $121573.24    | 0.00%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257060.15    | 0.00%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212067.18    | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204348.32    | 0.00%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    165000 | PA      | $153614.09    | 0.00%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143943.54    | 0.00%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119131.01    | 0.00%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251522.30    | 0.00%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81801.07     | 0.00%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    115000 | PA      | $107918.17    | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258903.63    | 0.00%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253660.20    | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256690.85    | 0.00%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105588.61    | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                            | CUSIP: 842434CJ9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    270000 | PA      | $266100.98    | 0.00%             | 2040-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                            | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    105000 | PA      | $84195.75     | 0.00%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                            | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    125000 | PA      | $100088.98    | 0.00%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                            | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    175000 | PA      | $143117.57    | 0.00%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                            | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115462.13    | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                            | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188670.78    | 0.00%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                            | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247375.50    | 0.00%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                            | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    210000 | PA      | $227586.47    | 0.00%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                            | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149313.06    | 0.00%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                            | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103248.56    | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                            | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147300.36    | 0.00%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                            | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96707.77     | 0.00%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                            | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154155.17    | 0.00%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                       | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    185000 | PA      | $173304.45    | 0.00%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                       | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    550000 | PA      | $464450.20    | 0.00%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                       | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    310000 | PA      | $315155.98    | 0.00%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                       | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341868.10    | 0.00%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                       | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    185000 | PA      | $176287.61    | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                       | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    205000 | PA      | $217416.73    | 0.00%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                       | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274945.83    | 0.00%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                       | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205618.30    | 0.00%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                       | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    325000 | PA      | $337626.15    | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                       | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    305000 | PA      | $321553.17    | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                       | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197819.44    | 0.00%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                       | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417224.12    | 0.00%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                             | Southern Copper Corp                                                                  | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    275000 | PA      | $324078.15    | 0.00%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                             | Southern Copper Corp                                                                  | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $395049.94    | 0.00%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                             | Southern Copper Corp                                                                  | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    375000 | PA      | $359090.78    | 0.00%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                             | Southern Copper Corp                                                                  | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    525000 | PA      | $539471.00    | 0.01%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                          | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    175000 | PA      | $137491.24    | 0.00%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                          | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    135000 | PA      | $112641.23    | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                          | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177120.10    | 0.00%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                          | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    150000 | PA      | $97474.29     | 0.00%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                          | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92525.93     | 0.00%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                          | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    225000 | PA      | $238744.31    | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                          | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130104.52    | 0.00%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                          | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131108.16    | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                                     | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216964.60    | 0.00%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                                     | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143352.03    | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                                     | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    128000 | PA      | $114456.55    | 0.00%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                                     | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159803.95    | 0.00%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                                     | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158490.42    | 0.00%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                                 | CUSIP: 844741BE7<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123274.98    | 0.00%             | 2027-11-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                                 | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130153.90    | 0.00%             | 2030-02-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                                 | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    475000 | PA      | $481077.29    | 0.01%             | 2027-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                                 | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200506.80    | 0.00%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                                 | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195762.26    | 0.00%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                                    | CUSIP: 844895AX0<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76079.02     | 0.00%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                                    | CUSIP: 845011AA3<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173623.54    | 0.00%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                                    | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    125000 | PA      | $98451.91     | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                                    | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    145000 | PA      | $131954.54    | 0.00%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                                    | CUSIP: 845011AD7<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $61628.83     | 0.00%             | 2051-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                                    | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    190000 | PA      | $183512.96    | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                                    | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148784.18    | 0.00%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                        | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21281.86     | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                        | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    215000 | PA      | $167122.40    | 0.00%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                        | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149198.56    | 0.00%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                        | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315116.33    | 0.00%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                        | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    250000 | PA      | $164834.88    | 0.00%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                                    | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400640.36    | 0.00%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                                    | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304829.88    | 0.00%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                                    | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    415000 | PA      | $410041.66    | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                        | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178304.92    | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                        | CUSIP: 845743BQ5<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    175000 | PA      | $124310.81    | 0.00%             | 2046-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                        | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    255000 | PA      | $191983.10    | 0.00%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                        | CUSIP: 845743BS1<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    155000 | PA      | $129693.10    | 0.00%             | 2048-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                        | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    190000 | PA      | $140792.76    | 0.00%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                        | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    170000 | PA      | $112345.89    | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                          | Spectra Energy Partners LP                                                            | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    270000 | PA      | $273710.64    | 0.00%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                          | Spectra Energy Partners LP                                                            | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    245000 | PA      | $206926.22    | 0.00%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREWELL HEALTH OBL GRP                                                          | Corewell Health Obligated Group                                                       | CUSIP: 84765EAA6<br>LEI: 5493002M6WR7Y63L2862 | Long             | DBT              | CORP              | US        |    130000 | PA      | $93863.13     | 0.00%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                                        | Spire Inc                                                                             | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164179.57    | 0.00%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                                        | Spire Inc                                                                             | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140175.66    | 0.00%             | 2056-06-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                                                               | Spire Missouri Inc                                                                    | CUSIP: 84859DAA5<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |    185000 | PA      | $125517.75    | 0.00%             | 2051-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                                                               | Spire Missouri Inc                                                                    | CUSIP: 84859DAC1<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151035.98    | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                              | Sprint Capital Corp                                                                   | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    725000 | PA      | $778414.16    | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                              | Sprint Capital Corp                                                                   | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    575000 | PA      | $695869.08    | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                                             | Stanford Health Care                                                                  | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    130000 | PA      | $101032.52    | 0.00%             | 2048-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                                             | Stanford Health Care                                                                  | CUSIP: 85434VAB4<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96763.14     | 0.00%             | 2030-08-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                                             | Stanford Health Care                                                                  | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    165000 | PA      | $108505.88    | 0.00%             | 2051-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                                 | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    220000 | PA      | $173675.02    | 0.00%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                                 | CUSIP: 85440KAC8<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    340000 | PA      | $329486.66    | 0.00%             | 2027-06-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                                 | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    160000 | PA      | $96599.60     | 0.00%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                                 | CUSIP: 85440KAE4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90852.02     | 0.00%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                            | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112149.15    | 0.00%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                            | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150307.88    | 0.00%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                            | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132013.41    | 0.00%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                            | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    265000 | PA      | $242864.52    | 0.00%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                            | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    220000 | PA      | $130655.14    | 0.00%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                            | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    105000 | PA      | $95138.81     | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                            | CUSIP: 854502AT8<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176546.28    | 0.00%             | 2028-03-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244AH2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166528.66    | 0.00%             | 2045-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    185000 | PA      | $138235.57    | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244AP4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158374.67    | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249808.93    | 0.00%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    285000 | PA      | $238180.91    | 0.00%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    355000 | PA      | $348871.78    | 0.00%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    305000 | PA      | $252427.42    | 0.00%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244358.50    | 0.00%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    220000 | PA      | $203030.98    | 0.00%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    130000 | PA      | $88771.93     | 0.00%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    375000 | PA      | $346832.66    | 0.00%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    350000 | PA      | $245673.05    | 0.00%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276661.92    | 0.00%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192457.10    | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244BG3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252237.30    | 0.00%             | 2027-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244BH1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149175.17    | 0.00%             | 2031-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153020.79    | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102154.51    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103991.69    | 0.00%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244BN8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202106.38    | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State Public School Building Authority                                           | State Public School Building Authority                                                | CUSIP: 85732PBZ2<br>LEI: 5493006JN0UR7OGWTO86 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10184.00     | 0.00%             | 2027-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK & TR                                                           | State Street Bank & Trust Co                                                          | CUSIP: 857449AE2<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |    295000 | PA      | $303645.77    | 0.00%             | 2029-11-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211385.31    | 0.00%             | 2029-12-03      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    325000 | PA      | $306882.23    | 0.00%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    305000 | PA      | $288176.72    | 0.00%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110957.82    | 0.00%             | 2031-03-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    330000 | PA      | $297286.77    | 0.00%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132598.80    | 0.00%             | 2028-02-07      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    195000 | PA      | $176386.72    | 0.00%             | 2033-02-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209177.14    | 0.00%             | 2033-05-13      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245229.60    | 0.00%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191307.89    | 0.00%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    340000 | PA      | $344767.96    | 0.00%             | 2034-01-26      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    240000 | PA      | $248237.86    | 0.00%             | 2034-05-18      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    305000 | PA      | $319563.87    | 0.00%             | 2029-11-21      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162328.56    | 0.00%             | 2034-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477CL5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    325000 | PA      | $329386.85    | 0.00%             | 2027-03-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    325000 | PA      | $329256.36    | 0.00%             | 2029-02-20      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477CP6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    425000 | PA      | $429526.17    | 0.00%             | 2027-10-22      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406344.20    | 0.00%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    335000 | PA      | $343180.73    | 0.00%             | 2036-02-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    305000 | PA      | $314106.02    | 0.00%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199209.64    | 0.00%             | 2036-10-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                       | State Street Institutional US Government Money Market Fund                            | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   8534812 | NS      | $8534812.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                                     | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    765000 | PA      | $788411.22    | 0.01%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                                     | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    600000 | PA      | $643072.26    | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                                     | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    500000 | PA      | $515866.15    | 0.01%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                                     | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    900000 | PA      | $933589.80    | 0.01%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                           | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    245000 | PA      | $244077.09    | 0.00%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                           | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    275000 | PA      | $244082.80    | 0.00%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                           | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    255000 | PA      | $214780.25    | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                           | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    260000 | PA      | $242637.28    | 0.00%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                                    | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    230000 | PA      | $222404.18    | 0.00%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                                    | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142690.20    | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                                    | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120215.04    | 0.00%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                                    | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    185000 | PA      | $126696.66    | 0.00%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                                    | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103663.18    | 0.00%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                                    | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132925.61    | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                                    | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99745.32     | 0.00%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                                    | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199913.00    | 0.00%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                                       | STERIS Irish FinCo UnLtd Co                                                           | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $230710.85    | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                                       | STERIS Irish FinCo UnLtd Co                                                           | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $148378.60    | 0.00%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                                                         | Stewart Information Services Corp                                                     | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    190000 | PA      | $168388.56    | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                            | Stifel Financial Corp                                                                 | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122461.66    | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                                     | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    110000 | PA      | $110376.52    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                                     | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    100000 | PA      | $99647.35     | 0.00%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                                     | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    145000 | PA      | $132021.79    | 0.00%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                                     | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    150000 | PA      | $132487.29    | 0.00%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                                     | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    140000 | PA      | $142591.01    | 0.00%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                          | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    180000 | PA      | $152867.03    | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                          | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    120000 | PA      | $104035.27    | 0.00%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                          | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    295000 | PA      | $263616.63    | 0.00%             | 2046-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                          | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188979.55    | 0.00%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                          | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272510.79    | 0.00%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                          | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    270000 | PA      | $177091.08    | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                          | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226259.06    | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                          | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263595.24    | 0.00%             | 2034-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                          | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201418.96    | 0.00%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                          | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223211.96    | 0.00%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                          | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    215000 | PA      | $220745.02    | 0.00%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                          | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    305000 | PA      | $313479.79    | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    310000 | PA      | $308555.62    | 0.00%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $595837.26    | 0.01%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    375000 | PA      | $372069.83    | 0.00%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $251973.63    | 0.00%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    790000 | PA      | $759083.67    | 0.01%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MBU3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    330000 | PA      | $312932.14    | 0.00%             | 2029-09-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    520000 | PA      | $490177.27    | 0.01%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MBZ2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $271187.43    | 0.00%             | 2030-09-23      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    490000 | PA      | $446473.74    | 0.00%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MCF5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    230000 | PA      | $161857.65    | 0.00%             | 