# EDGAR Filing Document

**Accession Number:** 0001795351
**File Stem:** 0001099263-25-005064
**Filing Date:** 2025-12
**Character Count:** 696225
**Document Hash:** 5d4174de00dbf178166500789bb3708a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-005064.hdr.sgml**: 20251222

**ACCESSION NUMBER**: 0001099263-25-005064

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251222

**DATE AS OF CHANGE**: 20251222

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Exchange-Traded Funds, Inc.
- **CENTRAL INDEX KEY:** 0001795351

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23494
- **FILM NUMBER:** 251591461

**BUSINESS ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231

## Series and Classes Contracts Data

### T. Rowe Price QM U.S. Bond ETF (Series ID: S000072797)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000229338 | T. Rowe Price QM U.S. Bond ETF | TAGG            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** T. Rowe Price Exchange-Traded Funds, Inc.

- **b. Investment Company Act file number:** 811-23494

- **c. CIK number of Registrant:** 0001795351

- **d. LEI of Registrant:** 549300XZPUK24E1UMH17

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

  - **Street Address 1:** 1307 Point Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

  - **Telephone number:** 410-345-2000

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

- **a. Name of Series:** T. Rowe Price QM U.S. Bond ETF

- **b. EDGAR series identifier (if any):** S000072797

- **c. LEI of Series:** 549300O4W4YA5BX4VR45

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $1578652463.35

**Total Liabilities:** $47951116.63

**Net Assets:** $1530701346.72

**Delayed Delivery Securities:** $4149478.36

**Stand-by Commitments:** $67301116.83

**Cash Not Reported:** $221.99

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -904.950913 | **1-Year:** -48882.118460 | **5-Year:** -167703.882964 | **10-Year:** -219509.813795 | **30-Year:** -43646.434381

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

- **3-Month:** -3.458734 | **1-Year:** -20.061676 | **5-Year:** -2.341313 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000229338 | 1.22%                | 1.06%                | 0.65%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $275777.35               | $16093602.57                               |
| Month 2  | $677032.27               | $11733767.62                               |
| Month 3  | $391867.49               | $561857.00                                 |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays US Agg Total Return Value Unhedged USD (Returns)