2041-01-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    430000 | PA      | $406443.44    | 0.00%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    375000 | PA      | $333165.90    | 0.00%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MCK4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    360000 | PA      | $265037.80    | 0.00%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $294729.12    | 0.00%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MCQ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    235000 | PA      | $180537.93    | 0.00%             | 2042-01-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $515231.55    | 0.01%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $639306.90    | 0.01%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    535000 | PA      | $563095.63    | 0.01%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    180000 | PA      | $195174.81    | 0.00%             | 2043-07-13      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $312823.08    | 0.00%             | 2028-07-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    395000 | PA      | $411651.66    | 0.00%             | 2028-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    455000 | PA      | $487433.95    | 0.01%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $466001.78    | 0.00%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    340000 | PA      | $355936.34    | 0.00%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    365000 | PA      | $383827.54    | 0.00%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $309927.45    | 0.00%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    320000 | PA      | $339236.10    | 0.00%             | 2035-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | SUMITOMO MITSUI FINL GRP                                                              | CUSIP: 86562MDY3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202097.58    | 0.00%             | 2031-07-08      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    290000 | PA      | $295396.84    | 0.00%             | 2033-07-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | SUMITOMO MITSUI FINL GRP                                                              | CUSIP: 86562MEA4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    270000 | PA      | $276875.85    | 0.00%             | 2036-07-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | SUMITOMO MITSUI FINL GRP                                                              | CUSIP: 86562MEB2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    360000 | PA      | $364851.72    | 0.00%             | 2046-07-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SUMMA HEALTH                                                                     | Summa Health                                                                          | CUSIP: 86564UAA8<br>LEI: 549300N4NP4BSOJ08A82 | Long             | DBT              | CORP              | US        |     90000 | PA      | $71505.88     | 0.00%             | 2051-11-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                          | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    300000 | PA      | $273017.28    | 0.00%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                          | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    150000 | PA      | $142790.25    | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                          | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    175000 | PA      | $169939.54    | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                                     | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $190440.88    | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                                     | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $185375.94    | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                                     | CUSIP: 867229AC0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $185480.36    | 0.00%             | 2032-02-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                                     | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $174771.22    | 0.00%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                                     | CUSIP: 867229AE6<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $108038.84    | 0.00%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                                     | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $250811.51    | 0.00%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225176.54    | 0.00%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176369.26    | 0.00%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    245000 | PA      | $222781.51    | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181388.36    | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249783.03    | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $359419.08    | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                         | CUSIP: 86944BAD5<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99371.10     | 0.00%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                         | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    210000 | PA      | $171690.54    | 0.00%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                         | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230193.90    | 0.00%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                         | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    230000 | PA      | $181891.20    | 0.00%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                         | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $140367.12    | 0.00%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                         | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190520.23    | 0.00%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                         | CUSIP: 86944BAL7<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54738.28     | 0.00%             | 2053-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                         | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    240000 | PA      | $250816.32    | 0.00%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                                                            | Suzano Netherlands BV                                                                 | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $297246.03    | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                                   | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    575000 | PA      | $592137.07    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                                   | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    325000 | PA      | $325499.85    | 0.00%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                                   | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    380000 | PA      | $358498.23    | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                                   | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    520000 | PA      | $464629.26    | 0.00%             | 2032-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                                   | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    125000 | PA      | $118274.35    | 0.00%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                                | CUSIP: 87031CAE3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    575000 | PA      | $565074.93    | 0.01%             | 2027-03-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                                | CUSIP: 87031CAL7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    755000 | PA      | $763232.75    | 0.01%             | 2028-06-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                                | CUSIP: 87031CAN3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    700000 | PA      | $731545.43    | 0.01%             | 2030-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                          | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277017.92    | 0.00%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                          | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278838.04    | 0.00%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                          | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612729.36    | 0.01%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                          | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459716.00    | 0.00%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                          | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    770000 | PA      | $782944.16    | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                          | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496197.95    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                        | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166647.06    | 0.00%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                        | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    240000 | PA      | $253707.31    | 0.00%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                        | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149784.78    | 0.00%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                                                  | Synovus Bank/Columbus GA                                                              | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    320000 | PA      | $326826.53    | 0.00%             | 2028-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                                   | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    465000 | PA      | $463311.72    | 0.00%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                                   | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    330000 | PA      | $334716.49    | 0.00%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                                   | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    405000 | PA      | $363550.32    | 0.00%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                                   | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246176.57    | 0.00%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                                   | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151950.92    | 0.00%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                                   | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277474.01    | 0.00%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829AJ6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170374.35    | 0.00%             | 2035-09-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    175000 | PA      | $158144.95    | 0.00%             | 2045-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    235000 | PA      | $201922.43    | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277328.91    | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    180000 | PA      | $152699.11    | 0.00%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    215000 | PA      | $149779.77    | 0.00%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    210000 | PA      | $195553.51    | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212159.12    | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    155000 | PA      | $171335.08    | 0.00%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    400000 | PA      | $439604.08    | 0.00%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134492.90    | 0.00%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     55000 | PA      | $36646.11     | 0.00%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209096.94    | 0.00%             | 2029-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268463.86    | 0.00%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181468.70    | 0.00%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                                          | System Energy Resources Inc                                                           | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101208.25    | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CARLYLE SECURED LENDING                                                          | Carlyle Secured Lending Inc                                                           | CUSIP: 872280AA0<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230618.34    | 0.00%             | 2030-02-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TCI COMMUNICATIONS INC                                                           | TCI Communications Inc                                                                | CUSIP: 872287AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $191372.56    | 0.00%             | 2028-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TC PIPELINES LP                                                                  | TC PipeLines LP                                                                       | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    215000 | PA      | $214411.80    | 0.00%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                      | TJX Cos Inc/The                                                                       | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249098.38    | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                      | TJX Cos Inc/The                                                                       | CUSIP: 872540AU3<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129813.72    | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                      | TJX Cos Inc/The                                                                       | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94018.47     | 0.00%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500610.75    | 0.01%             | 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        |    595000 | PA      | $534068.55    | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    905000 | PA      | $746238.29    | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1196443.68   | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1838863.19   | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    650000 | PA      | $484106.42    | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    895000 | PA      | $598426.62    | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    360000 | PA      | $344049.80    | 0.00%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    375000 | PA      | $348568.61    | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    755000 | PA      | $736430.55    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    775000 | PA      | $742272.29    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    350000 | PA      | $310382.70    | 0.00%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    545000 | PA      | $362616.02    | 0.00%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    600000 | PA      | $576331.32    | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    800000 | PA      | $730993.60    | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269866.08    | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189466.56    | 0.00%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    900000 | PA      | $605686.50    | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    275000 | PA      | $284090.43    | 0.00%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    565000 | PA      | $547322.34    | 0.01%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    285000 | PA      | $280896.14    | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    730000 | PA      | $745255.76    | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    295000 | PA      | $300682.97    | 0.00%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280023.84    | 0.00%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    475000 | PA      | $466498.07    | 0.00%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    325000 | PA      | $344438.87    | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    320000 | PA      | $325592.64    | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    460000 | PA      | $470012.04    | 0.00%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358150.59    | 0.00%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189628.20    | 0.00%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200422.76    | 0.00%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196656.82    | 0.00%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    270000 | PA      | $246251.48    | 0.00%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360405.22    | 0.00%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    290000 | PA      | $297569.96    | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    395000 | PA      | $394563.56    | 0.00%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    210000 | PA      | $235652.24    | 0.00%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADW2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248761.80    | 0.00%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298596.30    | 0.00%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292685.31    | 0.00%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                                                           | TPG Operating Group II LP                                                             | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    210000 | PA      | $219627.01    | 0.00%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                                                           | TPG Operating Group II LP                                                             | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149706.15    | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR Finance LLC                                                                        | CUSIP: 87268LAB3<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129688.08    | 0.00%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR FIN LLC                                                                            | CUSIP: 87268LAD9<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120200.82    | 0.00%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR FIN LLC                                                                            | CUSIP: 87268LAE7<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192491.45    | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                                     | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    350000 | PA      | $319124.54    | 0.00%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                                     | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161080.14    | 0.00%             | 2041-10-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                                     | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    295000 | PA      | $223242.22    | 0.00%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                                     | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374886.15    | 0.00%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                                     | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220492.69    | 0.00%             | 2029-04-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                                     | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    335000 | PA      | $335570.04    | 0.00%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                                     | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    380000 | PA      | $355871.82    | 0.00%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                                     | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99616.24     | 0.00%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                                     | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145543.43    | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                                     | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305813.34    | 0.00%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                                     | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155202.62    | 0.00%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                                     | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156553.91    | 0.00%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                          | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    525000 | PA      | $537393.89    | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                          | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    850000 | PA      | $777076.89    | 0.01%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                          | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    355000 | PA      | $272170.94    | 0.00%             | 2040-07-09      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                          | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    595000 | PA      | $397584.77    | 0.00%             | 2050-07-09      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                          | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $191914.71    | 0.00%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                          | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    255000 | PA      | $263330.67    | 0.00%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                          | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    240000 | PA      | $241791.79    | 0.00%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                          | CUSIP: 874060BM7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $196205.28    | 0.00%             | 2054-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                          | CUSIP: 874060BN5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     80000 | PA      | $78868.43     | 0.00%             | 2064-07-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                                                    | Takeda US Financing Inc                                                               | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    485000 | PA      | $494203.85    | 0.01%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                                                    | Takeda US Financing Inc                                                               | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233141.52    | 0.00%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                                     | CUSIP: 875127BA9<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $131587.23    | 0.00%             | 2042-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                                     | CUSIP: 875127BC5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $119473.19    | 0.00%             | 2044-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                                     | CUSIP: 875127BE1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124551.60    | 0.00%             | 2048-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                                     | CUSIP: 875127BF8<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83824.22     | 0.00%             | 2049-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                                     | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $102521.73    | 0.00%             | 2050-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                                     | CUSIP: 875127BH4<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45621.30     | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                                     | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $100056.98    | 0.00%             | 2051-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                                     | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $104727.92    | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                                     | CUSIP: 875127BM3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204401.70    | 0.00%             | 2029-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                             | Tanger Properties LP                                                                  | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |    150000 | PA      | $149270.37    | 0.00%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                             | Tanger Properties LP                                                                  | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |    140000 | PA      | $126701.22    | 0.00%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                     | Tapestry Inc                                                                          | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    290000 | PA      | $264528.43    | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                     | Tapestry Inc                                                                          | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255895.90    | 0.00%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp                   | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $81005.14     | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp                   | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $284519.82    | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | 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        |    600000 | PA      | $604187.28    | 0.01%             | 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        |    450000 | PA      | $430000.20    | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EAK2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $166636.01    | 0.00%             | 2032-11-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EAR7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    165000 | PA      | $187139.29    | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    270000 | PA      | $315884.34    | 0.00%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    390000 | PA      | $329965.08    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $153168.28    | 0.00%             | 2046-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    240000 | PA      | $188771.69    | 0.00%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    345000 | PA      | $338967.95    | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103007.06    | 0.00%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    195000 | PA      | $183069.86    | 0.00%             | 2030-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294681.87    | 0.00%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $191802.66    | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    375000 | PA      | $378961.20    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EBQ8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180093.51    | 0.00%             | 2033-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    385000 | PA      | $342919.62    | 0.00%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EBS4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94111.38     | 0.00%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EBU9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177071.20    | 0.00%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143971.55    | 0.00%             | 2036-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                  | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239443.03    | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                  | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    230000 | PA      | $196710.31    | 0.00%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                  | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $267601.73    | 0.00%             | 2033-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                  | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313621.05    | 0.00%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                  | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263268.05    | 0.00%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                  | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    275000 | PA      | $300683.82    | 0.00%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                  | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230733.79    | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                  | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307377.48    | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                  | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298395.30    | 0.00%             | 2055-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                  | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254998.43    | 0.00%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                  | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226360.99    | 0.00%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                  | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230634.94    | 0.00%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                  | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310815.18    | 0.00%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                  | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228752.28    | 0.00%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                  | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196526.54    | 0.00%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                                         | Teledyne Technologies Inc                                                             | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192303.04    | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                                         | Teledyne Technologies Inc                                                             | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    305000 | PA      | $282391.81    | 0.00%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                             | Telefonica Europe BV                                                                  | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $459493.96    | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                               | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    560000 | PA      | $625823.91    | 0.01%             | 2036-06-20      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                               | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    350000 | PA      | $349939.63    | 0.00%             | 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        |    795000 | PA      | $702429.72    | 0.01%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                               | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $336491.60    | 0.00%             | 2048-03-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                               | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    450000 | PA      | $409937.85    | 0.00%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: —       |