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                     | Title                                                                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABBOTT LABORATORIES                      | ABBOTT LABORATORIES SR UNSECURED 06/30 1.4                                                                            | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    140000 | PA      | $125107.08    | 0.01%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                      | ABBOTT LABORATORIES SR UNSECURED 11/26 3.75                                                                           | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219714.22    | 0.01%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                      | ABBOTT LABORATORIES SR UNSECURED 11/36 4.75                                                                           | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    410000 | PA      | $412667.46    | 0.03%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                      | ABBOTT LABORATORIES SR UNSECURED 11/37 6.15                                                                           | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $224319.60    | 0.01%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                               | ABBVIE INC SR UNSECURED 03/29 4.8                                                                                     | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148330.80    | 0.01%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                               | ABBVIE INC SR UNSECURED 03/34 5.05                                                                                    | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    960000 | PA      | $989536.32    | 0.06%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                               | ABBVIE INC SR UNSECURED 03/35 4.55                                                                                    | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237201.36    | 0.02%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                               | ABBVIE INC SR UNSECURED 05/26 3.2                                                                                     | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14946.05     | 0.00%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                               | ABBVIE INC SR UNSECURED 05/35 4.5                                                                                     | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    715000 | PA      | $701060.36    | 0.05%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                               | ABBVIE INC SR UNSECURED 11/26 2.95                                                                                    | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    990000 | PA      | $979890.12    | 0.06%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                               | ABBVIE INC SR UNSECURED 11/29 3.2                                                                                     | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14485.55     | 0.00%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                               | ABBVIE INC SR UNSECURED 11/39 4.05                                                                                    | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    560000 | PA      | $501099.76    | 0.03%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                    | ACCENTURE CAPITAL INC COMPANY GUAR 10/29 4.05                                                                         | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    540000 | PA      | $538650.00    | 0.04%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                    | ACCENTURE CAPITAL INC COMPANY GUAR 10/34 4.5                                                                          | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    990000 | PA      | $974175.84    | 0.06%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                            | AEP TEXAS INC SR UNSECURED 05/32 4.7                                                                                  | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30032.49     | 0.00%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                 | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45                                                                      | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $147571.05    | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                 | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/41 3.85                                                                      | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1750000 | PA      | $1444854.25   | 0.09%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                             | AES CORP/THE SR UNSECURED 01/31 2.45                                                                                  | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    600000 | PA      | $544089.60    | 0.04%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                             | AES CORP/THE SR UNSECURED 03/32 5.8                                                                                   | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1533114.00   | 0.10%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                | AETNA INC SR UNSECURED 06/36 6.625                                                                                    | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    745000 | PA      | $812879.93    | 0.05%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                | AETNA INC SR UNSECURED 08/47 3.875                                                                                    | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    110000 | PA      | $83230.29     | 0.01%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                | AETNA INC SR UNSECURED 12/37 6.75                                                                                     | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    240000 | PA      | $265534.08    | 0.02%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-2A A 144A                     | AFFIRM MASTER TRUST AFRMT 2025 2A A 144A                                                                              | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2395000 | PA      | $2402293.01   | 0.16%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                | AGCO CORP COMPANY GUAR 03/27 5.45                                                                                     | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243241.92    | 0.02%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AGL 2021-13A A1R 144A                    | AGL CLO 13 LTD AGL 2021 13A A1R 144A                                                                                  | CUSIP: 00120JAL7<br>LEI: 254900DIJ0G5TXNJMM06 | Long             | ABS-CBDO         | CORP              | KY        |   3435000 | PA      | $3434113.36   | 0.22%             | 2034-10-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                 | AIR PRODUCTS + CHEMICALS SR UNSECURED 02/29 4.6                                                                       | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    440000 | PA      | $447760.72    | 0.03%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                 | AIR PRODUCTS + CHEMICALS SR UNSECURED 02/31 4.75                                                                      | CUSIP: 009158BJ4<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184164.48    | 0.01%             | 2031-02-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                 | AIR PRODUCTS + CHEMICALS SR UNSECURED 05/50 2.8                                                                       | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    120000 | PA      | $77939.16     | 0.01%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                 | ALEXANDRIA REAL ESTATE E COMPANY GUAR 01/27 3.95                                                                      | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39879.00     | 0.00%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                 | ALEXANDRIA REAL ESTATE E COMPANY GUAR 02/50 4                                                                         | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29988.24     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-A A2 144A                     | ALLY BANK AUTO CREDIT LINKED N ABCLN 2025 A A2 144A                                                                   | CUSIP: 02007G5D1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1249354 | PA      | $1252299.91   | 0.08%             | 2033-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-B A2 144A                     | ALLY BANK AUTO CREDIT LINKED N ABCLN 2025 B A2 144A                                                                   | CUSIP: 02007G6N8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1445000 | PA      | $1445000.00   | 0.09%             | 2033-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                       | ALLY FINANCIAL INC SR UNSECURED 01/30 VAR                                                                             | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    680000 | PA      | $719360.44    | 0.05%             | 2030-01-03      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                       | ALLY FINANCIAL INC SR UNSECURED 11/28 2.2                                                                             | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32654.44     | 0.00%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                           | AMAZON.COM INC SR UNSECURED 08/37 3.875                                                                               | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105731.69    | 0.01%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                              | AMEREN CORP SR UNSECURED 01/29 5                                                                                      | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    800000 | PA      | $818858.40    | 0.05%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                              | AMEREN CORP SR UNSECURED 01/31 3.5                                                                                    | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    360000 | PA      | $344631.60    | 0.02%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                              | AMEREN CORP SR UNSECURED 12/26 5.7                                                                                    | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    615000 | PA      | $623696.72    | 0.04%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SA DE CV                   | AMERICA MOVIL SAB DE CV COMPANY GUAR 03/35 6.375                                                                      | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     85000 | PA      | $94396.77     | 0.01%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                  | AMERICAN ELECTRIC POWER JR SUBORDINA 12/54 VAR                                                                        | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    170000 | PA      | $185300.00    | 0.01%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                  | AMERICAN ELECTRIC POWER JR SUBORDINA 12/54 VAR                                                                        | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63000.00     | 0.00%             | 2054-12-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                      | AMERICAN EXPRESS CO SR UNSECURED 07/33 VAR                                                                            | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    630000 | PA      | $640003.14    | 0.04%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                    | AMERICAN HOMES 4 RENT SR UNSECURED 07/34 5.5                                                                          | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    480000 | PA      | $495610.56    | 0.03%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                   | AMERICAN HONDA FINANCE SR UNSECURED 07/27 4.55                                                                        | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2468855.20   | 0.16%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                      | AMERICAN INTL GROUP SR UNSECURED 01/35 3.875                                                                          | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37292.36     | 0.00%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERN MUN PWR OH BABS HYDROELEC SER B    | AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/41 FIXED 7.834                                                                | CUSIP: 02765UEJ9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1445179.80   | 0.09%             | 2041-02-15      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| AMER MUN PWR OH REV BAB PAIRIE ST SR C   | AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/43 FIXED 6.053                                                                | CUSIP: 02765UCR3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1572413.70   | 0.10%             | 2043-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                      | AMERICAN TOWER CORP SR UNSECURED 11/28 5.8                                                                            | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1508790.25   | 0.10%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                | AMGEN INC SR UNSECURED 02/40 3.15                                                                                     | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $94647.24     | 0.01%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                | AMGEN INC SR UNSECURED 02/62 4.4                                                                                      | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $95626.80     | 0.01%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                | AMGEN INC SR UNSECURED 03/63 5.75                                                                                     | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    910000 | PA      | $909066.34    | 0.06%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                | AMGEN INC SR UNSECURED 08/28 1.65                                                                                     | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    800000 | PA      | $749736.80    | 0.05%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                | AMGEN INC SR UNSECURED 11/41 5.15                                                                                     | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    240000 | PA      | $232953.84    | 0.02%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                            | AMPHENOL CORP SR UNSECURED 04/29 5.05                                                                                 | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61792.08     | 0.00%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR2 C 144A                    | AMSR TRUST AMSR 2021 SFR2 C 144A                                                                                      | CUSIP: 00179VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1685000 | PA      | $1642491.49   | 0.11%             | 2038-08-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR4 A 144A                    | AMSR TRUST AMSR 2021 SFR4 A 144A                                                                                      | CUSIP: 66982FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1609593 | PA      | $1573580.64   | 0.10%             | 2038-12-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                       | ANALOG DEVICES INC SR UNSECURED 10/28 1.7                                                                             | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $956909.94    | 0.06%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                       | ANALOG DEVICES INC SR UNSECURED 12/26 3.5                                                                             | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    530000 | PA      | $527282.69    | 0.03%             | 2026-12-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AOMT 2019-5 A1 144A                      | ANGEL OAK MORTGAGE TRUST AOMT 2019 5 A1 144A                                                                          | CUSIP: 03464KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8337 | PA      | $8250.79      | 0.00%             | 2049-10-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| AOMT 2021-6 A3 144A                      | ANGEL OAK MORTGAGE TRUST AOMT 2021 6 A3 144A                                                                          | CUSIP: 03465JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56445 | PA      | $48193.54     | 0.00%             | 2066-09-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| AOMT 2022-6 A1 144A                      | ANGEL OAK MORTGAGE TRUST AOMT 2022 6 A1 144A                                                                          | CUSIP: 03465VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    253262 | PA      | $251890.75    | 0.02%             | 2067-07-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| AOMT 2025-3 A1 144A                      | ANGEL OAK MORTGAGE TRUST AOMT 2025 3 A1 144A                                                                          | CUSIP: 03466RAA9<br>LEI: 254900U85BAJNPG0MG65 | Long             | ABS-MBS          | CORP              | US        |    602371 | PA      | $605283.87    | 0.04%             | 2070-03-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                   | ANGLOGOLD HOLDINGS PLC COMPANY GUAR 11/28 3.375                                                                       | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    880000 | PA      | $855145.28    | 0.06%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                 | ANHEUSER BUSCH INBEV FIN COMPANY GUAR 02/46 4.9                                                                       | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14102.88     | 0.00%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                 | ANHEUSER BUSCH INBEV WOR COMPANY GUAR 01/39 5.45                                                                      | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15519.77     | 0.00%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                 | ANHEUSER BUSCH INBEV WOR COMPANY GUAR 01/39 8.2                                                                       | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1703215.80   | 0.11%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                 | ANHEUSER BUSCH INBEV WOR COMPANY GUAR 01/42 4.95                                                                      | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    930000 | PA      | $897436.98    | 0.06%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                 | ANHEUSER BUSCH INBEV WOR COMPANY GUAR 01/49 5.55                                                                      | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60766.20     | 0.00%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AON PLC                                  | AON GLOBAL LTD COMPANY GUAR 12/25 3.875                                                                               | CUSIP: 00185AAK0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    135000 | PA      | $134837.46    | 0.01%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                     | APPALACHIAN POWER CO SR UNSECURED 04/38 7                                                                             | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    760000 | PA      | $861627.96    | 0.06%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                     | APPALACHIAN POWER CO SR UNSECURED 05/44 4.4                                                                           | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $426653.00    | 0.03%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                     | APPALACHIAN POWER CO SR UNSECURED 08/32 4.5                                                                           | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1081493.64   | 0.07%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                            | APPLOVIN CORP SR UNSECURED 12/34 5.5                                                                                  | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1107585.36   | 0.07%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                         | ARCELORMITTAL SA SR UNSECURED 06/34 6                                                                                 | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    120000 | PA      | $128825.40    | 0.01%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                         | ARCELORMITTAL SA SR UNSECURED 11/27 6.55                                                                              | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    160000 | PA      | $166447.52    | 0.01%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                         | ARCELORMITTAL SA SR UNSECURED 11/32 6.8                                                                               | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1030000 | PA      | $1149130.83   | 0.08%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                            | ARCELORMITTAL SR UNSECURED 03/26 4.55                                                                                 | CUSIP: 03938LBA1<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     80000 | PA      | $79999.92     | 0.01%             | 2026-03-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                            | ARCELORMITTAL SR UNSECURED 10/39 7                                                                                    | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    120000 | PA      | $135576.60    | 0.01%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARES 2025-ALF9A A1 144A                  | ARES CLO LTD ARES 2025 ALF9A A1 144A                                                                                  | CUSIP: 03990HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    950000 | PA      | $948514.98    | 0.06%             | 2038-03-31      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| ARIFL 2025-A A3 144A                     | ARI FLEET LEASE TRUST ARIFL 2025 A A3 144A                                                                            | CUSIP: 04033CAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1255000 | PA      | $1262490.34   | 0.08%             | 2034-01-17      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                  | ARTHUR J GALLAGHER + CO SR UNSECURED 02/54 6.75                                                                       | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56283.10     | 0.00%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                  | ARTHUR J GALLAGHER + CO SR UNSECURED 07/34 5.45                                                                       | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    920000 | PA      | $953007.76    | 0.06%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                  | ARTHUR J GALLAGHER + CO SR UNSECURED 12/29 4.85                                                                       | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25520.40     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                  | ASTRAZENECA FINANCE LLC COMPANY GUAR 02/29 4.85                                                                       | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1046004.90   | 0.07%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                  | ASTRAZENECA FINANCE LLC COMPANY GUAR 02/34 5                                                                          | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206882.80    | 0.01%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                  | ASTRAZENECA FINANCE LLC COMPANY GUAR 03/28 4.875                                                                      | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224735.06    | 0.01%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                  | ASTRAZENECA FINANCE LLC COMPANY GUAR 03/33 4.875                                                                      | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102837.70    | 0.01%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                  | ASTRAZENECA FINANCE LLC COMPANY GUAR 05/28 1.75                                                                       | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $378609.20    | 0.02%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                          | ASTRAZENECA PLC SR UNSECURED 01/29 4                                                                                  | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $521170.00    | 0.03%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                          | ASTRAZENECA PLC SR UNSECURED 08/30 1.375                                                                              | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    135000 | PA      | $119253.74    | 0.01%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                          | ASTRAZENECA PLC SR UNSECURED 09/42 4                                                                                  | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $43606.00     | 0.00%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                 | AT+T INC SR UNSECURED 02/32 2.25                                                                                      | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    345000 | PA      | $301940.90    | 0.02%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                 | AT+T INC SR UNSECURED 02/34 5.4                                                                                       | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1340868.10   | 0.09%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                 | AT+T INC SR UNSECURED 06/31 2.75                                                                                      | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2281367.50   | 0.15%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                 | AT+T INC SR UNSECURED 06/41 3.5                                                                                       | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    650000 | PA      | $513513.00    | 0.03%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                 | AT+T INC SR UNSECURED 11/32 4.55                                                                                      | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1202385.87   | 0.08%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING 144A               | ATHENE GLOBAL FUNDING SECURED 144A 07/30 5.033                                                                        | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2138694.35   | 0.14%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING 144A               | ATHENE GLOBAL FUNDING SR SECURED 144A 08/26 4.86                                                                      | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200768.60    | 0.01%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                    | ATLASSIAN CORPORATION SR UNSECURED 05/29 5.25                                                                         | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46252.49     | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                             | AUTOZONE INC SR UNSECURED 01/31 1.65                                                                                  | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26072.88     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                             | AUTOZONE INC SR UNSECURED 06/27 3.75                                                                                  | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29818.02     | 0.00%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                             | AUTOZONE INC SR UNSECURED 07/26 5.05                                                                                  | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251476.75    | 0.02%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                    | AVALONBAY COMMUNITIES SR UNSECURED 05/26 2.95                                                                         | CUSIP: 05348EAX7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119266.68    | 0.01%             | 2026-05-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AESOP 2025-3A A 144A                     | AVIS BUDGET RENTAL CAR FUNDING AESOP 2025 3A A 144A                                                                   | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $383964.27    | 0.03%             | 2030-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD 144A            | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 05/28 6.375                                                                | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    150000 | PA      | $156699.30    | 0.01%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BABSN 2021-3A B1R 144A                   | BABSON CLO LTD BABSN 2021 3A B1R 144A                                                                                 | CUSIP: 06762TAN1<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-CBDO         | CORP              | KY        |   1695000 | PA      | $1696891.45   | 0.11%             | 2035-01-18      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                 | BANCO BILBAO VIZCAYA ARG 09/28 VAR                                                                                    | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $827168.80    | 0.05%             | 2028-09-14      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                 | BANCO BILBAO VIZCAYA ARG SR UNSECURED 03/29 5.381                                                                     | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $412980.00    | 0.03%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                       | BANCO SANTANDER SA 03/28 VAR                                                                                          | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1219515.60   | 0.08%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                       | BANCO SANTANDER SA 07/31 5.439                                                                                        | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $419017.20    | 0.03%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                       | BANCO SANTANDER SA 11/27 VAR                                                                                          | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $613458.60    | 0.04%             | 2027-11-07      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BN17 A4                        | BANK BANK 2019 BN17 A4                                                                                                | CUSIP: 065403BC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385000 | PA      | $377027.04    | 0.02%             | 2052-04-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47 A5                       | BANK BANK 2024 BNK47 A5                                                                                               | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2095000 | PA      | $2233028.87   | 0.15%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 01/28 VAR                                                                           | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    345000 | PA      | $343725.57    | 0.02%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 02/28 VAR                                                                           | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127569.00    | 0.01%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 02/42 5.875                                                                         | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16068.69     | 0.00%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 03/27 VAR                                                                           | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128702.86    | 0.01%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 04/27 VAR                                                                           | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129505.35    | 0.01%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 04/28 VAR                                                                           | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119258.76    | 0.01%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 04/28 VAR                                                                           | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130334.49    | 0.01%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 04/31 VAR                                                                           | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    310000 | PA      | $287468.89    | 0.02%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 04/33 VAR                                                                           | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2328168.62   | 0.15%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 04/38 VAR                                                                           | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14044.47     | 0.00%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 04/40 VAR                                                                           | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $933331.36    | 0.06%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 06/41 VAR                                                                           | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    230000 | PA      | $170782.59    | 0.01%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 07/27 VAR                                                                           | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147361.20    | 0.01%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 07/29 VAR                                                                           | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2235829.22   | 0.15%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 07/31 VAR                                                                           | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    280000 | PA      | $250894.28    | 0.02%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 09/27 VAR                                                                           | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    360000 | PA      | $364483.08    | 0.02%             | 2027-09-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 09/29 VAR                                                                           | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $469110.15    | 0.03%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 10/31 VAR                                                                           | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    240000 | PA      | $213542.40    | 0.01%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 10/32 VAR                                                                           | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58276.53     | 0.00%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 10/51 VAR                                                                           | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    110000 | PA      | $71468.43     | 0.00%             | 2051-10-24      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SUBORDINATED 03/37 VAR                                                                           | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    280000 | PA      | $262867.36    | 0.02%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH & CO                       | BANK OF AMERICA CORP SUBORDINATED 05/38 7.75                                                                          | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $976131.20    | 0.06%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                   | BANK OF NY MELLON CORP SR SUBORDINA 07/39 VAR                                                                         | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125242.20    | 0.01%             | 2039-07-21      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                   | BANK OF NY MELLON CORP SR UNSECURED 02/28 VAR                                                                         | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    810000 | PA      | $804297.60    | 0.05%             | 2028-02-07      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                   | BANK OF NY MELLON CORP SR UNSECURED 06/28 VAR                                                                         | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239721.60    | 0.02%             | 2028-06-13      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                   | BANK OF NY MELLON CORP SR UNSECURED 10/29 VAR                                                                         | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1179110.82   | 0.08%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                   | BANK OF NY MELLON CORP SR UNSECURED 10/33 VAR                                                                         | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    220000 | PA      | $236759.82    | 0.02%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR10 A3                      | BANK5 BANK5 2024 5YR10 A3                                                                                             | CUSIP: 06604AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $515453.75    | 0.03%             | 2057-10-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12 A3                      | BANK5 BANK5 2024 5YR12 A3                                                                                             | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1320000 | PA      | $1389775.07   | 0.09%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR8 A3                       | BANK5 BANK5 2024 5YR8 A3                                                                                              | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $10486.18     | 0.00%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR8 AS                       | BANK5 BANK5 2024 5YR8 AS                                                                                              | CUSIP: 065923BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2010000 | PA      | $2110272.07   | 0.14%             | 2057-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR14 A3                      | BANK5 BANK5 2025 5YR14 A3                                                                                             | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2495000 | PA      | $2611926.43   | 0.17%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BBCMS 2024-5C27 A3                       | BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2024 5C27 A3                                                                     | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $26285.77     | 0.00%             | 2057-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| BBCMS 2025-C35 A5                        | BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2025 C35 A5                                                                      | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2285000 | PA      | $2412767.83   | 0.16%             | 2058-07-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| BARC 2021-NQM1 A3 144A                   | BARCLAYS MORTGAGE LOAN TRUST BARC 2021 NQM1 A3 144A                                                                   | CUSIP: 06744UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41928 | PA      | $37879.20     | 0.00%             | 2051-09-25      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                             | BARCLAYS PLC SR UNSECURED 03/30 VAR                                                                                   | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    990000 | PA      | $1028376.36   | 0.07%             | 2030-03-12      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                             | BARCLAYS PLC SR UNSECURED 11/27 VAR                                                                                   | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196039.80    | 0.01%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                             | BARCLAYS PLC SR UNSECURED 11/33 VAR                                                                                   | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2050000 | PA      | $2351593.95   | 0.15%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                         | BAT CAPITAL CORP COMPANY GUAR 04/27 4.7                                                                               | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181015.92    | 0.01%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                         | BAT CAPITAL CORP COMPANY GUAR 08/27 3.557                                                                             | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    538000 | PA      | $532146.56    | 0.03%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                         | BAT CAPITAL CORP COMPANY GUAR 08/37 4.39                                                                              | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228701.00    | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                         | BAT CAPITAL CORP COMPANY GUAR 08/43 7.079                                                                             | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $100820.70    | 0.01%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                         | BAT CAPITAL CORP COMPANY GUAR 08/53 7.081                                                                             | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1251442.50   | 0.08%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL BRDG BABS SER S1 SUB    | BAY AREA CA TOLL AUTH TOLL BRI BAYTRN 04/40 FIXED 6.918                                                               | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1149876.00   | 0.08%             | 2040-04-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL BRDG SUB SR S10 TXBLE   | BAY AREA CA TOLL AUTH TOLL BRI BAYTRN 04/41 FIXED 3.176                                                               | CUSIP: 072024YC0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     50000 | PA      | $40914.01     | 0.00%             | 2041-04-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BVCLN 2025-EDU1 A 144A                   | BAYVIEW OPPORTUNITY MASTER FUN BVCLN 2025 EDU1 A 144A                                                                 | CUSIP: 07337GAA1<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |   1008080 | PA      | $1004458.34   | 0.07%             | 2048-07-27      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BVINV 2021-5 A20 144A                    | BAYVIEW OPPORTUNITY MASTER FUN BVINV 2021 5 A20 144A                                                                  | CUSIP: 07336JBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97386 | PA      | $80788.25     | 0.01%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA/MEXICO                  | BBVA BANCOMER SA TEXAS SR UNSECURED REGS 09/29 5.25                                                                   | CUSIP: TC0K8DIE4<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    700000 | PA      | $719151.30    | 0.05%             | 2029-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                    | BECTON DICKINSON + CO SR UNSECURED 02/29 4.874                                                                        | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183509.46    | 0.01%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V8 A3                         | BENCHMARK 2024 V8 MORTGAGE TRU BMARK 2024 V8 A3                                                                       | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386000 | PA      | $407869.91    | 0.03%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V8 AM                         | BENCHMARK 2024 V8 MORTGAGE TRU BMARK 2024 V8 AM                                                                       | CUSIP: 08190AAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55000 | PA      | $58308.97     | 0.00%             | 2057-07-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| BMARK 2019-B12 A5                        | BENCHMARK MORTGAGE TRUST BMARK 2019 B12 A5                                                                            | CUSIP: 08162FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    555000 | PA      | $529596.76    | 0.03%             | 2052-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BMARK 2019-B13 A4                        | BENCHMARK MORTGAGE TRUST BMARK 2019 B13 A4                                                                            | CUSIP: 08162DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2735000 | PA      | $2584428.68   | 0.17%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BMARK 2022-B36 A5                        | BENCHMARK MORTGAGE TRUST BMARK 2022 B36 A5                                                                            | CUSIP: 08163QBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2255000 | PA      | $2211429.34   | 0.14%             | 2055-07-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| BMARK 2023-B39 A5                        | BENCHMARK MORTGAGE TRUST BMARK 2023 B39 A5                                                                            | CUSIP: 081925AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    810000 | PA      | $860671.98    | 0.06%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V5 AM                         | BENCHMARK MORTGAGE TRUST BMARK 2024 V5 AM                                                                             | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    695000 | PA      | $723680.15    | 0.05%             | 2057-01-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-B41 A5                        | BENCHMARK MORTGAGE TRUST BMARK 2025 B41 A5                                                                            | CUSIP: 081935AW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $564428.09    | 0.04%             | 2068-07-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V13 A4                        | BENCHMARK MORTGAGE TRUST BMARK 2025 V13 A4                                                                            | CUSIP: 08164AAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3721000 | PA      | $3907949.74   | 0.26%             | 2058-02-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V16 A3                        | BENCHMARK MORTGAGE TRUST BMARK 2025 V16 A3                                                                            | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $416149.44    | 0.03%             | 2058-08-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| BSP 2015-6BR A1R 144A                    | BENEFIT STREET PARTNERS CLO LT BSP 2015 6BR A1R 144A                                                                  | CUSIP: 08182DAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1260000 | PA      | $1256860.82   | 0.08%             | 2038-04-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| MIDAMER ENERGY HLDGS                     | BERKSHIRE HATHAWAY ENERG SR UNSECURED 04/36 6.125                                                                     | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $70549.77     | 0.00%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                   | BERKSHIRE HATHAWAY FIN COMPANY GUAR 01/40 5.75                                                                        | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    240000 | PA      | $261487.44    | 0.02%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                          | BEST BUY CO INC SR UNSECURED 10/28 4.45                                                                               | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241885.44    | 0.02%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                          | BEST BUY CO INC SR UNSECURED 10/30 1.95                                                                               | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    920000 | PA      | $817465.08    | 0.05%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| BHP BILLITON FIN USA LTD                 | BHP BILLITON FIN USA LTD COMPANY GUAR 02/33 4.9                                                                       | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    120000 | PA      | $122538.84    | 0.01%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                 | BHP BILLITON FIN USA LTD COMPANY GUAR 09/28 5.1                                                                       | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1530000 | PA      | $1572739.02   | 0.10%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BIG 2022-BIG A 144A                      | BIG COMMERCIAL MORTGAGE TRUST BIG 2022 BIG A 144A                                                                     | CUSIP: 05551UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80361 | PA      | $80109.11     | 0.01%             | 2039-02-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                               | BIOGEN INC SR UNSECURED 05/50 3.15                                                                                    | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9787.92      | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C5 AS                          | BMO MORTGAGE TRUST BMO 2024 5C5 AS                                                                                    | CUSIP: 05593RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490000 | PA      | $514657.09    | 0.03%             | 2057-02-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BMO 2025-C12 A5                          | BMO MORTGAGE TRUST BMO 2025 C12 A5                                                                                    | CUSIP: 05615DAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    920000 | PA      | $989054.56    | 0.06%             | 2058-06-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                   | BOARDWALK PIPELINES LP COMPANY GUAR 02/31 3.4                                                                         | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23431.90     | 0.00%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                | BOEING CO SR UNSECURED 02/27 2.7                                                                                      | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147218.55    | 0.01%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                | BOEING CO SR UNSECURED 03/27 2.8                                                                                      | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    420000 | PA      | $411545.82    | 0.03%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                | BOEING CO SR UNSECURED 03/39 6.875                                                                                    | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    210000 | PA      | $237557.88    | 0.02%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                | BOEING CO SR UNSECURED 05/27 5.04                                                                                     | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232264.35    | 0.02%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                            | BOEING CO/THE SR UNSECURED 05/27 6.259                                                                                | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1604815.68   | 0.10%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                            | BOEING CO/THE SR UNSECURED 05/54 6.858                                                                                | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    710000 | PA      | $810899.52    | 0.05%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                     | BOSTON PROPERTIES LP SR UNSECURED 01/31 3.25                                                                          | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55861.68     | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                     | BOSTON PROPERTIES LP SR UNSECURED 10/26 2.75                                                                          | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    680000 | PA      | $670982.52    | 0.04%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                     | BOSTON PROPERTIES LP SR UNSECURED 12/28 4.5                                                                           | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    580000 | PA      | $579663.60    | 0.04%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                   | BP CAP MARKETS AMERICA COMPANY GUAR 02/26 3.41                                                                        | CUSIP: 10373QBE9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44884.89     | 0.00%             | 2026-02-11      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                   | BP CAP MARKETS AMERICA COMPANY GUAR 02/33 4.812                                                                       | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    430000 | PA      | $436273.27    | 0.03%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                   | BP CAP MARKETS AMERICA COMPANY GUAR 04/27 3.543                                                                       | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1073579.40   | 0.07%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                   | BP CAP MARKETS AMERICA COMPANY GUAR 04/34 4.989                                                                       | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    380000 | PA      | $388174.18    | 0.03%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                   | BP CAP MARKETS AMERICA COMPANY GUAR 09/28 3.937                                                                       | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    760000 | PA      | $758898.76    | 0.05%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                   | BP CAP MARKETS AMERICA COMPANY GUAR 11/34 5.227                                                                       | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    360000 | PA      | $372470.40    | 0.02%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BRAVO 2021-NQM3 A1 144A                  | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM3 A1 144A                                                                | CUSIP: 105690AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28926 | PA      | $26995.78     | 0.00%             | 2060-04-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                  | BRISTOL MYERS SQUIBB CO SR UNSECURED 07/29 3.4                                                                        | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6819.75      | 0.00%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA                         | BRITISH COLUMBIA PROV OF SR UNSECURED 06/35 4.8                                                                       | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   2619000 | PA      | $2687418.76   | 0.18%             | 2035-06-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA                         | BRITISH COLUMBIA PROV OF SR UNSECURED 07/33 4.2                                                                       | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     98000 | PA      | $97709.23     | 0.01%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                   | BRIXMOR OPERATING PART SR UNSECURED 02/33 4.85                                                                        | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329126.49    | 0.02%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                   | BRIXMOR OPERATING PART SR UNSECURED 03/27 3.9                                                                         | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14940.59     | 0.00%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                   | BRIXMOR OPERATING PART SR UNSECURED 05/29 4.125                                                                       | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    480000 | PA      | $475864.80    | 0.03%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                   | BRIXMOR OPERATING PART SR UNSECURED 07/30 4.05                                                                        | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83682.84     | 0.01%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP /  CAYMN FI                 | BROADCOM CRP /  CAYMN FI COMPANY GUAR 01/28 3.5                                                                       | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    210000 | PA      | $207420.15    | 0.01%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                             | BROADCOM INC COMPANY GUAR 02/31 2.45                                                                                  | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    540000 | PA      | $492842.34    | 0.03%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                             | BROADCOM INC COMPANY GUAR 02/41 3.5                                                                                   | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    210000 | PA      | $173533.29    | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                             | BROADCOM INC SR UNSECURED 07/29 5.05                                                                                  | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412196.40    | 0.03%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                             | BROADCOM INC SR UNSECURED 07/30 4.6                                                                                   | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    830000 | PA      | $840709.49    | 0.05%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                             | BROADCOM INC SR UNSECURED 11/31 5.15                                                                                  | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145026.56    | 0.01%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 144A                        | BROADCOM INC SR UNSECURED 144A 04/29 4                                                                                | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239107.44    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                 | BURLINGTN NORTH SANTA FE SR UNSECURED 03/41 5.05                                                                      | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $138113.22    | 0.01%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                 | BURLINGTN NORTH SANTA FE SR UNSECURED 03/55 5.5                                                                       | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $210135.03    | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTH SANTA FE                | BURLINGTN NORTH SANTA FE SR UNSECURED 05/37 6.15                                                                      | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1200744.00   | 0.08%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                 | BURLINGTN NORTH SANTA FE SR UNSECURED 09/43 5.15                                                                      | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $137281.20    | 0.01%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BX 2023-LIFE B 144A                      | BX TRUST BX 2023 LIFE B 144A                                                                                          | CUSIP: 05609DAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97956.03     | 0.01%             | 2028-02-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| BX 2024-GPA3 A 144A                      | BX TRUST BX 2024 GPA3 A 144A                                                                                          | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84279 | PA      | $84384.02     | 0.01%             | 2039-12-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BX 2024-SLCT A 144A                      | BX TRUST BX 2024 SLCT A 144A                                                                                          | CUSIP: 12433JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $189881.25    | 0.01%             | 2042-01-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BX 2025-ROIC A 144A                      | BX TRUST BX 2025 ROIC A 144A                                                                                          | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    732145 | PA      | $730542.96    | 0.05%             | 2030-03-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                   | CADENCE DESIGN SYS INC SR UNSECURED 09/29 4.3                                                                         | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65323.83     | 0.00%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CA ST VAR PURP                           | CALIFORNIA ST CAS 04/34 FIXED 7.5                                                                                     | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1764497.10   | 0.12%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CA ST BABS                               | CALIFORNIA ST CAS 11/40 FIXED 7.6                                                                                     | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1484427.60   | 0.10%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REVENUE BAB TXBL      | CALIFORNIA ST UNIV REVENUE CASHGR 11/41 FIXED 6.484                                                                   | CUSIP: 13077CTL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $270332.53    | 0.02%             | 2041-11-01      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                    | CAMDEN PROPERTY TRUST SR UNSECURED 10/28 4.1                                                                          | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240461.04    | 0.02%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                    | CAMDEN PROPERTY TRUST SR UNSECURED 11/26 5.85                                                                         | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    900000 | PA      | $913982.40    | 0.06%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC 144A                     | CAMERON LNG LLC SR SECURED 144A 01/39 3.701                                                                           | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34419.16     | 0.00%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                  | CANADIAN NATL RESOURCES SR UNSECURED 07/30 2.95                                                                       | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $18713.26     | 0.00%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| CANADIAN PACIFIC RAILWAY                 | CANADIAN PACIFIC RAILWAY COMPANY GUAR 05/48 4.7                                                                       | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $8977.19      | 0.00%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                 | CANADIAN PACIFIC RAILWAY COMPANY GUAR 05/50 3.5                                                                       | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $11049.86     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                 | CANADIAN PACIFIC RAILWAY COMPANY GUAR 11/29 2.875                                                                     | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $114293.28    | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                 | CANADIAN PACIFIC RAILWAY COMPANY GUAR 12/26 1.75                                                                      | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $92927.96     | 0.01%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                 | CANADIAN PACIFIC RAILWAY COMPANY GUAR 12/99 6.125                                                                     | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    290000 | PA      | $298654.18    | 0.02%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                 | CAPITAL ONE FINANCIAL CO SR UNSECURED 05/27 3.65                                                                      | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153878.11    | 0.01%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                 | CAPITAL ONE FINANCIAL CO SR UNSECURED 05/28 VAR                                                                       | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221939.52    | 0.01%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                 | CAPITAL ONE FINANCIAL CO SR UNSECURED 05/33 VAR                                                                       | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112249.61    | 0.01%             | 2033-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                 | CAPITAL ONE FINANCIAL CO SR UNSECURED 07/35 VAR                                                                       | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1316732.76   | 0.09%             | 2035-07-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                 | CAPITAL ONE FINANCIAL CO SR UNSECURED 10/27 VAR                                                                       | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226036.80    | 0.01%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                 | CAPITAL ONE FINANCIAL CO SUBORDINATED 07/26 3.75                                                                      | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109460.56    | 0.01%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                 | CAPITAL ONE FINANCIAL CO SUBORDINATED 07/32 VAR                                                                       | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43426.85     | 0.00%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-3 B                           | CARMAX AUTO OWNER TRUST CARMX 2023 3 B                                                                                | CUSIP: 14319BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $66223.63     | 0.00%             | 2029-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-4 A4                          | CARMAX AUTO OWNER TRUST CARMX 2025 4 A4                                                                               | CUSIP: 14320HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560000 | PA      | $558427.97    | 0.04%             | 2031-06-16      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-P4 C                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 P4 C                                                                        | CUSIP: 14687KAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $43565.33     | 0.00%             | 2028-02-10      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| CRVNA 2023-N1 C 144A                     | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N1 C 144A                                                                   | CUSIP: 14688FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    665000 | PA      | $668639.15    | 0.04%             | 2029-07-10      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-P4 A3                         | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A3                                                                       | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40167.61     | 0.00%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-P4 A4                         | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A4                                                                       | CUSIP: 14076LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $65937.09     | 0.00%             | 2030-12-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-N1 A3 144A                    | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A3 144A                                                                  | CUSIP: 14688XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $513315.41    | 0.03%             | 2029-08-10      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P1 B                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 B                                                                        | CUSIP: 14689MAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1573983.00   | 0.10%             | 2031-05-12      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P2 A4                         | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P2 A4                                                                       | CUSIP: 14688YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1340000 | PA      | $1362157.44   | 0.09%             | 2031-06-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                        | CBRE SERVICES INC COMPANY GUAR 04/31 2.5                                                                              | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54301.50     | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| CBRE SERVICES INC                        | CBRE SERVICES INC COMPANY GUAR 08/34 5.95                                                                             | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    250000 | PA      | $267337.50    | 0.02%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CCG 2025-1 A2 144A                       | CCG RECEIVABLES TRUST CCG 2025 1 A2 144A                                                                              | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $381291.20    | 0.02%             | 2032-10-14      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                      | CDW LLC/CDW FINANCE COMPANY GUAR 02/29 3.25                                                                           | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $249120.04    | 0.02%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                      | CDW LLC/CDW FINANCE COMPANY GUAR 04/28 4.25                                                                           | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44652.87     | 0.00%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                      | CDW LLC/CDW FINANCE COMPANY GUAR 08/34 5.55                                                                           | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $162617.28    | 0.01%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| CDW LLC/CDW FINANCE                      | CDW LLC/CDW FINANCE COMPANY GUAR 12/26 2.67                                                                           | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1089500.52   | 0.07%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                 | CELANESE US HOLDINGS LLC COMPANY GUAR 07/27 6.665                                                                     | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     96000 | PA      | $98280.00     | 0.01%             | 2027-07-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                 | CELANESE US HOLDINGS LLC COMPANY GUAR 08/26 1.4                                                                       | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145500.00    | 0.01%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                              | CENCORA INC SR UNSECURED 03/31 2.7                                                                                    | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    280000 | PA      | $256487.84    | 0.02%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                              | CENCORA INC SR UNSECURED 12/29 4.85                                                                                   | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    970000 | PA      | $990265.24    | 0.06%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY A 144A                    | CENT TRUST CENT 2025 CITY A 144A                                                                                      | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2810000 | PA      | $2845815.42   | 0.19%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                             | CENTENE CORP SR UNSECURED 03/31 2.5                                                                                   | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51517.50     | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                             | CENTENE CORP SR UNSECURED 07/28 2.45                                                                                  | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1444248.15   | 0.09%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                             | CENTENE CORP SR UNSECURED 10/30 3                                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    600000 | PA      | $535736.40    | 0.03%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                             | CENTENE CORP SR UNSECURED 12/27 4.25                                                                                  | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236418.24    | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTRL TX REGL MOB SR LIEN TXBL SER E    | CENTRL TX REGL MOBILITY AUTH R CTXGEN 01/41 FIXED 3.167                                                               | CUSIP: 155498MQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $61720.19     | 0.00%             | 2041-01-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                      | CHARLES SCHWAB CORP SR UNSECURED 11/29 VAR                                                                            | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    460000 | PA      | $486463.80    | 0.03%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                 | CHARTER COMM OPT LLC/CAP SR SECURED 04/31 2.8                                                                         | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $219752.26    | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                 | CHARTER COMM OPT LLC/CAP SR SECURED 04/51 3.7                                                                         | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $166712.63    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                 | CHARTER COMM OPT LLC/CAP SR SECURED 10/35 6.384                                                                       | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $372018.96    | 0.02%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHAOT 2025-1A A3 144A                    | CHASE AUTO OWNER TRUST CHAOT 2025 1A A3 144A                                                                          | CUSIP: 16145NAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1135000 | PA      | $1142497.92   | 0.07%             | 2030-06-25      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                 | CHENIERE CORP CHRISTI HD SR SECURED 06/27 5.125                                                                       | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    580000 | PA      | $584685.24    | 0.04%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                      | CHENIERE ENERGY INC SR UNSECURED 10/28 4.625                                                                          | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328603.44    | 0.02%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                 | CHENIERE ENERGY PARTNERS COMPANY GUAR 06/33 5.95                                                                      | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1054521.00   | 0.07%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                 | CHENIERE ENERGY PARTNERS COMPANY GUAR 10/29 4.5                                                                       | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238907.52    | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                          | CHEVRON USA INC COMPANY GUAR 10/30 4.3                                                                                | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1736533.35   | 0.11%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL INTL ARPT BLD AMERICA         | CHICAGO IL O HARE INTERNATIONA CHITRN 01/40 FIXED 6.395                                                               | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $280572.50    | 0.02%             | 2040-01-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL WW REV 2ND LIEN SR B BAM TXBL | CHICAGO IL WSTWTR TRANSMISSION CHIUTL 01/40 FIXED 6.9                                                                 | CUSIP: 167727XA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2247876.60   | 0.15%             | 2040-01-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                   | CHUBB INA HOLDINGS LLC COMPANY GUAR 03/34 5                                                                           | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    700000 | PA      | $717663.10    | 0.05%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                          | CIGNA GROUP/THE COMPANY GUAR 12/48 4.9                                                                                | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $2769538.97   | 0.18%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC SR UNSECURED 01/28 VAR                                                                                  | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    560000 | PA      | $557968.32    | 0.04%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC SR UNSECURED 01/31 VAR                                                                                  | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130501.56    | 0.01%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC SR UNSECURED 01/39 VAR                                                                                  | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1409736.00   | 0.09%             | 2039-01-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC SR UNSECURED 01/42 5.875                                                                                | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2238628.10   | 0.15%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC SR UNSECURED 02/28 VAR                                                                                  | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187352.92    | 0.01%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC SR UNSECURED 03/30 VAR                                                                                  | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59383.98     | 0.00%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC SR UNSECURED 03/33 VAR                                                                                  | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    260000 | PA      | $247006.24    | 0.02%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC SR UNSECURED 05/33 VAR                                                                                  | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    520000 | PA      | $526156.28    | 0.03%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC SR UNSECURED 06/35 VAR                                                                                  | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    260000 | PA      | $270112.70    | 0.02%             | 2035-06-11      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC SR UNSECURED 07/45 4.65                                                                                 | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13560.39     | 0.00%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC SR UNSECURED 11/33 VAR                                                                                  | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    260000 | PA      | $283744.76    | 0.02%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC SUBORDINATED 09/39 VAR                                                                                  | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200243.80    | 0.01%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| CLARUS 2024-1A A2 144A                   | CLARUS CAPITAL FUNDING LLC CLARUS 2024 1A A2 144A                                                                     | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58580 | PA      | $58730.12     | 0.00%             | 2032-08-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                          | CMS ENERGY CORP JR SUBORDINA 12/50 VAR                                                                                | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119925.00    | 0.01%             | 2050-12-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CODELCO INC 144A                         | CODELCO INC SR UNSECURED 144A 01/31 3.75                                                                              | CUSIP: 21987BBC1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   1200000 | PA      | $1146438.00   | 0.07%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COLT 2022-3 A1 144A                      | COLT FUNDING LLC COLT 2022 3 A1 144A                                                                                  | CUSIP: 12659YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67255 | PA      | $66285.10     | 0.00%             | 2067-02-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| COLT 2025-4 A1 144A                      | COLT FUNDING LLC COLT 2025 4 A1 144A                                                                                  | CUSIP: 12674HAA0<br>LEI: 2138002WIT3BHLQD3E93 | Long             | ABS-MBS          | CORP              | US        |    202481 | PA      | $204692.50    | 0.01%             | 2070-04-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| COLT 2025-8 A1 144A                      | COLT FUNDING LLC COLT 2025 8 A1 144A                                                                                  | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |   1511197 | PA      | $1524710.84   | 0.10%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| COLT 2025-INV2 A1 144A                   | COLT FUNDING LLC COLT 2025 INV2 A1 144A                                                                               | CUSIP: 12673UAA2<br>LEI: 213800M5KYYIOHI7KW93 | Long             | ABS-MBS          | CORP              | US        |    205193 | PA      | $206889.48    | 0.01%             | 2070-02-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                             | COMCAST CORP COMPANY GUAR 01/27 2.35                                                                                  | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    260000 | PA      | $255113.30    | 0.02%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                             | COMCAST CORP COMPANY GUAR 01/51 2.8                                                                                   | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    220000 | PA      | $133039.72    | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                             | COMCAST CORP COMPANY GUAR 02/27 3.3                                                                                   | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    780000 | PA      | $772913.70    | 0.05%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                             | COMCAST CORP COMPANY GUAR 02/30 2.65                                                                                  | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37524.68     | 0.00%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                             | COMCAST CORP COMPANY GUAR 03/33 7.05                                                                                  | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1142203.00   | 0.07%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                             | COMCAST CORP COMPANY GUAR 06/34 5.3                                                                                   | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225114.12    | 0.01%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                             | COMCAST CORP COMPANY GUAR 06/35 5.65                                                                                  | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1027123.30   | 0.07%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                             | COMCAST CORP COMPANY GUAR 11/51 2.887                                                                                 | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $36305.10     | 0.00%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                      | COMMONSPIRIT HEALTH SR SECURED 10/30 2.782                                                                            | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18564.38     | 0.00%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTR NY                 | COMMONWEALTH BK AUSTR NY SR UNSECURED 11/26 4.577                                                                     | CUSIP: 20271RAU4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    320000 | PA      | $322066.88    | 0.02%             | 2026-11-27      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                   | COMMONWEALTH EDISON CO 1ST MORTGAGE 03/48 4                                                                           | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48989.64     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                   | COMMONWEALTH EDISON CO 1ST MORTGAGE 08/28 3.7                                                                         | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1632198.52   | 0.11%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                       | CONAGRA BRANDS INC SR UNSECURED 08/30 5                                                                               | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2025012.00   | 0.13%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CONSTELLATION EN GEN LLC                 | CONSTELLATION EN GEN LLC SR UNSECURED 03/33 5.8                                                                       | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    320000 | PA      | $341453.76    | 0.02%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                 | CONSTELLATION EN GEN LLC SR UNSECURED 06/42 5.6                                                                       | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    640000 | PA      | $647335.04    | 0.04%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EXELON GENERATION CO LLC                 | CONSTELLATION EN GEN LLC SR UNSECURED 10/39 6.25                                                                      | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    120000 | PA      | $130535.40    | 0.01%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                 | CONSTELLATION EN GEN LLC SR UNSECURED 10/53 6.5                                                                       | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55093.15     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                    | CONTINENTAL RESOURCES COMPANY GUAR 01/28 4.375                                                                        | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    310000 | PA      | $308355.14    | 0.02%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                    | CONTINENTAL RESOURCES COMPANY GUAR 06/44 4.9                                                                          | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    180000 | PA      | $145597.14    | 0.01%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COOK CNTY IL BAB RECOVERY ZONE ECON DEV  | COOK CNTY IL COO 11/33 FIXED 6.36                                                                                     | CUSIP: 213185BQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26940.38     | 0.00%             | 2033-11-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                 | COOPERATIEVE RABOBANK UA COMPANY GUAR 05/41 5.25                                                                      | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    120000 | PA      | $120881.04    | 0.01%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                 | COREBRIDGE FINANCIAL INC JR SUBORDINA 12/52 VAR                                                                       | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215244.75    | 0.01%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                 | COREBRIDGE FINANCIAL INC SR UNSECURED 04/27 3.65                                                                      | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237945.60    | 0.02%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                 | COREBRIDGE FINANCIAL INC SR UNSECURED 04/29 3.85                                                                      | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118691.52    | 0.01%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                 | COREBRIDGE FINANCIAL INC SR UNSECURED 04/32 3.9                                                                       | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    680000 | PA      | $647418.48    | 0.04%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING 144A             | COREBRIDGE GLOB FUNDING SECURED 144A 08/27 4.65                                                                       | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70682.22     | 0.00%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING 144A             | COREBRIDGE GLOB FUNDING SR SECURED 144A 08/28 4.25                                                                    | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450573.30    | 0.03%             | 2028-08-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CORNELL UNIVERSITY                       | CORNELL UNIVERSITY SR UNSECURED 06/34 4.835                                                                           | CUSIP: 219207AC1<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |    360000 | PA      | $366968.16    | 0.02%             | 2034-06-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                       | COTERRA ENERGY INC SR UNSECURED 03/29 4.375                                                                           | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59892.06     | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                       | COTERRA ENERGY INC SR UNSECURED 05/27 3.9                                                                             | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1342973.25   | 0.09%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                    | COUSINS PROPERTIES LP COMPANY GUAR 02/32 5.375                                                                        | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    540000 | PA      | $549937.08    | 0.04%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                    | COUSINS PROPERTIES LP COMPANY GUAR 10/34 5.875                                                                        | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    460000 | PA      | $478178.74    | 0.03%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FB USA INC                 | CREDIT SUISSE USA LLC COMPANY GUAR 07/32 7.125                                                                        | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |    220000 | PA      | $252174.34    | 0.02%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                  | CRH AMERICA FINANCE INC COMPANY GUAR 01/35 5.5                                                                        | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    600000 | PA      | $625134.00    | 0.04%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                      | CRH SMW FINANCE DAC COMPANY GUAR 01/30 5.125                                                                          | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    350000 | PA      | $359658.25    | 0.02%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                   | CROWN CASTLE INC SR UNSECURED 01/31 2.25                                                                              | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    265000 | PA      | $235333.78    | 0.02%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                   | CROWN CASTLE INC SR UNSECURED 02/26 4.45                                                                              | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59915.34     | 0.00%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                   | CROWN CASTLE INC SR UNSECURED 03/27 2.9                                                                               | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    850000 | PA      | $834448.40    | 0.05%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                   | CROWN CASTLE INC SR UNSECURED 04/31 2.1                                                                               | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1578600.00   | 0.10%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                   | CROWN CASTLE INC SR UNSECURED 06/26 3.7                                                                               | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79657.44     | 0.01%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                         | CROWN CASTLE INC SR UNSECURED 09/28 4.8                                                                               | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    490000 | PA      | $496178.41    | 0.03%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                              | CUMMINS INC SR UNSECURED 02/54 5.45                                                                                   | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209368.74    | 0.01%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 01/29 5                                                                                  | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61154.34     | 0.00%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 02/31 1.875                                                                              | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13045.50     | 0.00%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 04/40 4.125                                                                              | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    660000 | PA      | $565275.48    | 0.04%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 06/26 2.875                                                                              | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128984.31    | 0.01%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 06/27 6.25                                                                               | CUSIP: 126650BJ8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246948.96    | 0.02%             | 2027-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 06/29 5.4                                                                                | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    720000 | PA      | $744704.64    | 0.05%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 06/34 5.7                                                                                | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62654.10     | 0.00%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 06/53 5.875                                                                              | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    380000 | PA      | $375095.34    | 0.02%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 06/63 6                                                                                  | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    850000 | PA      | $845409.15    | 0.06%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 07/35 4.875                                                                              | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    710000 | PA      | $695172.36    | 0.05%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 07/45 5.125                                                                              | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $131252.41    | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 08/26 3                                                                                  | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198187.80    | 0.01%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 08/27 1.3                                                                                | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $227990.64    | 0.01%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 08/29 3.25                                                                               | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48069.95     | 0.00%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 09/32 5                                                                                  | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    320000 | PA      | $325229.76    | 0.02%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 09/39 6.125                                                                              | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83864.72     | 0.01%             | 2039-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CYRUS 2024-2A A2 144A                    | CYRUSONE DATA CENTERS ISSUER I CYRUS 2024 2A A2 144A                                                                  | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $167317.43    | 0.01%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DALLAS FT WORTH TX ARPT TXBL SER C       | DALLAS FORT WORTH TX INTERNATI DALAPT 11/46 FIXED 2.843                                                               | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $48046.02     | 0.00%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| DALLAS FORT WORTH TX ARPT REV SR A TXBLE | DALLAS FORT WORTH TX INTERNATI DALAPT 11/47 FIXED 5.045                                                               | CUSIP: 23503CCH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $245080.08    | 0.02%             | 2047-11-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| DALLAS FORT WORTH TX ARPT REV SR A TXBLE | DALLAS FORT WORTH TX INTERNATI DALAPT 11/51 FIXED 4.507                                                               | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $667123.65    | 0.04%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| DALLAS TX AREA RAPID TAX REV BAB TXBL    | DALLAS TX AREA RAPID TRANSIT S DALTRN 12/41 FIXED 4.922                                                               | CUSIP: 235241LX2<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |   1955000 | PA      | $1927964.11   | 0.13%             | 2041-12-01      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S 144A                     | DANSKE BANK A/S 144A 04/28 VAR                                                                                        | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $200160.80    | 0.01%             | 2028-04-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                   | DARDEN RESTAURANTS INC SR UNSECURED 05/27 3.85                                                                        | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238804.56    | 0.02%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DEFT 2023-2 B 144A                       | DELL EQUIPMENT FINANCE TRUST DEFT 2023 2 B 144A                                                                       | CUSIP: 24703GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100547.09    | 0.01%             | 2029-01-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                  | DELL INT LLC / EMC CORP COMPANY GUAR 07/36 8.1                                                                        | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $983892.42    | 0.06%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                        | DEVON ENERGY CORPORATION SR UNSECURED 04/32 7.95                                                                      | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     60000 | PA      | $69289.14     | 0.00%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                 | DEVON ENERGY CORPORATION SR UNSECURED 05/42 4.75                                                                      | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $214370.00    | 0.01%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                 | DEVON ENERGY CORPORATION SR UNSECURED 09/34 5.2                                                                       | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89061.12     | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DEXT 2025-1 A3 144A                      | DEXT ABS DEXT 2025 1 A3 144A                                                                                          | CUSIP: 252154AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1564812.11   | 0.10%             | 2035-08-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                  | DIGITAL REALTY TRUST LP COMPANY GUAR 07/28 4.45                                                                       | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241996.32    | 0.02%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1A A3 144A                    | DLLAA LLC DLLAA 2023 1A A3 144A                                                                                       | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53561 | PA      | $54111.57     | 0.00%             | 2028-02-22      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1A A4 144A                    | DLLAA LLC DLLAA 2023 1A A4 144A                                                                                       | CUSIP: 23292HAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | PA      | $72001.86     | 0.00%             | 2031-10-20      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| PHYSICIANS REALTY LP                     | DOC DR LLC COMPANY GUAR 11/31 2.625                                                                                   | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13440.80     | 0.00%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                      | DOLLAR GENERAL CORP SR UNSECURED 07/28 5.2                                                                            | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245327.52    | 0.02%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                      | DOLLAR GENERAL CORP SR UNSECURED 11/52 5.5                                                                            | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    620000 | PA      | $595667.48    | 0.04%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| DRIVE 2021-3 D 144A                      | DRIVE AUTO RECEIVABLES TRUST DRIVE 2021 3 D 144A                                                                      | CUSIP: 262081AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1223734 | PA      | $1208679.44   | 0.08%             | 2029-06-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                            | DTE ENERGY CO SR UNSECURED 03/29 5.1                                                                                  | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    450000 | PA      | $461171.70    | 0.03%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                            | DTE ENERGY CO SR UNSECURED 10/26 2.85                                                                                 | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    800000 | PA      | $791368.80    | 0.05%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                  | DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 11/52 5.95                                                                       | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2179219.70   | 0.14%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                  | DUKE ENERGY INDIANA LLC 1ST MORTGAGE 04/53 5.4                                                                        | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39322.84     | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL 144A            | EAGLE FUNDING LUXCO SARL SR UNSECURED 144A 08/30 5.5                                                                  | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   2060000 | PA      | $2092259.60   | 0.14%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                 | EBAY INC SR UNSECURED 05/26 1.4                                                                                       | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78821.36     | 0.01%             | 2026-05-10      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                 | EBAY INC SR UNSECURED 05/31 2.6                                                                                       | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82025.37     | 0.01%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                 | EBAY INC SR UNSECURED 07/42 4                                                                                         | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    580000 | PA      | $485549.32    | 0.03%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EHGVT 2023-A A 144A                      | ELARA HGV TIMESHARE ISSUER EHGVT 2023 A A 144A                                                                        | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51059 | PA      | $52741.09     | 0.00%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| EHGVT 2023-A B 144A                      | ELARA HGV TIMESHARE ISSUER EHGVT 2023 A B 144A                                                                        | CUSIP: 28415AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51059 | PA      | $52536.56     | 0.00%             | 2038-02-25      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| ANTHEM INC                               | ELEVANCE HEALTH INC SR UNSECURED 01/43 4.65                                                                           | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76237.27     | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ANTHEM INC                               | ELEVANCE HEALTH INC SR UNSECURED 03/28 4.101                                                                          | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14996.43     | 0.00%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ANTHEM INC                               | ELEVANCE HEALTH INC SR UNSECURED 03/48 4.55                                                                           | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25612.02     | 0.00%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ANTHEM INC                               | ELEVANCE HEALTH INC SR UNSECURED 05/30 2.25                                                                           | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54778.68     | 0.00%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                      | ELEVANCE HEALTH INC SR UNSECURED 10/52 6.1                                                                            | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    560000 | PA      | $586745.60    | 0.04%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                           | ELI LILLY + CO SR UNSECURED 02/34 4.7                                                                                 | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242529.12    | 0.02%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                           | ELI LILLY + CO SR UNSECURED 02/64 5.1                                                                                 | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160563.81    | 0.01%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                           | ELI LILLY + CO SR UNSECURED 08/64 5.2                                                                                 | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    180000 | PA      | $173143.08    | 0.01%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EFMT 2020-2 A1 144A                      | ELLINGTON FINANCIAL MORTGAGE T EFMT 2020 2 A1 144A                                                                    | CUSIP: 31573WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18966 | PA      | $17938.50     | 0.00%             | 2065-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| EFMT 2021-3 M1 144A                      | ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 3 M1 144A                                                                    | CUSIP: 31573JAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $71149.11     | 0.00%             | 2066-09-25      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV1 A1 144A                   | ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 INV1 A1 144A                                                                 | CUSIP: 26846XAA8<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |    136065 | PA      | $137032.71    | 0.01%             | 2070-03-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM5 A1 144A                   | ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 NQM5 A1 144A                                                                 | CUSIP: 28225KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305000 | PA      | $305183.92    | 0.02%             | 2070-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                       | ENACT HOLDINGS INC SR UNSECURED 05/29 6.25                                                                            | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |   1509000 | PA      | $1579704.20   | 0.10%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                 | ENBRIDGE ENERGY PARTNERS COMPANY GUAR 09/40 5.5                                                                       | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9856.75      | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                             | ENBRIDGE INC COMPANY GUAR 04/34 5.625                                                                                 | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $57352.24     | 0.00%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                             | ENBRIDGE INC COMPANY GUAR 10/26 1.6                                                                                   | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1020000 | PA      | $997895.58    | 0.07%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                             | ENBRIDGE INC COMPANY GUAR 11/26 5.9                                                                                   | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $91490.40     | 0.01%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                             | ENBRIDGE INC COMPANY GUAR 11/53 6.7                                                                                   | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $39013.24     | 0.00%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                             | ENBRIDGE INC SUBORDINATED 03/55 VAR                                                                                   | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $222600.00    | 0.01%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER PARTNERS                 | ENERGY TRANSFER LP SR UNSECURED 02/42 6.5                                                                             | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26501.95     | 0.00%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                       | ENERGY TRANSFER LP SR UNSECURED 05/34 5.55                                                                            | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102426.20    | 0.01%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER OPERATNG                 | ENERGY TRANSFER LP SR UNSECURED 06/28 4.95                                                                            | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60924.36     | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                       | ENERGY TRANSFER LP SR UNSECURED 09/34 5.6                                                                             | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61653.48     | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                     | ENTERGY ARKANSAS LLC 1ST MORTGAGE 06/34 5.45                                                                          | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    240000 | PA      | $251415.36    | 0.02%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EFF 2023-2 A2 144A                       | ENTERPRISE FLEET FINANCING LLC EFF 2023 2 A2 144A                                                                     | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36561 | PA      | $36775.36     | 0.00%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| EFF 2024-4 A2 144A                       | ENTERPRISE FLEET FINANCING LLC EFF 2024 4 A2 144A                                                                     | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41682 | PA      | $41801.87     | 0.00%             | 2027-07-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| EFF 2024-4 A4 144A                       | ENTERPRISE FLEET FINANCING LLC EFF 2024 4 A4 144A                                                                     | CUSIP: 29374MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50728.07     | 0.00%             | 2031-06-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EFF 2025-3 A3 144A                       | ENTERPRISE FLEET FINANCING LLC EFF 2025 3 A3 144A                                                                     | CUSIP: 29375UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1330000 | PA      | $1343074.30   | 0.09%             | 2029-09-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                 | ENTERPRISE PRODUCTS OPER COMPANY GUAR 01/27 4.6                                                                       | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    580000 | PA      | $583782.76    | 0.04%             | 2027-01-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                 | ENTERPRISE PRODUCTS OPER COMPANY GUAR 01/33 5.35                                                                      | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104834.40    | 0.01%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                 | ENTERPRISE PRODUCTS OPER COMPANY GUAR 01/34 4.85                                                                      | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1033485.42   | 0.07%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC        | ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/41 5.95                                                                      | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    220000 | PA      | $232364.66    | 0.02%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                 | ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/78 VAR                                                                       | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109312.50    | 0.01%             | 2078-02-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                 | ENTERPRISE PRODUCTS OPER COMPANY GUAR 06/28 4.3                                                                       | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    710000 | PA      | $714550.39    | 0.05%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                 | ENTERPRISE PRODUCTS OPER COMPANY GUAR 08/77 VAR                                                                       | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239375.28    | 0.02%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                 | ENTERPRISE PRODUCTS OPER COMPANY GUAR 10/28 4.15                                                                      | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110293.37    | 0.01%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER B               | ENTERPRISE PRODUCTS OPER COMPANY GUAR 10/34 6.65                                                                      | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $136232.16    | 0.01%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                        | EOG RESOURCES INC SR UNSECURED 07/28 4.4                                                                              | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    960000 | PA      | $968712.96    | 0.06%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                 | EQUINIX EU 2 FINANCING C COMPANY GUAR 06/34 5.5                                                                       | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    920000 | PA      | $953775.96    | 0.06%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                              | EQUINIX INC SR UNSECURED 11/26 2.9                                                                                    | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    520000 | PA      | $513285.24    | 0.03%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC 144A                | ERAC USA FINANCE LLC COMPANY GUAR 144A 02/45 4.5                                                                      | CUSIP: 26884TAN2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8870.03      | 0.00%             | 2045-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC 144A                | ERAC USA FINANCE LLC COMPANY GUAR 144A 05/33 4.9                                                                      | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187445.33    | 0.01%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                       | ESSEX PORTFOLIO LP COMPANY GUAR 03/32 2.65                                                                            | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31243.14     | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                       | ESSEX PORTFOLIO LP COMPANY GUAR 03/48 4.5                                                                             | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17402.22     | 0.00%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                      | ESTEE LAUDER CO INC SR UNSECURED 02/34 5                                                                              | CUSIP: 29736RAV2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    640000 | PA      | $648060.80    | 0.04%             | 2034-02-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                        | EVERSOURCE ENERGY SR UNSECURED 03/27 2.9                                                                              | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117898.08    | 0.01%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                        | EVERSOURCE ENERGY SR UNSECURED 03/32 3.375                                                                            | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110807.88    | 0.01%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                        | EVERSOURCE ENERGY SR UNSECURED 07/34 5.95                                                                             | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    160000 | PA      | $169646.56    | 0.01%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EART 2025-2A A3                          | EXETER AUTOMOBILE RECEIVABLES EART 2025 2A A3                                                                         | CUSIP: 30168JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    920000 | PA      | $923275.11    | 0.06%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| EART 2025-4A B                           | EXETER AUTOMOBILE RECEIVABLES EART 2025 4A B                                                                          | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001062.70   | 0.07%             | 2030-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ESART 2025-1 B                           | EXETER SELECT AUTOMOBILE RECEI ESART 2025 1 B                                                                         | CUSIP: 30185AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    990000 | PA      | $1000901.68   | 0.07%             | 2031-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| ESART 2025-2 A3                          | EXETER SELECT AUTOMOBILE RECEI ESART 2025 2 A3                                                                        | CUSIP: 30185EAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    880000 | PA      | $883812.86    | 0.06%             | 2030-08-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                       | EXPAND ENERGY CORP COMPANY GUAR 02/29 5.375                                                                           | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1060214.12   | 0.07%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                   | EXPAND ENERGY CORP COMPANY GUAR 02/32 4.75                                                                            | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215295.52    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                       | EXPAND ENERGY CORP COMPANY GUAR 03/30 5.375                                                                           | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71028.37     | 0.00%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ESA 2025-ESH A 144A                      | EXTENDED STAY AMERICA TRUST ESA 2025 ESH A 144A                                                                       | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $475890.63    | 0.03%             | 2042-10-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                   | EXTRA SPACE STORAGE LP COMPANY GUAR 06/29 4                                                                           | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14862.62     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FED HM LN PC POOL G08747 FG 02/47 FIXED 3                                                                             | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27688 | PA      | $25262.77     | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL QC8491 FR 10/51 FIXED 2.5                                                                           | CUSIP: 3133ATNG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102673 | PA      | $88969.05     | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL QD8674 FR 03/52 FIXED 3                                                                             | CUSIP: 3133B6T75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4808249 | PA      | $4303387.02   | 0.28%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL QJ3040 FR 09/54 FIXED 5.5                                                                           | CUSIP: 3133CTLV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52801 | PA      | $53571.22     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FED HM LN PC POOL QN7552 FR 08/36 FIXED 2                                                                             | CUSIP: 3133GEL97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64117 | PA      | $59164.07     | 0.00%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL QX1253 FR 12/54 FIXED 6                                                                             | CUSIP: 31425VMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3996097 | PA      | $4120295.10   | 0.27%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL RA5258 FR 05/51 FIXED 2                                                                             | CUSIP: 3133KLZX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81444 | PA      | $66529.96     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL RA5714 FR 03/52 FIXED 2                                                                             | CUSIP: 3133KMK38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    416298 | PA      | $343206.24    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL RA5833 FR 09/51 FIXED 2                                                                             | CUSIP: 3133KMPS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1314892 | PA      | $1080479.73   | 0.07%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL RA5917 FR 09/51 FIXED 3                                                                             | CUSIP: 3133KMSE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121176 | PA      | $108957.91    | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL RA6019 FR 10/51 FIXED 2.5                                                                           | CUSIP: 3133KMVL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69763 | PA      | $59715.82     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL RA6505 FR 12/51 FIXED 2                                                                             | CUSIP: 3133KNGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    579489 | PA      | $476466.12    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL RA6586 FR 01/52 FIXED 3.5                                                                           | CUSIP: 3133KNJ79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65599 | PA      | $60682.46     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL RA6766 FR 02/52 FIXED 2.5                                                                           | CUSIP: 3133KNQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    447375 | PA      | $385831.36    | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL RA6815 FR 02/52 FIXED 2.5                                                                           | CUSIP: 3133KNSC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3698527 | PA      | $3172113.10   | 0.21%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL RA6962 FR 03/52 FIXED 2.5                                                                           | CUSIP: 3133KNWX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    873084 | PA      | $751690.95    | 0.05%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL RA7096 FR 04/52 FIXED 3.5                                                                           | CUSIP: 3133KN3D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176319 | PA      | $162829.94    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL RA7135 FR 04/52 FIXED 2.5                                                                           | CUSIP: 3133KN4U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70710 | PA      | $60540.58     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL RA8551 FR 02/53 FIXED 6                                                                             | CUSIP: 3133KQQC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1421643 | PA      | $1473734.27   | 0.10%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FED HM LN PC POOL RB5107 FR 04/41 FIXED 1.5                                                                           | CUSIP: 3133KYU80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101264 | PA      | $86084.01     | 0.01%             | 2041-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FED HM LN PC POOL RB5148 FR 03/42 FIXED 2                                                                             | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    339627 | PA      | $294168.96    | 0.02%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FED HM LN PC POOL RB5149 FR 03/42 FIXED 2.5                                                                           | CUSIP: 3133KYWJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    752762 | PA      | $677359.70    | 0.04%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FED HM LN PC POOL RB5161 FR 06/42 FIXED 2.5                                                                           | CUSIP: 3133KYWW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114687 | PA      | $102985.58    | 0.01%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FED HM LN PC POOL RB5162 FR 06/42 FIXED 3                                                                             | CUSIP: 3133KYWX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    290313 | PA      | $271007.12    | 0.02%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FED HM LN PC POOL RB5163 FR 05/42 FIXED 3                                                                             | CUSIP: 3133KYWY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1610076 | PA      | $1504127.30   | 0.10%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FED HM LN PC POOL RC1756 FR 02/36 FIXED 1.5                                                                           | CUSIP: 3133L75R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    243439 | PA      | $218848.18    | 0.01%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL RJ2623 FR 10/54 FIXED 5.5                                                                           | CUSIP: 3142GS4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31088 | PA      | $31702.97     | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FED HM LN PC POOL SB0217 FR 01/33 FIXED 3                                                                             | CUSIP: 3132CWG24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13530 | PA      | $13191.59     | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FED HM LN PC POOL SB0869 FR 02/36 FIXED 1.5                                                                           | CUSIP: 3132CW6E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79283 | PA      | $71519.85     | 0.00%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FED HM LN PC POOL SB0912 FR 03/37 FIXED 2                                                                             | CUSIP: 3132CXAM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47281 | PA      | $43585.29     | 