| TELUS CORP                                                                       | TELUS Corp                                                                            | CUSIP: 87971MBD4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $187303.77    | 0.00%             | 2027-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                       | TELUS Corp                                                                            | CUSIP: 87971MBF9<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $158970.34    | 0.00%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                       | TELUS Corp                                                                            | CUSIP: 87971MBH5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $127719.59    | 0.00%             | 2048-11-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                       | TELUS Corp                                                                            | CUSIP: 87971MBK8<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $79556.68     | 0.00%             | 2049-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                       | TELUS Corp                                                                            | CUSIP: 87971MBW2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $295449.92    | 0.00%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TENCENT MUSIC ENT GRP                                                            | Tencent Music Entertainment Group                                                     | CUSIP: 88034PAB5<br>LEI: 213800XTZK2GOHQTYK41 | Long             | DBT              | CORP              | KY        |    235000 | PA      | $212378.34    | 0.00%             | 2030-09-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                           | Tennessee Gas Pipeline Co LLC                                                         | CUSIP: 880451AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $212648.26    | 0.00%             | 2027-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                           | Tennessee Gas Pipeline Co LLC                                                         | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $11772.80     | 0.00%             | 2037-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                            | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    750000 | PA      | $794002.80    | 0.01%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                            | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    100000 | PA      | $89125.32     | 0.00%             | 2060-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                            | CUSIP: 880591EU2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    500000 | PA      | $496131.35    | 0.01%             | 2027-02-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - Texas A&M University System                          | TEXAS ST A & M UNIV PERM UNIV FUND                                                    | CUSIP: 8821175V2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $60966.53     | 0.00%             | 2047-07-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                                                         | Texas Eastern Transmission LP                                                         | CUSIP: 882389CC1<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |    175000 | PA      | $196541.99    | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                                                           | Texas Health Resources                                                                | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    105000 | PA      | $88631.55     | 0.00%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                                                           | Texas Health Resources                                                                | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    205000 | PA      | $118616.49    | 0.00%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    310000 | PA      | $306980.20    | 0.00%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    510000 | PA      | $419974.34    | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    190000 | PA      | $169706.01    | 0.00%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    350000 | PA      | $329922.95    | 0.00%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    350000 | PA      | $318789.45    | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    125000 | PA      | $76580.40     | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    280000 | PA      | $269190.77    | 0.00%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508BQ6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    315000 | PA      | $251531.15    | 0.00%             | 2052-08-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152390.82    | 0.00%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    355000 | PA      | $366508.82    | 0.00%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    285000 | PA      | $261559.75    | 0.00%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229848.01    | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    225000 | PA      | $212199.68    | 0.00%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                    | Texas Natural Gas Securitization Finance Corp.                                        | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    251192 | PA      | $258641.62    | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                    | Texas Natural Gas Securitization Finance Corp.                                        | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $765940.35    | 0.01%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                          | Texas Private Activity Bond Surface Transportation Corp.                              | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $343888.89    | 0.00%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | State of Texas                                                                        | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    468655 | PA      | $481634.22    | 0.01%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | State of Texas                                                                        | CUSIP: 882722VN8<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    200000 | PA      | $195784.54    | 0.00%             | 2040-04-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Texas Department of Transportation State Highway Fund                            | Texas Department of Transportation State Highway Fund                                 | CUSIP: 88283LHU3<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    130000 | PA      | $132922.27    | 0.00%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    680000 | PA      | $608211.99    | 0.01%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                           | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    290000 | PA      | $288499.86    | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                           | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221807.07    | 0.00%             | 2028-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                           | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221854.48    | 0.00%             | 2029-09-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                           | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136074.89    | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    245000 | PA      | $170871.92    | 0.00%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408567.96    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    480000 | PA      | $488869.25    | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    148000 | PA      | $145898.13    | 0.00%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    310000 | PA      | $257771.29    | 0.00%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    270000 | PA      | $256739.44    | 0.00%             | 2029-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188884.28    | 0.00%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    340000 | PA      | $303423.41    | 0.00%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    365000 | PA      | $270321.85    | 0.00%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173205.81    | 0.00%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206720.30    | 0.00%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    280000 | PA      | $290332.67    | 0.00%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311483.94    | 0.00%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221373.64    | 0.00%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556CZ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302975.07    | 0.00%             | 2026-12-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    325000 | PA      | $334691.92    | 0.00%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556DB5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208303.18    | 0.00%             | 2034-01-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556DC3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149969.78    | 0.00%             | 2031-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200668.00    | 0.00%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556DE9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200777.62    | 0.00%             | 2035-10-07      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556DF6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149228.18    | 0.00%             | 2037-10-07      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| THOMAS JEFFERSON UNIV                                                            | Thomas Jefferson University                                                           | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |    175000 | PA      | $123835.39    | 0.00%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                                 | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    205000 | PA      | $216476.93    | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                                 | CUSIP: 88579YAH4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    225000 | PA      | $182111.13    | 0.00%             | 2044-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                                 | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $138641.52    | 0.00%             | 2046-09-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                                 | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295043.16    | 0.00%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                                 | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    260000 | PA      | $193705.80    | 0.00%             | 2047-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                                 | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    375000 | PA      | $295831.13    | 0.00%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                                 | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245168.73    | 0.00%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                                 | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    430000 | PA      | $405614.87    | 0.00%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                                 | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $206408.37    | 0.00%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                                 | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    190000 | PA      | $181629.38    | 0.00%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                                 | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    255000 | PA      | $188049.60    | 0.00%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                                         | Time Warner Cable Enterprises LLC                                                     | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $681703.35    | 0.01%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                                 | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    465000 | PA      | $474671.30    | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                                 | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    460000 | PA      | $494232.74    | 0.01%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                                 | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    450000 | PA      | $455529.42    | 0.00%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                                 | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    375000 | PA      | $347374.58    | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                                 | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    410000 | PA      | $359978.24    | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                                 | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    335000 | PA      | $258262.29    | 0.00%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                        | Timken Co/The                                                                         | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151400.73    | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                        | Timken Co/The                                                                         | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100930.77    | 0.00%             | 2032-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON COMPANY                                                            | Toledo Edison Co/The                                                                  | CUSIP: 889175BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $108877.41    | 0.00%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                                              | Toledo Hospital/The                                                                   | CUSIP: 889184AC1<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152246.52    | 0.00%             | 2028-11-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                                              | Toledo Hospital/The                                                                   | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202771.90    | 0.00%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                                              | Toledo Hospital/The                                                                   | CUSIP: 889184AE7<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115107.31    | 0.00%             | 2048-11-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                            | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $241811.06    | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                            | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $120529.90    | 0.00%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                            | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $240950.76    | 0.00%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                            | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $144959.39    | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| GLOBE LIFE INC                                                                   | Globe Life, Inc.                                                                      | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166646.88    | 0.00%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $268177.05    | 0.00%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $269896.44    | 0.00%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $290636.61    | 0.00%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    390000 | PA      | $384955.90    | 0.00%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    510000 | PA      | $475504.26    | 0.01%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75205.76     | 0.00%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    710000 | PA      | $709419.01    | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $582541.13    | 0.01%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $460625.31    | 0.00%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $440687.77    | 0.00%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202605.34    | 0.00%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    460000 | PA      | $471996.11    | 0.00%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    440000 | PA      | $442755.76    | 0.00%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $256030.30    | 0.00%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $208480.70    | 0.00%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $219503.99    | 0.00%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $367530.95    | 0.00%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $253171.80    | 0.00%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $300753.63    | 0.00%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $360134.28    | 0.00%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $416250.66    | 0.00%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                              | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    305000 | PA      | $305534.60    | 0.00%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                                | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    406000 | PA      | $399997.17    | 0.00%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                                | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $239390.23    | 0.00%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                                | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    385000 | PA      | $275228.53    | 0.00%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                                | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    665000 | PA      | $444214.61    | 0.00%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                                | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    310000 | PA      | $201721.99    | 0.00%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: —       |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                                | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $227023.02    | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                              | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    455000 | PA      | $473009.26    | 0.00%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                              | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    530000 | PA      | $513611.50    | 0.01%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                              | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    375000 | PA      | $364083.86    | 0.00%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                              | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    225000 | PA      | $227115.16    | 0.00%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                              | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    295000 | PA      | $277488.65    | 0.00%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                              | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $234310.25    | 0.00%             | 2064-09-10      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                                   | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    345000 | PA      | $345197.17    | 0.00%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                                     | CUSIP: 892331AD1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $249385.83    | 0.00%             | 2028-07-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                                     | CUSIP: 892331AG4<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    220000 | PA      | $211181.61    | 0.00%             | 2029-07-02      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                                     | CUSIP: 892331AR0<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    305000 | PA      | $317141.04    | 0.00%             | 2033-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                                     | CUSIP: 892331AS8<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    310000 | PA      | $311920.17    | 0.00%             | 2027-06-30      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                                                | Tractor Supply Co                                                                     | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177323.00    | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                                                | Tractor Supply Co                                                                     | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207000.50    | 0.00%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TDR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    390000 | PA      | $387676.15    | 0.00%             | 2027-01-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TEM3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246494.73    | 0.00%             | 2028-01-11      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198101.82    | 0.00%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    275000 | PA      | $255229.73    | 0.00%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    600000 | PA      | $583495.80    | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    350000 | PA      | $335988.10    | 0.00%             | 2027-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    315000 | PA      | $278493.86    | 0.00%             | 2031-01-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    215000 | PA      | $206208.13    | 0.00%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    185000 | PA      | $162616.55    | 0.00%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    550000 | PA      | $545374.67    | 0.01%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202524.88    | 0.00%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    440000 | PA      | $445546.86    | 0.00%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128716.01    | 0.00%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330096.49    | 0.00%             | 2028-01-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TKR5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253222.30    | 0.00%             | 2033-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TKU8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203499.64    | 0.00%             | 2030-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258713.20    | 0.00%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    300000 | PA      | $317510.97    | 0.00%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269958.95    | 0.00%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    265000 | PA      | $270412.86    | 0.00%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TLY9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279017.15    | 0.00%             | 2027-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    255000 | PA      | $264885.87    | 0.00%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    340000 | PA      | $350860.48    | 0.00%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254177.80    | 0.00%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    370000 | PA      | $373792.80    | 0.00%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203000.92    | 0.00%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    245000 | PA      | $252483.62    | 0.00%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209601.04    | 0.00%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205230.72    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241254.29    | 0.00%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212013.63    | 0.00%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                               | Trane Technologies Financing Ltd                                                      | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $208516.18    | 0.00%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                               | Trane Technologies Financing Ltd                                                      | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    175000 | PA      | $179386.81    | 0.00%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HOLDINGS                                                           | Transatlantic Holdings Inc                                                            | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |    121000 | PA      | $151487.15    | 0.00%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                             | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $506242.41    | 0.01%             | 2039-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                             | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $192586.85    | 0.00%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                             | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $300399.26    | 0.00%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                             | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $156897.68    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                             | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    365000 | PA      | $389694.00    | 0.00%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                             | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $184186.26    | 0.00%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                             | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $463485.62    | 0.00%             | 2034-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                             | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $501444.05    | 0.01%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                             | CUSIP: 89352HAY5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $45176.25     | 0.00%             | 2048-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                             | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $185349.18    | 0.00%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                             | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $346235.09    | 0.00%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                             | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $283679.44    | 0.00%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                                 | CUSIP: 893574AB9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134026.25    | 0.00%             | 2041-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                                 | CUSIP: 893574AF0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132513.98    | 0.00%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                                 | CUSIP: 893574AK9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149870.30    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                                 | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $208508.26    | 0.00%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                                 | CUSIP: 893574AP8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    310000 | PA      | $297147.03    | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                                 | CUSIP: 893574AS2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    310000 | PA      | $312458.61    | 0.00%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                                 | CUSIP: 893574AT0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208021.11    | 0.00%             | 2056-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                                 | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    285000 | PA      | $317253.51    | 0.00%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                                 | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254008.40    | 0.00%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                                 | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    240000 | PA      | $215945.38    | 0.00%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                                 | CUSIP: 89417EAK5<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    115000 | PA      | $98189.94     | 0.00%             | 2045-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                                 | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    225000 | PA      | $177395.67    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                                 | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    190000 | PA      | $154283.15    | 0.00%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                                 | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162214.34    | 0.00%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                                 | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162635.08    | 0.00%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                                 | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    225000 | PA      | $136529.71    | 0.00%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                                 | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    275000 | PA      | $182532.08    | 0.00%             | 2051-06-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                                 | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222080.96    | 0.00%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                                 | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101756.17    | 0.00%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                                 | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102305.83    | 0.00%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRAVELERS PPTY CASUALTY                                                          | Travelers Property Casualty Corp                                                      | CUSIP: 89420GAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $208297.36    | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                                      | Trimble Inc                                                                           | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177638.13    | 0.00%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                                      | Trimble Inc                                                                           | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $269370.50    | 0.00%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                              | Trinity Health Corp                                                                   | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    140000 | PA      | $117537.32    | 0.00%             | 2045-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                              | Trinity Health Corp                                                                   | CUSIP: 896517AA7<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75629.96     | 0.00%             | 2048-12-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                              | Trinity Health Corp                                                                   | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    125000 | PA      | $92004.84     | 0.00%             | 2040-12-01      | Fixed         | 2.63%                 | 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        |    335000 | PA      | $304407.10    | 0.00%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                           | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    440000 | PA      | $442719.60    | 0.00%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                           | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374729.51    | 0.00%             | 2029-10-23      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                           | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    585000 | PA      | $536425.05    | 0.01%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272786.10    | 0.00%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287446.47    | 0.00%             | 2027-08-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    375000 | PA      | $356406.11    | 0.00%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300818.43    | 0.00%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216228.34    | 0.00%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406452.92    | 0.00%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407713.52    | 0.00%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    575000 | PA      | $612003.38    | 0.01%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    470000 | PA      | $507263.48    | 0.01%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414230.32    | 0.00%             | 2030-01-24      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526724.95    | 0.01%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258431.63    | 0.00%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359601.66    | 0.00%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346431.51    | 0.00%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317424.56    | 0.00%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                          | Trustees of Princeton University/The                                                  | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    160000 | PA      | $172753.33    | 0.00%             | 2039-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                          | Trustees of Princeton University/The                                                  | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $80920.41     | 0.00%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                          | Trustees of Princeton University/The                                                  | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $75090.61     | 0.00%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DARTMOUTH COLLEGE                                                                | Trustees of Dartmouth College                                                         | CUSIP: 89837RAE2<br>LEI: JVPL1XBV6YI9538FWQ05 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90858.93     | 0.00%             | 2030-06-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| TRUSTEES OF BOSTON COLL                                                          | Trustees of Boston College                                                            | CUSIP: 89838LAG9<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |    120000 | PA      | $82850.66     | 0.00%             | 2052-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| City of Tucson AZ                                                                | City of Tucson                                                                        | CUSIP: 898735UW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $162632.84    | 0.00%             | 2047-07-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                              | CUSIP: 898813AQ3<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132909.60    | 0.00%             | 2048-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                              | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76576.24     | 0.00%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                              | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    140000 | PA      | $124668.32    | 0.00%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                              | CUSIP: 898813AT7<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    180000 | PA      | $120625.47    | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                              | CUSIP: 898813AU4<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    155000 | PA      | $144588.05    | 0.00%             | 2032-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                              | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105911.94    | 0.00%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                              | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102490.48    | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                             | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    160000 | PA      | $189036.74    | 0.00%             | 2037-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                             | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    215000 | PA      | $213120.49    | 0.00%             | 2027-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                             | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    225000 | PA      | $201825.43    | 0.00%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                             | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    170000 | PA      | $172000.78    | 0.00%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                             | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    115000 | PA      | $116588.24    | 0.00%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                       | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164353.23    | 0.00%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                       | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124774.70    | 0.00%             | 2034-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                       | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    420000 | PA      | $417213.05    | 0.00%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                       | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    220000 | PA      | $189170.26    | 0.00%             | 2047-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                       | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    335000 | PA      | $309156.69    | 0.00%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                       | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    365000 | PA      | $365980.61    | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                       | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206845.18    | 0.00%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                       | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    265000 | PA      | $279781.46    | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS Group AG                                                                          | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    620000 | PA      | $573243.07    | 0.01%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                                               | UBS AG/Stamford CT                                                                    | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $252123.40    | 0.00%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                               | CUSIP: 90265EAN0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    145000 | PA      | $143437.96    | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                               | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    205000 | PA      | $206038.53    | 0.00%             | 2029-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                               | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    150000 | PA      | $144241.23    | 0.00%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                               | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    285000 | PA      | $263972.47    | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                               | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    100000 | PA      | $85524.49     | 0.00%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                               | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    150000 | PA      | $123952.88    | 0.00%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                               | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    205000 | PA      | $207388.17    | 0.00%             | 2034-09-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                                                    | UBS AG/London                                                                         | CUSIP: 902674A26<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    245000 | PA      | $214192.40    | 0.00%             | 2048-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                                                    | UBS AG/London                                                                         | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    530000 | PA      | $553299.81    | 0.01%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C3                                            | UBS Commercial Mortgage Trust 2017-C3                                                 | CUSIP: 90276GAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550000 | PA      | $1528286.36   | 0.02%             | 2050-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C6                                            | UBS Commercial Mortgage Trust 2017-C6                                                 | CUSIP: 90276UAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1305000 | PA      | $1290218.92   | 0.01%             | 2050-12-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust 2019-C18                                                | CUSIP: 90278PBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $473941.90    | 0.00%             | 2052-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                             | UPMC                                                                                  | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153241.73    | 0.00%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                             | UPMC                                                                                  | CUSIP: 90320WAH6<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160864.44    | 0.00%             | 2043-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                                            | US Bank NA/Cincinnati OH                                                              | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252583.15    | 0.00%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                                 | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352063.60    | 0.00%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                                 | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449199.68    | 0.00%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                                 | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237552.23    | 0.00%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                                 | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    290000 | PA      | $288758.68    | 0.00%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                                 | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    370000 | PA      | $367556.93    | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UL SOLUTIONS INC                                                                 | UL Solutions Inc                                                                      | CUSIP: 903731AC1<br>LEI: 549300F7CUV5ESKV9P71 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95166.40     | 0.00%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMASS MEM HEALTH CARE                                                            | UMass Memorial Health Care Obligated Group                                            | CUSIP: 90407JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $145456.62    | 0.00%             | 2052-07-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                                 | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    275000 | PA      | $300431.62    | 0.00%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                                 | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    445000 | PA      | $440664.81    | 0.00%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                                 | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347719.30    | 0.00%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                                 | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187899.76    | 0.00%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                                 | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    350000 | PA      | $311029.32    | 0.00%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                                 | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    265000 | PA      | $233657.66    | 0.00%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                                 | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    170000 | PA      | $104917.10    | 0.00%             | 2051-08-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                                 | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    340000 | PA      | $352496.02    | 0.00%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                                 | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503757.70    | 0.01%             | 2034-08-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                     | CUSIP: 906548CH3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $194559.62    | 0.00%             | 2039-03-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                     | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    165000 | PA      | $135675.51    | 0.00%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                     | CUSIP: 906548CL4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    265000 | PA      | $205770.54    | 0.00%             | 2045-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                     | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    124000 | PA      | $122817.13    | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                     | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    125000 | PA      | $99511.54     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                     | CUSIP: 906548CP5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    280000 | PA      | $275250.44    | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                     | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    170000 | PA      | $116268.66    | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                     | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142985.60    | 0.00%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                     | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    255000 | PA      | $153946.89    | 0.00%             | 2051-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                     | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    185000 | PA      | $141508.72    | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                     | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    115000 | PA      | $107569.93    | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                     | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154711.80    | 0.00%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                     | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    190000 | PA      | $174398.85    | 0.00%             | 2055-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                     | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154618.80    | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818CF3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    190000 | PA      | $204988.93    | 0.00%             | 2029-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    220000 | PA      | $198945.27    | 0.00%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    255000 | PA      | $191686.46    | 0.00%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818EF1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    120000 | PA      | $98464.38     | 0.00%             | 2045-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    175000 | PA      | $142834.42    | 0.00%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    225000 | PA      | $163687.79    | 0.00%             | 2046-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151070.96    | 0.00%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818EN4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160409.24    | 0.00%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818EP9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74280.13     | 0.00%             | 2027-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178058.36    | 0.00%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    225000 | PA      | $167153.94    | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818EW4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    130000 | PA      | $111770.88    | 0.00%             | 2048-09-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300682.41    | 0.00%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    310000 | PA      | $307806.66    | 0.00%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    275000 | PA      | $228421.68    | 0.00%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    165000 | PA      | $141033.78    | 0.00%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $148614.28    | 0.00%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    580000 | PA      | $419152.31    | 0.00%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    310000 | PA      | $290440.30    | 0.00%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171913.47    | 0.00%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    615000 | PA      | $425690.58    | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    265000 | PA      | $179253.55    | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    350000 | PA      | $205449.51    | 0.00%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $211372.53    | 0.00%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $206080.92    | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    350000 | PA      | $274630.79    | 0.00%             | 2041-05-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275293.05    | 0.00%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    245000 | PA      | $164528.21    | 0.00%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    110000 | PA      | $70351.24     | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $367552.24    | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78773.07     | 0.00%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    435000 | PA      | $308503.65    | 0.00%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    165000 | PA      | $114774.46    | 0.00%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50511.86     | 0.00%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18374.16     | 0.00%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299304.12    | 0.00%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 AA PTT                                                         | United Airlines 2018-1 Class AA Pass Through Trust                                    | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136625 | PA      | $132169.38    | 0.00%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                                                         | United Airlines 2019-1 Class AA Pass Through Trust                                    | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130064 | PA      | $127686.51    | 0.00%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                                          | United Airlines 2020-1 Class A Pass Through Trust                                     | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    384266 | PA      | $393344.15    | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-1 AA PTT                                                         | United Airlines 2016-1 Class AA Pass Through Trust                                    | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    153137 | PA      | $149208.17    | 0.00%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 AA PTT                                                         | United Airlines 2016-2 Class AA Pass Through Trust                                    | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180664 | PA      | $173984.46    | 0.00%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 AA PTT                                                         | United Airlines 2019-2 Class AA Pass Through Trust                                    | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    212095 | PA      | $194267.72    | 0.00%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                                          | United Airlines 2023-1 Class A Pass Through Trust                                     | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    391848 | PA      | $409267.50    | 0.00%             | 2037-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 AA PTT                                                         | United Airlines 2024-1 Class AA Pass Through Trust                                    | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260691 | PA      | $268178.35    | 0.00%             | 2038-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 A PTT                                                          | United Airlines 2024-1 Class A Pass Through Trust                                     | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48276 | PA      | $49434.63     | 0.00%             | 2038-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91086QAG3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    350000 | PA      | $415919.88    | 0.00%             | 2031-08-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                                  | CUSIP: 91086QAN8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    455000 | PA      | $524458.03    | 0.01%             | 2033-04-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91086QAS7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    650000 | PA      | $705155.49    | 0.01%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    850000 | PA      | $846457.37    | 0.01%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    750000 | PA      | $629519.03    | 0.01%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1225000 | PA      | $1009970.85   | 0.01%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    850000 | PA      | $787987.40    | 0.01%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    900000 | PA      | $708822.72    | 0.01%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    525000 | PA      | $396267.06    | 0.00%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAC4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    745000 | PA      | $744865.30    | 0.01%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $464582.34    | 0.00%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    660000 | PA      | $654051.49    | 0.01%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    955000 | PA      | $959732.88    | 0.01%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    725000 | PA      | $549585.24    | 0.01%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    815000 | PA      | $770530.75    | 0.01%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    760000 | PA      | $741118.41    | 0.01%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    750000 | PA      | $603165.75    | 0.01%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1050000 | PA      | $935970.63    | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    875000 | PA      | $539434.18    | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    855000 | PA      | $686618.52    | 0.01%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    905000 | PA      | $783315.87    | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    950000 | PA      | $693957.43    | 0.01%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    550000 | PA      | $528762.52    | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    450000 | PA      | $460613.61    | 0.00%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    800000 | PA      | $838610.88    | 0.01%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    620000 | PA      | $590909.79    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    910000 | PA      | $922955.40    | 0.01%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    800000 | PA      | $769139.36    | 0.01%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $524540.00    | 0.01%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1200000 | PA      | $1281903.12   | 0.01%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    800000 | PA      | $861376.80    | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                                  | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $1029305.90   | 0.01%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                                  | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    810000 | PA      | $846220.69    | 0.01%             | 2038-01-29      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                                  | CUSIP: 91087BBJ8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $247366.88    | 0.00%             | 2031-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                                  | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1185000 | PA      | $1175275.30   | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                                  | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    550000 | PA      | $542842.47    | 0.01%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp                                                  | United Nations Development Corp.                                                      | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $105782.97    | 0.00%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $441389.16    | 0.00%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    160000 | PA      | $154142.66    | 0.00%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    110000 | PA      | $88241.46     | 0.00%             | 2042-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    235000 | PA      | $174156.36    | 0.00%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296701.98    | 0.00%             | 2027-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    360000 | PA      | $278402.58    | 0.00%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    210000 | PA      | $173280.77    | 0.00%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123203.18    | 0.00%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $213087.90    | 0.00%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312BU9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    275000 | PA      | $260992.33    | 0.00%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231853.98    | 0.00%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    355000 | PA      | $340453.88    | 0.00%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    325000 | PA      | $331003.92    | 0.00%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    240000 | PA      | $247291.37    | 0.00%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    310000 | PA      | $284164.76    | 0.00%             | 2053-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259754.38    | 0.00%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    335000 | PA      | $326209.97    | 0.00%             | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312CF1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169176.02    | 0.00%             | 2064-05-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311278.41    | 0.00%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361561.90    | 0.00%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    345000 | PA      | $356289.40    | 0.00%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396909.84    | 0.00%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    445000 | PA      | $445768.92    | 0.00%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    315000 | PA      | $303598.07    | 0.00%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    560000 | PA      | $495870.70    | 0.01%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    455000 | PA      | $397710.40    | 0.00%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    310000 | PA      | $304489.69    | 0.00%             | 2028-01-27      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225604.70    | 0.00%             | 2033-01-27      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    610000 | PA      | $615224.83    | 0.01%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    420000 | PA      | $424000.25    | 0.00%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    440000 | PA      | $471292.32    | 0.00%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405108.92    | 0.00%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    630000 | PA      | $634994.83    | 0.01%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    550000 | PA      | $571900.95    | 0.01%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    555000 | PA      | $592607.63    | 0.01%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    465000 | PA      | $481701.31    | 0.01%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    580000 | PA      | $613036.16    | 0.01%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    505000 | PA      | $520184.69    | 0.01%             | 2030-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    320000 | PA      | $329051.84    | 0.00%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    390000 | PA      | $405305.55    | 0.00%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    270000 | PA      | $278469.85    | 0.00%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810EZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1035917.70   | 0.01%             | 2027-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4200000 | PA      | $4391871.54   | 0.05%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2434000 | PA      | $2550043.14   | 0.03%             | 2027-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810FE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1748000 | PA      | $1834130.95   | 0.02%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2248000 | PA      | $2351629.65   | 0.02%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1174000 | PA      | $1234617.85   | 0.01%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810FJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1044000 | PA      | $1132368.65   | 0.01%             | 2029-08-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2131000 | PA      | $2349784.02   | 0.02%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2594000 | PA      | $2789258.42   | 0.03%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2844000 | PA      | $2936896.98   | 0.03%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1432000 | PA      | $1500771.66   | 0.02%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1948000 | PA      | $2086049.70   | 0.02%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1996000 | PA      | $2014626.67   | 0.02%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2096000 | PA      | $2138392.02   | 0.02%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1872000 | PA      | $1706963.54   | 0.02%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2846000 | PA      | $2789060.36   | 0.03%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3146000 | PA      | $3153082.90   | 0.03%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3825000 | PA      | $3774902.06   | 0.04%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4455000 | PA      | $4506245.42   | 0.05%             | 2040-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3044000 | PA      | $2994253.13   | 0.03%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3744000 | PA      | $3469360.00   | 0.04%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4053000 | PA      | $3913167.04   | 0.04%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4292000 | PA      | $4371182.25   | 0.05%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3944000 | PA      | $3844117.81   | 0.04%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3817000 | PA      | $3442229.38   | 0.04%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3844000 | PA      | $3179772.94   | 0.03%             | 2041-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4082000 | PA      | $3359757.04   | 0.04%             | 2042-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3998000 | PA      | $3218698.65   | 0.03%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4191000 | PA      | $3236692.96   | 0.03%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6358000 | PA      | $4888336.86   | 0.05%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5286000 | PA      | $4278673.94   | 0.05%             | 2043-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8881000 | PA      | $6898032.56   | 0.07%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6417000 | PA      | $5542144.72   | 0.06%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6150000 | PA      | $5391604.76   | 0.06%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7027000 | PA      | $6035429.17   | 0.06%             | 2044-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6294000 | PA      | $5196991.68   | 0.05%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8132000 | PA      | $6440477.32   | 0.07%             | 2044-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7436000 | PA      | $5754502.53   | 0.06%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9832000 | PA      | $6965677.04   | 0.07%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4434000 | PA      | $3413290.98   | 0.04%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5832000 | PA      | $4375699.44   | 0.05%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3782000 | PA      | $2890087.91   | 0.03%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7591000 | PA      | $5286601.65   | 0.06%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6732000 | PA      | $4670421.94   | 0.05%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10578000 | PA      | $6961393.44   | 0.07%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3719000 | PA      | $2746374.02   | 0.03%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7634000 | PA      | $5748920.35   | 0.06%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6038000 | PA      | $4534688.35   | 0.05%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10280000 | PA      | $7346725.36   | 0.08%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9878000 | PA      | $7036176.45   | 0.07%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11300000 | PA      | $8412436.42   | 0.09%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11420000 | PA      | $8679848.66   | 0.09%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13328000 | PA      | $9874231.39   | 0.10%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12800000 | PA      | $10132139.52  | 0.11%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13776000 | PA      | $10155481.22  | 0.11%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13550000 | PA      | $9727774.00   | 0.10%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13100000 | PA      | $8223502.73   | 0.09%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11500000 | PA      | $7392227.60   | 0.08%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15398000 | PA      | $9035515.60   | 0.10%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17950000 | PA      | $8600873.54   | 0.09%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20300000 | PA      | $9992906.42   | 0.11%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15350000 | PA      | $9649782.11   | 0.10%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11700000 | PA      | $7431962.85   | 0.08%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21550000 | PA      | $11325981.78  | 0.12%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16600000 | PA      | $10782692.68  | 0.11%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22650000 | PA      | $12665558.37  | 0.13%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23750000 | PA      | $16602292.63  | 0.17%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22600000 | PA      | $14254097.98  | 0.15%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15200000 | PA      | $11187648.40  | 0.12%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22150000 | PA      | $12700409.09  | 0.13%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21150000 | PA      | $14280991.83  | 0.15%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20450000 | PA      | $11315717.11  | 0.12%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19700000 | PA      | $13756842.93  | 0.14%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18600000 | PA      | $11296005.06  | 0.12%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15400000 | PA      | $11339445.04  | 0.12%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17700000 | PA      | $12377163.96  | 0.13%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13100000 | PA      | $10932122.92  | 0.11%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16500000 | PA      | $11825036.85  | 0.12%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11700000 | PA      | $9891736.92   | 0.10%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17450000 | PA      | $15140979.36  | 0.16%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11900000 | PA      | $10911575.29  | 0.11%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16600000 | PA      | $13445294.50  | 0.14%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11450000 | PA      | $10306763.30  | 0.11%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18250000 | PA      | $14770336.38  | 0.16%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11300000 | PA      | $10139570.23  | 0.11%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19200000 | PA      | $17005363.20  | 0.18%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12850000 | PA      | $12277973.26  | 0.13%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20900000 | PA      | $20522727.83  | 0.22%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12150000 | PA      | $12154129.79  | 0.13%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21100000 | PA      | $19086473.42  | 0.20%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13150000 | PA      | $12727440.53  | 0.13%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20800000 | PA      | $20041644.48  | 0.21%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12276422.50  | 0.13%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20950000 | PA      | $18955689.89  | 0.20%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12300000 | PA      | $11292808.35  | 0.12%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $19818296.40  | 0.21%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12700000 | PA      | $12446817.88  | 0.13%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20950000 | PA      | $20194346.07  | 0.21%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12450000 | PA      | $12386466.41  | 0.13%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23775000 | PA      | $23379210.44  | 0.25%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12850000 | PA      | $13193339.15  | 0.14%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25650000 | PA      | $25237001.66  | 0.27%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13300000 | PA      | $13430180.40  | 0.14%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8250000 | PA      | $7953070.95   | 0.08%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4750000 | PA      | $4641444.45   | 0.05%             | 2045-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12672000 | PA      | $12427934.75  | 0.13%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13474000 | PA      | $13177380.67  | 0.14%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17822000 | PA      | $17556616.16  | 0.18%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19170000 | PA      | $18901570.16  | 0.20%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19368000 | PA      | $19061820.97  | 0.20%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17714000 | PA      | $17518208.93  | 0.18%             | 2028-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18166000 | PA      | $17665432.24  | 0.19%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14658000 | PA      | $14098035.08  | 0.15%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14126000 | PA      | $13931185.51  | 0.15%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16320000 | PA      | $16075482.34  | 0.17%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15166000 | PA      | $14160961.31  | 0.15%             | 2029-08-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9866000 | PA      | $9214691.08   | 0.10%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5990000 | PA      | $5887267.31   | 0.06%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $22512542.60  | 0.24%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18998000 | PA      | $17452590.59  | 0.18%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4400000 | PA      | $4281995.96   | 0.05%             | 2027-02-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6100000 | PA      | $5889698.84   | 0.06%             | 2027-03-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9150000 | PA      | $8799340.89   | 0.09%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23905000 | PA      | $20982248.00  | 0.22%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8700000 | PA      | $8346024.84   | 0.09%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10400000 | PA      | $9952888.40   | 0.10%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12600000 | PA      | $12004410.60  | 0.13%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32700000 | PA      | $28457560.86  | 0.30%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11427849.60  | 0.12%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16700000 | PA      | $15831344.49  | 0.17%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13200000 | PA      | $12509273.04  | 0.13%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33800000 | PA      | $29550562.60  | 0.31%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14500000 | PA      | $13742946.30  | 0.14%             | 2027-11-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $15127708.80  | 0.16%             | 2027-12-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17550000 | PA      | $16595552.03  | 0.17%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31600000 | PA      | $27824406.72  | 0.29%             | 2031-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18300000 | PA      | $17408367.27  | 0.18%             | 2028-02-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16600000 | PA      | $15802814.88  | 0.17%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $17103177.00  | 0.18%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30300000 | PA      | $27149345.40  | 0.29%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18505000 | PA      | $17548256.34  | 0.18%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16500000 | PA      | $15618502.35  | 0.16%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $16891354.80  | 0.18%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33400000 | PA      | $29104883.58  | 0.31%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18100000 | PA      | $17005646.85  | 0.18%             | 2028-08-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18750000 | PA      | $17641190.63  | 0.19%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18500000 | PA      | $17431930.25  | 0.18%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32800000 | PA      | $28577938.08  | 0.30%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17500000 | PA      | $16518278.00  | 0.17%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $15961201.40  | 0.17%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $16625758.60  | 0.17%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15800000 | PA      | $14972100.54  | 0.16%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30800000 | PA      | $27478802.12  | 0.29%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14248498.50  | 0.15%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $15706212.80  | 0.17%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13900000 | PA      | $13394658.55  | 0.14%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15100000 | PA      | $14916821.90  | 0.16%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13200000 | PA      | $12910298.28  | 0.14%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14300000 | PA      | $14162556.98  | 0.15%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29900000 | PA      | $28198492.66  | 0.30%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $12652637.40  | 0.13%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13450000 | PA      | $13290778.90  | 0.14%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12359770.00  | 0.13%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14500000 | PA      | $14452679.25  | 0.15%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $13843838.40  | 0.15%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10641075.50  | 0.11%             | 2029-07-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29500000 | PA      | $27507676.20  | 0.29%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13500000 | PA      | $13423773.60  | 0.14%             | 2027-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11400000 | PA      | $11208318.12  | 0.12%             | 2029-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $11094714.40  | 0.12%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13500000 | PA      | $13646584.35  | 0.14%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $10638732.30  | 0.11%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $13145979.60  | 0.14%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30200000 | PA      | $30554650.68  | 0.32%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10800000 | PA      | $10890722.16  | 0.11%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $13094181.10  | 0.14%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10085489.00  | 0.11%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12595185.00  | 0.13%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12504331.25  | 0.13%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $10440851.40  | 0.11%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29163987.00  | 0.31%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $13137517.90  | 0.14%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30800000 | PA      | $31193004.92  | 0.33%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9982202.00   | 0.10%             | 2030-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12650000 | PA      | $12686418.09  | 0.13%             | 2028-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10200000 | PA      | $10127580.00  | 0.11%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12800000 | PA      | $12799801.60  | 0.13%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30400000 | PA      | $29239090.88  | 0.31%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12534431.25  | 0.13%             | 2028-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $11028387.70  | 0.12%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10750000 | PA      | $10777661.90  | 0.11%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12700000 | PA      | $12849539.96  | 0.14%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12688183.75  | 0.13%             | 2028-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10127685.00  | 0.11%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32500000 | PA      | $32246324.50  | 0.34%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $10685269.35  | 0.11%             | 2030-08-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13400000 | PA      | $13685442.78  | 0.14%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $11432924.80  | 0.12%             | 2030-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $16454524.80  | 0.17%             | 2028-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $16569472.00  | 0.17%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11500000 | PA      | $12082791.25  | 0.13%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34740000 | PA      | $35887785.28  | 0.38%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11800000 | PA      | $12141640.68  | 0.13%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17050000 | PA      | $17438317.16  | 0.18%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14200000 | PA      | $14312860.18  | 0.15%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11250000 | PA      | $11258415.00  | 0.12%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17500000 | PA      | $17601755.50  | 0.19%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15100000 | PA      | $15175182.90  | 0.16%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $18232597.80  | 0.19%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11600000 | PA      | $11736450.80  | 0.12%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36800000 | PA      | $36704846.24  | 0.39%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16865000 | PA      | $16977629.53  | 0.18%             | 2027-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13500000 | PA      | $13812732.90  | 0.15%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19250000 | PA      | $19643758.75  | 0.21%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16500000 | PA      | $16641452.85  | 0.18%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12715311.25  | 0.13%             | 2031-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20338626.00  | 0.21%             | 2029-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $17211483.40  | 0.18%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $13533621.40  | 0.14%             | 2031-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $21683556.30  | 0.23%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37000000 | PA      | $37837520.90  | 0.40%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13700000 | PA      | $13883007.34  | 0.15%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20550000 | PA      | $21144090.23  | 0.22%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12900000 | PA      | $13429472.76  | 0.14%             | 2031-05-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17800000 | PA      | $18087146.04  | 0.19%             | 2027-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $13297416.60  | 0.14%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20500000 | PA      | $20937121.50  | 0.22%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17500000 | PA      | $17734452.75  | 0.19%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $21274646.40  | 0.22%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12704450.00  | 0.13%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36750000 | PA      | $36200899.88  | 0.38%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17300000 | PA      | $17374647.77  | 0.18%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16025000 | PA      | $15975340.13  | 0.17%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22500000 | PA      | $22500526.50  | 0.24%             | 2029-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16500000 | PA      | $16472256.90  | 0.17%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12225000 | PA      | $12105900.38  | 0.13%             | 2031-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $20907631.50  | 0.22%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17300000 | PA      | $17418575.93  | 0.18%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20400000 | PA      | $20750826.96  | 0.22%             | 2029-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15200000 | PA      | $15437772.08  | 0.16%             | 2031-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37100000 | PA      | $37516158.12  | 0.39%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17900000 | PA      | $18107296.32  | 0.19%             | 2027-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12691588.75  | 0.13%             | 2031-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $21364268.10  | 0.22%             | 2029-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18200000 | PA      | $18379488.40  | 0.19%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $14492318.40  | 0.15%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $21562634.10  | 0.23%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24400000 | PA      | $24572481.16  | 0.26%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17200000 | PA      | $17455951.48  | 0.18%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20775000 | PA      | $21239071.95  | 0.22%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23490000 | PA      | $23641825.27  | 0.25%             | 2027-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12750000 | PA      | $13108736.55  | 0.14%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37550000 | PA      | $38997683.93  | 0.41%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19500000 | PA      | $19801532.40  | 0.21%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20700000 | PA      | $20841070.50  | 0.22%             | 2027-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12679801.25  | 0.13%             | 2032-02-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $17138626.50  | 0.18%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12675852.50  | 0.13%             | 2032-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $21269440.50  | 0.22%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $25111780.00  | 0.26%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $17091414.10  | 0.18%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $21068054.70  | 0.22%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20500000 | PA      | $20662767.95  | 0.22%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13250000 | PA      | $13340098.68  | 0.14%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37000000 | PA      | $37327831.10  | 0.39%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16900000 | PA      | $16994776.89  | 0.18%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19000000 | PA      | $19099054.60  | 0.20%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12800000 | PA      | $12971988.48  | 0.14%             | 2032-05-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20400000 | PA      | $20659842.96  | 0.22%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $18155728.80  | 0.19%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $14086356.20  | 0.15%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20800000 | PA      | $20957526.72  | 0.22%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19100000 | PA      | $19174954.13  | 0.20%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19600000 | PA      | $19768771.68  | 0.21%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22600000 | PA      | $22767617.42  | 0.24%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $21125067.60  | 0.22%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $13073602.10  | 0.14%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39650000 | PA      | $39947053.84  | 0.42%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $23061393.90  | 0.24%             | 2028-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21700000 | PA      | $21749130.97  | 0.23%             | 2027-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13100000 | PA      | $13069746.86  | 0.14%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25500000 | PA      | $25410028.35  | 0.27%             | 2030-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26540000 | PA      | $26435535.91  | 0.28%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14200000 | PA      | $14162722.16  | 0.15%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26300000 | PA      | $26201874.70  | 0.28%             | 2030-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20600000 | PA      | $20607611.70  | 0.22%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22975000 | PA      | $22954494.81  | 0.24%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27000000 | PA      | $26890658.10  | 0.28%             | 2030-10-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20700000 | PA      | $20706839.28  | 0.22%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13500000 | PA      | $13356948.60  | 0.14%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $16760079.00  | 0.18%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32375000 | PA      | $32340928.55  | 0.34%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24500000 | PA      | $24454978.80  | 0.26%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $13845043.80  | 0.15%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29250000 | PA      | $28961217.68  | 0.30%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 913017BA6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    255000 | PA      | $284006.12    | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 913017BJ7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    225000 | PA      | $236731.95    | 0.00%             | 2035-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 913017BK4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    125000 | PA      | $136228.23    | 0.00%             | 2036-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    165000 | PA      | $180885.77    | 0.00%             | 2038-07-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 913017BS7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    225000 | PA      | $235905.89    | 0.00%             | 2040-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $926406.28    | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    175000 | PA      | $146311.73    | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    350000 | PA      | $272239.84    | 0.00%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    185000 | PA      | $149497.13    | 0.00%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    390000 | PA      | $385998.21    | 0.00%             | 2027-05-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188137.20    | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    490000 | PA      | $427720.36    | 0.00%             | 2048-11-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    955000 | PA      | $958607.89    | 0.01%             | 2028-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES PLC                                                             | United Utilities PLC                                                                  | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |     85000 | PA      | $90529.81     | 0.00%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    275000 | PA      | $293677.20    | 0.00%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    175000 | PA      | $196115.27    | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $169139.15    | 0.00%             | 2037-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $347259.45    | 0.00%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88236.09     | 0.00%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131654.24    | 0.00%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    173000 | PA      | $158653.78    | 0.00%             | 2041-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    175000 | PA      | $154022.24    | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    185000 | PA      | $153371.31    | 0.00%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128944.32    | 0.00%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    310000 | PA      | $306012.56    | 0.00%             | 2035-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    585000 | PA      | $526476.25    | 0.01%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249009.33    | 0.00%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    220000 | PA      | $180557.34    | 0.00%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PCY6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129293.65    | 0.00%             | 2027-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    235000 | PA      | $193892.46    | 0.00%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    365000 | PA      | $359945.85    | 0.00%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $229256.40    | 0.00%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349545.60    | 0.00%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $327461.32    | 0.00%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249873.53    | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $294359.73    | 0.00%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    340000 | PA      | $326597.37    | 0.00%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    405000 | PA      | $337880.04    | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    365000 | PA      | $271128.83    | 0.00%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    390000 | PA      | $280286.25    | 0.00%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $364987.04    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $224585.01    | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    395000 | PA      | $252651.09    | 0.00%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    420000 | PA      | $254504.54    | 0.00%             | 2060-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    425000 | PA      | $383512.39    | 0.00%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    445000 | PA      | $337455.47    | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    585000 | PA      | $395826.91    | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124822.66    | 0.00%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299761.80    | 0.00%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    455000 | PA      | $449467.97    | 0.00%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    585000 | PA      | $505960.77    | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $259935.24    | 0.00%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    325000 | PA      | $334086.84    | 0.00%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417203.04    | 0.00%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    580000 | PA      | $604682.65    | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605985.90    | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    450000 | PA      | $460395.99    | 0.00%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317201.03    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    530000 | PA      | $526249.77    | 0.01%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    585000 | PA      | $528761.32    | 0.01%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    555000 | PA      | $497448.11    | 0.01%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201768.10    | 0.00%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30600.13     | 0.00%             | 2029-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308126.04    | 0.00%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    395000 | PA      | $401670.48    | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    530000 | PA      | $500689.83    | 0.01%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    345000 | PA      | $324313.66    | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307344.96    | 0.00%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410486.64    | 0.00%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    580000 | PA      | $594771.67    | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446628.92    | 0.00%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    815000 | PA      | $799965.86    | 0.01%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    565000 | PA      | $551791.88    | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202280.84    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239954.13    | 0.00%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    290000 | PA      | $300439.65    | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    245000 | PA      | $251938.89    | 0.00%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| University of Pittsburgh-of the Commonwealth System of Higher Education          | University of Pittsburgh-of the Commonwealth System of Higher Education               | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |    250000 | PA      | $155665.00    | 0.00%             | 2119-09-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | Regents of the University of California Medical Center Pooled Revenue                 | CUSIP: 913366DF4<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    310000 | PA      | $333357.11    | 0.00%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | Regents of the University of California Medical Center Pooled Revenue                 | CUSIP: 913366EP1<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    100000 | PA      | $107734.67    | 0.00%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | Regents of the University of California Medical Center Pooled Revenue                 | CUSIP: 913366KB5<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    235000 | PA      | $153870.32    | 0.00%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | Regents of the University of California Medical Center Pooled Revenue                 | CUSIP: 913366KD1<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |     30000 | PA      | $18823.82     | 0.00%             | 2120-05-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                                  | CUSIP: 913366KV1<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |     75000 | PA      | $74357.49     | 0.00%             | 2032-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | Regents of the University of California Medical Center Pooled Revenue                 | CUSIP: 913366KW9<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    200000 | PA      | $170431.16    | 0.00%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| UNITYPOINT HEALTH                                                                | Iowa Health System                                                                    | CUSIP: 91338CAA3<br>LEI: 549300M1J9QXG1NVRE79 | Long             | DBT              | CORP              | US        |    185000 | PA      | $138548.48    | 0.00%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                         | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228006.23    | 0.00%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                         | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132553.56    | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                         | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    215000 | PA      | $211279.12    | 0.00%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | University of California                                                              | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $245537.22    | 0.00%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | University of California                                                              | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $333646.56    | 0.00%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | University of California                                                              | CUSIP: 91412HFG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $196514.20    | 0.00%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | University of California                                                              | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $96772.65     | 0.00%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | University of California                                                              | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $226153.63    | 0.00%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | University of California                                                              | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $160339.98    | 0.00%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                            | University of Chicago/The                                                             | CUSIP: 91412NBC3<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    125000 | PA      | $98978.05     | 0.00%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| UNIVERSITY OF CHICAGO                                                            | University of Chicago/The                                                             | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    205000 | PA      | $163134.16    | 0.00%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                            | University of Chicago/The                                                             | CUSIP: 91412NBE9<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    145000 | PA      | $95008.23     | 0.00%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MIAMI                                                              | University of Miami                                                                   | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |    220000 | PA      | $177203.20    | 0.00%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | University of Michigan                                                                | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $323435.55    | 0.00%             | 2040-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                                   | CUSIP: 914455UG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $188791.95    | 0.00%             | 2050-04-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | University of Michigan                                                                | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $275314.46    | 0.00%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | University of Michigan                                                                | CUSIP: 914455VJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $110144.78    | 0.00%             | 2047-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| University of Minnesota                                                          | University of Minnesota                                                               | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $108410.31    | 0.00%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNIV OF NOTRE DAME                                                               | University of Notre Dame du Lac                                                       | CUSIP: 914744AD9<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    135000 | PA      | $105339.16    | 0.00%             | 2045-02-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| UNIV OF NOTRE DAME                                                               | University of Notre Dame du Lac                                                       | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    109000 | PA      | $82312.85     | 0.00%             | 2048-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                         | Trustees of the University of Pennsylvania/The                                        | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82396.85     | 0.00%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                         | Trustees of the University of Pennsylvania/The                                        | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64128.29     | 0.00%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                         | Trustees of the University of Pennsylvania/The                                        | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     85000 | PA      | $50327.34     | 0.00%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                                     | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93170.36     | 0.00%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                                     | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    235000 | PA      | $196624.48    | 0.00%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                                     | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    115000 | PA      | $92285.28     | 0.00%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                                     | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     75000 | PA      | $43457.51     | 0.00%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                                     | CUSIP: 914886AE6<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     90000 | PA      | $57477.29     | 0.00%             | 2050-10-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                                     | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    180000 | PA      | $117256.30    | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                                     | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83474.61     | 0.00%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | Board of Regents of the University of Texas System                                    | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     60000 | PA      | $56537.98     | 0.00%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS TX UNIV REVENUES                                                        | CUSIP: 91514AKD6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     70000 | PA      | $42865.40     | 0.00%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | University of Virginia                                                                | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $110560.28    | 0.00%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | University of Virginia                                                                | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $231783.64    | 0.00%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | University of Virginia                                                                | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $199773.63    | 0.00%             | 2051-11-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                            | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149124.72    | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                            | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168421.09    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                            | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121007.19    | 0.00%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                            | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    185000 | PA      | $140281.97    | 0.00%             | 2051-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                            | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98952.71     | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                            | CUSIP: 91529YAU0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89401.10     | 0.00%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                                | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    795000 | PA      | $808206.22    | 0.01%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                                     | CUSIP: 91911TAE3<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $240937.82    | 0.00%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                                     | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $282316.75    | 0.00%             | 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        |    300000 | PA      | $340232.52    | 0.00%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                                     | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    440000 | PA      | $424064.30    | 0.00%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                                     | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    550000 | PA      | $588653.40    | 0.01%             | 2033-06-12      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                                     | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    525000 | PA      | $535518.48    | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                                          | Vale SA                                                                               | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |    210000 | PA      | $212250.38    | 0.00%             | 2042-09-11      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                                    | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    220000 | PA      | $252239.09    | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                                    | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    400000 | PA      | $440951.16    | 0.00%             | 2037-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                                    | CUSIP: 91913YAT7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178706.92    | 0.00%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                                    | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165882.80    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                                    | CUSIP: 91913YAW0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148967.75    | 0.00%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                                    | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    215000 | PA      | $208460.71    | 0.00%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                                    | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182501.30    | 0.00%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                                    | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    275000 | PA      | $190377.19    | 0.00%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                                    | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    205000 | PA      | $151630.83    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS                                                           | Valero Energy Partners LP                                                             | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181327.72    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VALMONT INDUSTRIES INC                                                           | Valmont Industries Inc                                                                | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93100.07     | 0.00%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VALMONT INDUSTRIES INC                                                           | Valmont Industries Inc                                                                | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    135000 | PA      | $124351.42    | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                      | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    150000 | PA      | $150970.97    | 0.00%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                      | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    130000 | PA      | $109211.71    | 0.00%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                      | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    100000 | PA      | $99795.99     | 0.00%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                      | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    200000 | PA      | $199773.82    | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                      | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    250000 | PA      | $251237.50    | 0.00%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                      | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    210000 | PA      | $183810.31    | 0.00%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                      | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    170000 | PA      | $161881.68    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                      | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    200000 | PA      | $202828.10    | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                      | CUSIP: 92277GAW7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     50000 | PA      | $44955.54     | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                      | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    150000 | PA      | $156852.72    | 0.00%             | 2034-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                      | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    135000 | PA      | $135337.96    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                     | Veralto Corp                                                                          | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    235000 | PA      | $242360.20    | 0.00%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                     | Veralto Corp                                                                          | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208948.82    | 0.00%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                     | VeriSign Inc                                                                          | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180102.17    | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                     | VeriSign Inc                                                                          | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    245000 | PA      | $223138.28    | 0.00%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                     | VeriSign Inc                                                                          | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133674.41    | 0.00%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    190000 | PA      | $173513.11    | 0.00%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    206000 | PA      | $165354.78    | 0.00%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VBS2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    235000 | PA      | $259183.07    | 0.00%             | 2033-09-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    235000 | PA      | $258506.56    | 0.00%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    695000 | PA      | $618312.17    | 0.01%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VCM4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    280000 | PA      | $245996.80    | 0.00%             | 2054-08-21      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    700000 | PA      | $675939.11    | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    450000 | PA      | $421852.28    | 0.00%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    465000 | PA      | $389135.67    | 0.00%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $331463.52    | 0.00%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    305000 | PA      | $244560.29    | 0.00%             | 2046-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380078.04    | 0.00%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VDS0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44874.18     | 0.00%             | 2049-04-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    465000 | PA      | $468498.20    | 0.00%             | 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        |    295000 | PA      | $284539.92    | 0.00%             | 2047-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    460000 | PA      | $461276.50    | 0.00%             | 2027-03-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    610000 | PA      | $600737.88    | 0.01%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    824000 | PA      | $831132.13    | 0.01%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264085.19    | 0.00%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1124039.55   | 0.01%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    415000 | PA      | $316405.13    | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    425000 | PA      | $407124.20    | 0.00%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    395000 | PA      | $348465.88    | 0.00%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    610000 | PA      | $536983.43    | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    905000 | PA      | $646585.85    | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    870000 | PA      | $539714.77    | 0.01%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    625000 | PA      | $364766.06    | 0.00%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $652201.05    | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    398000 | PA      | $353162.59    | 0.00%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $355756.30    | 0.00%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $730325.27    | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    720000 | PA      | $691567.63    | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1187568.33   | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $854049.44    | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    175000 | PA      | $126179.13    | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1159651.16   | 0.01%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    275000 | PA      | $204065.15    | 0.00%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359015.79    | 0.00%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    310000 | PA      | $297985.49    | 0.00%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    622000 | PA      | $613355.69    | 0.01%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    650000 | PA      | $661242.27    | 0.01%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    841000 | PA      | $850479.16    | 0.01%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    610000 | PA      | $609684.81    | 0.01%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    680000 | PA      | $674260.87    | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    460000 | PA      | $456942.52    | 0.00%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988285.20    | 0.01%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    610000 | PA      | $602532.87    | 0.01%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $172024.10    | 0.00%             | 2030-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                                  | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175067.87    | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                                  | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299464.14    | 0.00%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                                  | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    225000 | PA      | $162584.21    | 0.00%             | 2050-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                                  | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158763.66    | 0.00%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                                  | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239352.32    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                                  | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222208.32    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                                  | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222208.32    | 0.00%             | 2036-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    245000 | PA      | $265144.37    | 0.00%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124191.74    | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    335000 | PA      | $331773.48    | 0.00%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    360000 | PA      | $251119.33    | 0.00%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    375000 | PA      | $308837.10    | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    105000 | PA      | $79678.06     | 0.00%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336492.66    | 0.00%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    305000 | PA      | $215897.18    | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    275000 | PA      | $248855.20    | 0.00%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                           | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194332.30    | 0.00%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                           | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    430000 | PA      | $393081.10    | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                           | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    430000 | PA      | $330077.20    | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                           | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    600000 | PA      | $400099.86    | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                                    | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    585000 | PA      | $590952.08    | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                                    | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    300000 | PA      | $303722.79    | 0.00%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                                    | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    430000 | PA      | $433113.97    | 0.00%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                                    | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    335000 | PA      | $313753.63    | 0.00%             | 2052-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                                    | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    150000 | PA      | $149686.19    | 0.00%             | 2054-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                                    | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    200000 | PA      | $202650.34    | 0.00%             | 2031-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                                    | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    250000 | PA      | $255586.03    | 0.00%             | 2035-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                                         | Viper Energy Partners LLC                                                             | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197330.58    | 0.00%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                                         | Viper Energy Partners LLC                                                             | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    320000 | PA      | $325587.14    | 0.00%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $268524.38    | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    325000 | PA      | $349826.52    | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $164939.52    | 0.00%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $401010.84    | 0.00%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $205007.48    | 0.00%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134750.34    | 0.00%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $216415.70    | 0.00%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82920.83     | 0.00%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    220000 | PA      | $175074.72    | 0.00%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348539.17    | 0.00%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $191735.88    | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199306.26    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    365000 | PA      | $313080.32    | 0.00%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    270000 | PA      | $259122.81    | 0.00%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GC2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $207109.08    | 0.00%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    450000 | PA      | $259078.82    | 0.00%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $47290.13     | 0.00%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174731.22    | 0.00%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    240000 | PA      | $202275.41    | 0.00%             | 2052-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204857.44    | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    220000 | PA      | $209917.95    | 0.00%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103913.61    | 0.00%             | 2033-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172469.66    | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65663.20     | 0.00%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197798.50    | 0.00%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97043.50     | 0.00%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68676.59     | 0.00%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239217.96    | 0.00%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    260000 | PA      | $252705.70    | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                              | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    510000 | PA      | $496862.30    | 0.01%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                              | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    925000 | PA      | $807131.04    | 0.01%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                              | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    235000 | PA      | $232250.05    | 0.00%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                              | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    310000 | PA      | $242225.20    | 0.00%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                              | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    260000 | PA      | $200365.15    | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                              | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392097.44    | 0.00%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                              | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    460000 | PA      | $426774.98    | 0.00%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                              | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    330000 | PA      | $287847.05    | 0.00%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                              | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    215000 | PA      | $205850.85    | 0.00%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                              | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    425000 | PA      | $230785.24    | 0.00%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMware LLC                                                                            | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350188.86    | 0.00%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMware LLC                                                                            | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203234.04    | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMware LLC                                                                            | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    265000 | PA      | $250747.77    | 0.00%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMware LLC                                                                            | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    510000 | PA      | $453356.09    | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                                    | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    135000 | PA      | $153882.23    | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                                    | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    195000 | PA      | $212962.09    | 0.00%             | 2032-11-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                                    | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    405000 | PA      | $440524.62    | 0.00%             | 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        |     90000 | PA      | $76911.01     | 0.00%             | 2043-02-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                                    | CUSIP: 92857WBK5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $152359.83    | 0.00%             | 2028-05-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                                    | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $221625.99    | 0.00%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                                    | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $392696.13    | 0.00%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                                    | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $304881.89    | 0.00%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                                    | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $242891.57    | 0.00%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                                    | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $248923.22    | 0.00%             | 2053-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                                    | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    145000 | PA      | $137896.51    | 0.00%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                                    | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    525000 | PA      | $509242.13    | 0.01%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                                    | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $290740.83    | 0.00%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                     | Vontier Corp                                                                          | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    155000 | PA      | $148684.97    | 0.00%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                     | Vontier Corp                                                                          | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183602.90    | 0.00%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                                    | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88814.45     | 0.00%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                                    | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    195000 | PA      | $184771.76    | 0.00%             | 2048-01-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                                   | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200054.34    | 0.00%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                                   | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    235000 | PA      | $201331.62    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                                   | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    190000 | PA      | $166628.88    | 0.00%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                                   | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    265000 | PA      | $256876.35    | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                                   | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20534.41     | 0.00%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                                   | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238624.47    | 0.00%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                                   | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224738.57    | 0.00%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                          | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    115000 | PA      | $113396.97    | 0.00%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                          | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    235000 | PA      | $211929.44    | 0.00%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                          | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    200000 | PA      | $168867.98    | 0.00%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                          | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    140000 | PA      | $123487.73    | 0.00%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                          | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    120000 | PA      | $120939.54    | 0.00%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                                  | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239314.75    | 0.00%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                                  | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     86000 | PA      | $76577.50     | 0.00%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                                  | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142633.53    | 0.00%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                                  | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178575.30    | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                                  | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147257.87    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                                  | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191520.30    | 0.00%             | 2056-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                        | WRKCo Inc                                                                             | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    335000 | PA      | $341378.74    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                        | WRKCo Inc                                                                             | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248914.00    | 0.00%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                        | WRKCo Inc                                                                             | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    255000 | PA      | $247967.53    | 0.00%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                        | WRKCo Inc                                                                             | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223055.83    | 0.00%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                              | Wells Fargo Bank NA                                                                   | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    350000 | PA      | $370566.04    | 0.00%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                              | Wells Fargo Bank NA                                                                   | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    310000 | PA      | $346797.99    | 0.00%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| WACHOVIA CORP                                                                    | Wachovia Corp.                                                                        | CUSIP: 929903AM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    280000 | PA      | $288923.10    | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WAKEMED                                                                          | WakeMed                                                                               | CUSIP: 931108AA2<br>LEI: 549300RAN6BZ6UMO7Z44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68795.61     | 0.00%             | 2052-10-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142BF9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $170855.27    | 0.00%             | 2030-02-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    465000 | PA      | $492463.92    | 0.01%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142CH4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102951.13    | 0.00%             | 2027-04-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142CK7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    285000 | PA      | $329629.06    | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142CM3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $225970.52    | 0.00%             | 2038-04-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    170000 | PA      | $180998.78    | 0.00%             | 2040-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142CY7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    305000 | PA      | $310556.92    | 0.00%             | 2040-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142DB6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    175000 | PA      | $185340.21    | 0.00%             | 2041-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142DG5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    160000 | PA      | $138569.25    | 0.00%             | 2043-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142DQ3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    165000 | PA      | $147789.44    | 0.00%             | 2044-04-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142DW0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116369.03    | 0.00%             | 2047-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    210000 | PA      | $194996.24    | 0.00%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    560000 | PA      | $466691.06    | 0.00%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    550000 | PA      | $551462.12    | 0.01%             | 2028-06-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142EN9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344707.62    | 0.00%             | 2029-07-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142EP4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    220000 | PA      | $149201.25    | 0.00%             | 2049-09-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142EQ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80656.01     | 0.00%             | 2029-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    235000 | PA      | $222299.31    | 0.00%             | 2028-09-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    690000 | PA      | $614890.60    | 0.01%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $180940.40    | 0.00%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    350000 | PA      | $220688.79    | 0.00%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301815.33    | 0.00%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    365000 | PA      | $367454.55    | 0.00%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    245000 | PA      | $216125.40    | 0.00%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201068.76    | 0.00%             | 2028-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142FC2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90840.03     | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    410000 | PA      | $409336.78    | 0.00%             | 2033-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    495000 | PA      | $437990.16    | 0.00%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142FL2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251794.80    | 0.00%             | 2027-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147404.33    | 0.00%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    450000 | PA      | $463162.28    | 0.00%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                                                          | Washington Gas Light Co                                                               | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    160000 | PA      | $124574.18    | 0.00%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                                                          | Washington Gas Light Co                                                               | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    195000 | PA      | $142539.40    | 0.00%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                                            | Washington University/The                                                             | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    240000 | PA      | $174137.16    | 0.00%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                                            | Washington University/The                                                             | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    175000 | PA      | $132503.35    | 0.00%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                                 | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $216647.37    | 0.00%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                                 | CUSIP: 941053AJ9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    204000 | PA      | $200638.02    | 0.00%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                                 | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $188685.60    | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                                 | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $117155.48    | 0.00%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                                 | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $220982.75    | 0.00%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                                 | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $194356.08    | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                                 | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $195486.38    | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                                 | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $204216.80    | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                                 | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $155400.29    | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LBC2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    215000 | PA      | $181602.52    | 0.00%             | 2045-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    310000 | PA      | $306624.50    | 0.00%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165573.34    | 0.00%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    225000 | PA      | $134555.04    | 0.00%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    280000 | PA      | $264085.53    | 0.00%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    295000 | PA      | $257739.76    | 0.00%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4679.43      | 0.00%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228089.87    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LBT5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275185.89    | 0.00%             | 2030-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197810.75    | 0.00%             | 2033-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205335.26    | 0.00%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    375000 | PA      | $385170.49    | 0.00%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157604.05    | 0.00%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    235000 | PA      | $243313.99    | 0.00%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249828.78    | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304091.58    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230287.39    | 0.00%             | 2032-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508132.70    | 0.01%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    395000 | PA      | $384883.89    | 0.00%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                                           | Webster Financial Corp                                                                | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162409.47    | 0.00%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                                           | Webster Financial Corp                                                                | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155116.44    | 0.00%             | 2035-09-11      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                                                       | Weibo Corp                                                                            | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    275000 | PA      | $260848.64    | 0.00%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    280000 | PA      | $299177.59    | 0.00%             | 2034-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106226.56    | 0.00%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $70791.77     | 0.00%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    255000 | PA      | $229439.57    | 0.00%             | 2042-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269004.69    | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    240000 | PA      | $226319.02    | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    265000 | PA      | $233726.95    | 0.00%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 949746JM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    235000 | PA      | $247480.33    | 0.00%             | 2035-02-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    335000 | PA      | $350881.91    | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    755000 | PA      | $748889.18    | 0.01%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    350000 | PA      | $392128.80    | 0.00%             | 2029-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    550000 | PA      | $533682.11    | 0.01%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    620000 | PA      | $543308.29    | 0.01%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    665000 | PA      | $540402.54    | 0.01%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    710000 | PA      | $713174.27    | 0.01%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $540200.04    | 0.01%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    805000 | PA      | $672773.03    | 0.01%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    525000 | PA      | $461429.22    | 0.00%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                              | Wells Fargo Bank NA                                                                   | CUSIP: 94988J6F9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    680000 | PA      | $688173.67    | 0.01%             | 2026-12-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2016-C32                                        | CUSIP: 94989YAZ6<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |     29020 | PA      | $28946.52     | 0.00%             | 2059-01-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2016-NXS5                                       | CUSIP: 95000CBB8<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |    925582 | PA      | $924018.61    | 0.01%             | 2059-01-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-NXS6                                  | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                       | CUSIP: 95000KBB0<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $148779.23    | 0.00%             | 2049-11-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    970000 | PA      | $963972.42    | 0.01%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752023.20    | 0.01%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1033035.77   | 0.01%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $990900.08    | 0.01%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $704843.16    | 0.01%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1500814.68   | 0.02%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $854388.59    | 0.01%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    970000 | PA      | $948159.29    | 0.01%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1106384.49   | 0.01%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1167396.58   | 0.01%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $908610.73    | 0.01%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $910337.13    | 0.01%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1397168.71   | 0.01%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1232269.89   | 0.01%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1418489.51   | 0.01%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1369711.69   | 0.01%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    825000 | PA      | $871988.87    | 0.01%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1169365.17   | 0.01%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    750000 | PA      | $772686.83    | 0.01%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1085612.74   | 0.01%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    910000 | PA      | $928910.62    | 0.01%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    750000 | PA      | $767048.63    | 0.01%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    750000 | PA      | $776653.20    | 0.01%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    820000 | PA      | $827243.47    | 0.01%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    770000 | PA      | $784837.59    | 0.01%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $944168.04    | 0.01%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    955000 | PA      | $985971.99    | 0.01%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    440000 | PA      | $439716.24    | 0.00%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    580000 | PA      | $578341.43    | 0.01%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2017-C40                                        | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1551000 | PA      | $1535210.20   | 0.02%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2017-C41                                        | CUSIP: 95001ABD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1973204.80   | 0.02%             | 2050-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2017-C42                                        | CUSIP: 95001GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2371986.48   | 0.02%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2018-C44                                        | CUSIP: 95001JAX5<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1496363.10   | 0.02%             | 2051-05-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2019-C50                                        | CUSIP: 95001XBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $979648.60    | 0.01%             | 2052-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2019-C54                                        | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $764994.48    | 0.01%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2019-C53                                        | CUSIP: 95002BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3823612.00   | 0.04%             | 2052-10-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2018-C47                                        | CUSIP: 95002DBD0<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |   1212067 | PA      | $1209790.93   | 0.01%             | 2061-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2020-C55                                        | CUSIP: 95002EBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $704694.00    | 0.01%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2020-C58                                        | CUSIP: 95002UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2694132.60   | 0.03%             | 2053-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2022-C62                                        | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1738094.22   | 0.02%             | 2055-04-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2025-C64                                        | CUSIP: 95004BAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1478885.66   | 0.02%             | 2058-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2025-C65                                        | CUSIP: 95004WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1369000 | PA      | $1376631.63   | 0.01%             | 2058-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                      | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    265000 | PA      | $266853.01    | 0.00%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                      | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    350000 | PA      | $325802.82    | 0.00%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                      | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    300000 | PA      | $300685.08    | 0.00%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                      | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    150000 | PA      | $143927.21    | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                      | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    100000 | PA      | $98700.43     | 0.00%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                      | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    265000 | PA      | $246559.50    | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                      | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    200000 | PA      | $185486.64    | 0.00%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                      | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     90000 | PA      | $81998.25     | 0.00%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                      | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    200000 | PA      | $193147.04    | 0.00%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                      | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    275000 | PA      | $278088.50    | 0.00%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                      | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    200000 | PA      | $204414.64    | 0.00%             | 2035-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WEST VA HEALTH SYS OBL                                                           | West Virginia United Health System Obligated Group                                    | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $72750.75     | 0.00%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                             | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126326.16    | 0.00%             | 2042-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                             | CUSIP: 95709TAJ9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    160000 | PA      | $132928.53    | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                             | CUSIP: 95709TAM2<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166568.80    | 0.00%             | 2045-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                             | CUSIP: 95709TAP5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218032.87    | 0.00%             | 2027-04-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                             | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    185000 | PA      | $126062.85    | 0.00%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANK                                                            | Western Alliance Bank                                                                 | CUSIP: 95758BCL1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120628.00    | 0.00%             | 2035-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                             | Western Digital Corp                                                                  | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    230000 | PA      | $220243.93    | 0.00%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                             | Western Digital Corp                                                                  | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138340.86    | 0.00%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                        | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228091.93    | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                        | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150717.06    | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                        | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172790.66    | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                        | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212663.49    | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                        | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    135000 | PA      | $119350.71    | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                        | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257211.36    | 0.00%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                        | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    420000 | PA      | $411643.72    | 0.00%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                        | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210707.30    | 0.00%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                        | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231937.54    | 0.00%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                             | Western Union Co/The                                                                  | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208821.60    | 0.00%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| WESTERN UNION CO/THE                                                             | Western Union Co/The                                                                  | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    190000 | PA      | $173141.34    | 0.00%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                              | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    460000 | PA      | $466164.87    | 0.00%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                              | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47327.63     | 0.00%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                              | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153497.79    | 0.00%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                              | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208694.12    | 0.00%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                         | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    210000 | PA      | $180958.68    | 0.00%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                         | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    140000 | PA      | $108927.06    | 0.00%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                         | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    220000 | PA      | $210106.47    | 0.00%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                         | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    130000 | PA      | $89259.12     | 0.00%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                         | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    175000 | PA      | $105850.05    | 0.00%             | 2051-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                         | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    110000 | PA      | $64848.19     | 0.00%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                         | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180219.69    | 0.00%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                         | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177445.64    | 0.00%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    375000 | PA      | $373396.69    | 0.00%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    440000 | PA      | $436643.50    | 0.00%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    280000 | PA      | $275685.98    | 0.00%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    280000 | PA      | $259822.86    | 0.00%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $237574.78    | 0.00%             | 2030-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    630000 | PA      | $570526.87    | 0.01%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    430000 | PA      | $328622.25    | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    375000 | PA      | $338900.14    | 0.00%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    275000 | PA      | $260892.64    | 0.00%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    350000 | PA      | $316158.33    | 0.00%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    375000 | PA      | $284676.53    | 0.00%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214FC2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    325000 | PA      | $326652.56    | 0.00%             | 2027-08-26      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $258391.88    | 0.00%             | 2033-08-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    350000 | PA      | $360790.05    | 0.00%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    350000 | PA      | $366140.85    | 0.00%             | 2028-11-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    280000 | PA      | $313320.34    | 0.00%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214FT5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    245000 | PA      | $253483.25    | 0.00%             | 2029-04-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    470000 | PA      | $485940.38    | 0.01%             | 2035-11-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214GC1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $50564.26     | 0.00%             | 2030-07-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC                                                                 | WestRock MWV LLC                                                                      | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    190000 | PA      | $216411.37    | 0.00%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC                                                                 | WestRock MWV LLC                                                                      | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    115000 | PA      | $131623.50    | 0.00%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                       | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    185000 | PA      | $210856.06    | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                       | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    225000 | PA      | $222839.93    | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                       | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    260000 | PA      | $256452.48    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                       | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    135000 | PA      | $123552.42    | 0.00%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RICE UNIVERSITY                                                                  | William Marsh Rice University                                                         | CUSIP: 96926GAC7<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |     90000 | PA      | $71497.27     | 0.00%             | 2045-05-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| RICE UNIVERSITY                                                                  | William Marsh Rice University                                                         | CUSIP: 96926GAD5<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    125000 | PA      | $95749.29     | 0.00%             | 2055-05-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    185000 | PA      | $210279.99    | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $242925.12    | 0.00%             | 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        |    230000 | PA      | $229359.70    | 0.00%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336174.83    | 0.00%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $456975.80    | 0.00%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145408.93    | 0.00%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231606.95    | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    265000 | PA      | $279013.54    | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    275000 | PA      | $283182.19    | 0.00%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234530.26    | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222828.80    | 0.00%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103959.79    | 0.00%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101809.32    | 0.00%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    310000 | PA      | $284984.36    | 0.00%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498136.40    | 0.01%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219943.03    | 0.00%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    295000 | PA      | $318646.82    | 0.00%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263473.92    | 0.00%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240233.18    | 0.00%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    175000 | PA      | $157241.75    | 0.00%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                              | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151141.61    | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                              | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    160000 | PA      | $143711.33    | 0.00%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                              | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    260000 | PA      | $247609.34    | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                              | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    255000 | PA      | $189603.39    | 0.00%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                              | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226776.04    | 0.00%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                              | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258033.08    | 0.00%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                              | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179877.67    | 0.00%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                                                          | Willis-Knighton Medical Center                                                        | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $189290.06    | 0.00%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                                                          | Willis-Knighton Medical Center                                                        | CUSIP: 97068LAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $119505.95    | 0.00%             | 2051-03-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| WINTRUST FINANCIAL CORP                                                          | Wintrust Financial Corp                                                               | CUSIP: 97650WAG3<br>LEI: Q774KI4AW80FHFW33O61 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209404.94    | 0.00%             | 2029-06-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                           | CUSIP: 976656BW7<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    105000 | PA      | $112608.02    | 0.00%             | 2033-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                           | CUSIP: 976656CK2<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    125000 | PA      | $103517.55    | 0.00%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                           | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142616.03    | 0.00%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                           | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198865.74    | 0.00%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                           | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163631.23    | 0.00%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                           | CUSIP: 976656CT3<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82948.82     | 0.00%             | 2054-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                           | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149963.49    | 0.00%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                          | CUSIP: 976826BE6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    120000 | PA      | $131749.13    | 0.00%             | 2037-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                          | CUSIP: 976826BL0<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221744.99    | 0.00%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                          | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    245000 | PA      | $235915.01    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                          | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    235000 | PA      | $171114.76    | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                          | CUSIP: 976826BP1<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109584.18    | 0.00%             | 2031-09-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                          | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50769.89     | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                          | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87733.42     | 0.00%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                         | CUSIP: 976843BH4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $127397.22    | 0.00%             | 2042-12-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                         | CUSIP: 976843BJ0<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134792.07    | 0.00%             | 2044-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                         | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    172000 | PA      | $119877.48    | 0.00%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                         | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $82106.28     | 0.00%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | State of Wisconsin                                                                    | CUSIP: 977100EL6<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    200000 | PA      | $190538.44    | 0.00%             | 2036-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                                  | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    330000 | PA      | $326426.43    | 0.00%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                                  | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    245000 | PA      | $230535.64    | 0.00%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                                  | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $308235.63    | 0.00%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                                  | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $208252.28    | 0.00%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                                  | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    310000 | PA      | $323090.06    | 0.00%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                                  | CUSIP: 980236AX1<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $203082.88    | 0.00%             | 2028-05-19      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                      | Workday Inc                                                                           | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    320000 | PA      | $318121.86    | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                      | Workday Inc                                                                           | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221891.87    | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                      | Workday Inc                                                                           | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287244.21    | 0.00%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                        | Wyeth LLC                                                                             | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    290000 | PA      | $325869.96    | 0.00%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                        | Wyeth LLC                                                                             | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    220000 | PA      | $238565.25    | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                        | Wyeth LLC                                                                             | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    620000 | PA      | $667822.58    | 0.01%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                       | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66651.98     | 0.00%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                       | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298860.57    | 0.00%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                       | CUSIP: 98389BAH3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     80000 | PA      | $87825.90     | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                       | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149139.90    | 0.00%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                       | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325154.51    | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                       | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143733.30    | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                       | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    360000 | PA      | $346355.24    | 0.00%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                       | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310038.36    | 0.00%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                       | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72298.12     | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                       | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101350.36    | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                       | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    240000 | PA      | $248943.14    | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                                                       | Xilinx Inc                                                                            | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    270000 | PA      | $251023.27    | 0.00%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                        | Xylem Inc/NY                                                                          | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    115000 | PA      | $97642.20     | 0.00%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                        | Xylem Inc/NY                                                                          | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136146.06    | 0.00%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                        | Xylem Inc/NY                                                                          | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    205000 | PA      | $196849.22    | 0.00%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| XL GROUP LTD                                                                     | XL Group Ltd                                                                          | CUSIP: 98420EAB1<br>LEI: 213800AJ4DD69YLNL348 | Long             | DBT              | CORP              | BM        |    235000 | PA      | $223189.04    | 0.00%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| YALE-NEW HAVEN HLTH SRVC                                                         | Yale-New Haven Health Services Corp                                                   | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |    170000 | PA      | $99908.97     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                                  | Yale University                                                                       | CUSIP: 98459LAB9<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    160000 | PA      | $144346.91    | 0.00%             | 2030-04-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                                  | Yale University                                                                       | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    190000 | PA      | $114073.83    | 0.00%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                                  | Yale University                                                                       | CUSIP: 98459LAD5<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103059.52    | 0.00%             | 2032-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                                                                  | Yamana Gold Inc                                                                       | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $170948.13    | 0.00%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                            | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119272.79    | 0.00%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                            | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    149000 | PA      | $130134.72    | 0.00%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                            | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    365000 | PA      | $330191.56    | 0.00%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                            | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219412.94    | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                            | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201702.78    | 0.00%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                            | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207673.10    | 0.00%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                                                 | Zions Bancorp NA                                                                      | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282746.13    | 0.00%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                            | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    350000 | PA      | $321492.71    | 0.00%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                            | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236814.91    | 0.00%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                            | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    175000 | PA      | $140178.87    | 0.00%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                            | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219988.41    | 0.00%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                            | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128612.48    | 0.00%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                            | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183066.98    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                            | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    115000 | PA      | $76418.90     | 0.00%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| ZOETIS INC                                                                       | Zoetis Inc                                                                            | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    275000 | PA      | $292436.10    | 0.00%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                            | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251521.33    | 0.00%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                            | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202308.82    | 0.00%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1007415.40   | 0.01%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    100000 | PA      | $83862.57     | 0.00%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-28

**Name of Applicant:** SCHWAB STRATEGIC TRUST

**Signature:** Dana Smith

**Name of Signer:** Dana Smith

**Title:** CFO