0.00%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FED HM LN PC POOL SB8189 FR 11/37 FIXED 4                                                                             | CUSIP: 3132D6C24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    227788 | PA      | $224452.76    | 0.01%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD0686 FR 08/51 FIXED 3.5                                                                           | CUSIP: 3132DMXP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38980 | PA      | $36450.57     | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD0731 FR 05/51 FIXED 2                                                                             | CUSIP: 3132DMY41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27597 | PA      | $22713.01     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD0767 FR 11/51 FIXED 3                                                                             | CUSIP: 3132DMZ81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    247635 | PA      | $223346.50    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD0847 FR 02/52 FIXED 2.5                                                                           | CUSIP: 3132DM5G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124421 | PA      | $105683.00    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD0922 FR 03/52 FIXED 2.5                                                                           | CUSIP: 3132DNAX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9324837 | PA      | $8034618.04   | 0.52%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD1035 FR 05/52 FIXED 4                                                                             | CUSIP: 3132DNEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31678 | PA      | $30063.53     | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD1116 FR 06/52 FIXED 3.5                                                                           | CUSIP: 3132DNGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3672473 | PA      | $3407391.56   | 0.22%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD1183 FR 01/52 FIXED 3                                                                             | CUSIP: 3132DNJ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116636 | PA      | $104567.41    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD1218 FR 07/49 FIXED 4                                                                             | CUSIP: 3132DNK77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    492806 | PA      | $476242.69    | 0.03%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD1266 FR 06/52 FIXED 3                                                                             | CUSIP: 3132DNMP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77217 | PA      | $69132.22     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD1577 FR 09/52 FIXED 4                                                                             | CUSIP: 3132DNXE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28871 | PA      | $27509.42     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD1966 FR 11/52 FIXED 4                                                                             | CUSIP: 3132DPFF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1773816 | PA      | $1693415.20   | 0.11%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD2669 FR 04/50 FIXED 3.5                                                                           | CUSIP: 3132DP6E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    295660 | PA      | $278721.89    | 0.02%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD2873 FR 01/52 FIXED 3                                                                             | CUSIP: 3132DQFN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1108829 | PA      | $997029.03    | 0.07%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD3041 FR 05/53 FIXED 5                                                                             | CUSIP: 3132DQLW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19971 | PA      | $20007.01     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD3580 FR 04/52 FIXED 2                                                                             | CUSIP: 3132DQ6R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58736 | PA      | $48058.38     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD3630 FR 08/53 FIXED 5.5                                                                           | CUSIP: 3132E0A77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116789 | PA      | $119056.45    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD4967 FR 02/54 FIXED 5.5                                                                           | CUSIP: 3132DSQU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48028 | PA      | $48879.58     | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD4999 FR 08/53 FIXED 5                                                                             | CUSIP: 3132DSRU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1978244 | PA      | $1976675.80   | 0.13%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD5421 FR 04/52 FIXED 2.5                                                                           | CUSIP: 3132DTAW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1255858 | PA      | $1074242.76   | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD5582 FR 06/49 FIXED 4                                                                             | CUSIP: 3132DTFX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6392171 | PA      | $6168362.01   | 0.40%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD5620 FR 06/54 FIXED 7                                                                             | CUSIP: 3132DTG53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159875 | PA      | $167763.19    | 0.01%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD5865 FR 08/54 FIXED 5.5                                                                           | CUSIP: 3132DTQS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1126795 | PA      | $1145790.76   | 0.07%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD5958 FR 08/54 FIXED 6.5                                                                           | CUSIP: 3132DTTP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13874 | PA      | $14409.00     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD6048 FR 07/54 FIXED 6                                                                             | CUSIP: 3132DTWH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    384758 | PA      | $399070.02    | 0.03%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD6155 FR 08/54 FIXED 5.5                                                                           | CUSIP: 3132DTZU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209526 | PA      | $212921.40    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD6382 FR 07/54 FIXED 5                                                                             | CUSIP: 3132DUCT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43433 | PA      | $43279.10     | 0.00%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD6569 FR 10/54 FIXED 5.5                                                                           | CUSIP: 3132DUJN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198990 | PA      | $203002.57    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD6628 FR 08/54 FIXED 6.5                                                                           | CUSIP: 3132DULH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18560 | PA      | $19280.26     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD6638 FR 10/54 FIXED 5.5                                                                           | CUSIP: 3132DULT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165569 | PA      | $168343.86    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD6767 FR 10/54 FIXED 6                                                                             | CUSIP: 3132DUQU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4218923 | PA      | $4330920.48   | 0.28%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD6891 FR 10/54 FIXED 6                                                                             | CUSIP: 3132DUUQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    857030 | PA      | $882094.01    | 0.06%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD6907 FR 12/54 FIXED 5                                                                             | CUSIP: 3132DUU88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1066440 | PA      | $1066516.46   | 0.07%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD6963 FR 10/52 FIXED 4                                                                             | CUSIP: 3132DUWY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    316255 | PA      | $301692.78    | 0.02%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD7231 FR 12/54 FIXED 5.5                                                                           | CUSIP: 3132DVA88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2142692 | PA      | $2175372.75   | 0.14%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD7265 FR 10/54 FIXED 6.5                                                                           | CUSIP: 3132DVCA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5336637 | PA      | $5545539.58   | 0.36%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD7360 FR 10/54 FIXED 6                                                                             | CUSIP: 3132DVE92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44715 | PA      | $45845.21     | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD7362 FR 09/54 FIXED 5.5                                                                           | CUSIP: 3132DVFB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1739148 | PA      | $1775213.10   | 0.12%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD7512 FR 02/50 FIXED 3                                                                             | CUSIP: 3132DVKZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    356448 | PA      | $322771.07    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD7553 FR 03/52 FIXED 3                                                                             | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8381029 | PA      | $7557879.83   | 0.49%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8005 FR 08/49 FIXED 3.5                                                                           | CUSIP: 3132DV3N3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    345229 | PA      | $321980.51    | 0.02%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8099 FR 10/50 FIXED 2.5                                                                           | CUSIP: 3132DV7L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98031 | PA      | $83754.72     | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8128 FR 02/51 FIXED 2                                                                             | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130272 | PA      | $106580.28    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8140 FR 04/51 FIXED 2                                                                             | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34285 | PA      | $28025.02     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8146 FR 05/51 FIXED 2                                                                             | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28750 | PA      | $23494.69     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8161 FR 08/51 FIXED 2.5                                                                           | CUSIP: 3132DWB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    333818 | PA      | $284798.26    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8194 FR 02/52 FIXED 2.5                                                                           | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1472915 | PA      | $1253486.41   | 0.08%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8199 FR 03/52 FIXED 2                                                                             | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7037438 | PA      | $5735655.63   | 0.37%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8204 FR 04/52 FIXED 2                                                                             | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30924 | PA      | $25212.88     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8205 FR 04/52 FIXED 2.5                                                                           | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2368246 | PA      | $2018435.54   | 0.13%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8212 FR 05/52 FIXED 2.5                                                                           | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1605196 | PA      | $1363611.84   | 0.09%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8220 FR 06/52 FIXED 3                                                                             | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3746674 | PA      | $3323467.76   | 0.22%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8266 FR 11/52 FIXED 4.5                                                                           | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    909129 | PA      | $890036.98    | 0.06%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8288 FR 01/53 FIXED 5                                                                             | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    601332 | PA      | $601095.54    | 0.04%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8299 FR 02/53 FIXED 5                                                                             | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2601798 | PA      | $2600506.88   | 0.17%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8323 FR 05/53 FIXED 5                                                                             | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49546 | PA      | $49518.66     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8365 FR 10/53 FIXED 4.5                                                                           | CUSIP: 3132DWJJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    610443 | PA      | $595707.37    | 0.04%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8433 FR 05/54 FIXED 6.5                                                                           | CUSIP: 3132DWLN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45476 | PA      | $47120.06     | 0.00%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8454 FR 08/54 FIXED 6                                                                             | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2901861 | PA      | $2969100.62   | 0.19%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8507 FR 02/55 FIXED 6                                                                             | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    266126 | PA      | $272178.53    | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SL0401 FR 02/52 FIXED 2.5                                                                           | CUSIP: 31427MNT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1172467 | PA      | $1007300.97   | 0.07%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SL0616 FR 03/55 FIXED 6                                                                             | CUSIP: 31427MVJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2395413 | PA      | $2467648.95   | 0.16%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SL0810 FR 04/55 FIXED 5.5                                                                           | CUSIP: 31427M3U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7819073 | PA      | $7943951.01   | 0.52%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL ZA5029 FR 10/47 FIXED 3.5                                                                           | CUSIP: 31329NSS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    408232 | PA      | $384102.81    | 0.03%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL ZS4714 FR 04/47 FIXED 4                                                                             | CUSIP: 3132A5GX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46660 | PA      | $45150.34     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FED HM LN PC POOL ZS7860 FR 09/32 FIXED 3                                                                             | CUSIP: 3132A8WV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85938 | PA      | $83964.31     | 0.01%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FED HM LN PC POOL ZS9164 FR 09/33 FIXED 3                                                                             | CUSIP: 3132AAFD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32957 | PA      | $31935.10     | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                               | FEDEX CORP COMPANY GUAR 01/44 5.1                                                                                     | CUSIP: 31428XDP8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    230000 | PA      | $210224.60    | 0.01%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                               | FEDEX CORP COMPANY GUAR 02/45 4.1                                                                                     | CUSIP: 31428XDQ6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56085.05     | 0.00%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                               | FEDEX CORP COMPANY GUAR 04/43 4.1                                                                                     | CUSIP: 31428XAU0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80890.80     | 0.01%             | 2043-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                               | FEDEX CORP COMPANY GUAR 11/45 4.75                                                                                    | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    740000 | PA      | $642178.66    | 0.04%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                               | FEDEX CORP COMPANY GUAR 11/45 4.75                                                                                    | CUSIP: 31428XDR4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60746.63     | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                 | FERGUSON ENTERPRISES INC COMPANY GUAR 10/34 5                                                                         | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1257817.50   | 0.08%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHMS K-150 A2                            | FHLMC MULTIFAMILY STRUCTURED P FHMS K 150 A2                                                                          | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165000 | PA      | $159863.14    | 0.01%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| FHMS K-155 A2                            | FHLMC MULTIFAMILY STRUCTURED P FHMS K 155 A2                                                                          | CUSIP: 3137H9ZV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3500000 | PA      | $3503837.05   | 0.23%             | 2033-04-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHMS K-156 A2                            | FHLMC MULTIFAMILY STRUCTURED P FHMS K 156 A2                                                                          | CUSIP: 3137HA2B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $126222.44    | 0.01%             | 2033-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| FHMS K137 A2                             | FHLMC MULTIFAMILY STRUCTURED P FHMS K137 A2                                                                           | CUSIP: 3137H5DP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    390000 | PA      | $352645.22    | 0.02%             | 2031-11-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| FHMS K512 A2                             | FHLMC MULTIFAMILY STRUCTURED P FHMS K512 A2                                                                           | CUSIP: 3137HBCF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2800000 | PA      | $2876540.24   | 0.19%             | 2028-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHMS K517 A2                             | FHLMC MULTIFAMILY STRUCTURED P FHMS K517 A2                                                                           | CUSIP: 3137HC2C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3117674.10   | 0.20%             | 2029-01-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| FHMS K547 A2                             | FHLMC MULTIFAMILY STRUCTURED P FHMS K547 A2                                                                           | CUSIP: 3137HN6B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3115000 | PA      | $3161673.91   | 0.21%             | 2030-05-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| FHMS K753 A2                             | FHLMC MULTIFAMILY STRUCTURED P FHMS K753 A2                                                                           | CUSIP: 3137HB2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    730000 | PA      | $740482.29    | 0.05%             | 2030-10-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                  | FIDELITY NATL FINANCIAL SR UNSECURED 08/28 4.5                                                                        | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70087.78     | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                      | FIFTH THIRD BANCORP SR UNSECURED 07/29 VAR                                                                            | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47295.27     | 0.00%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                      | FIFTH THIRD BANCORP SR UNSECURED 09/30 VAR                                                                            | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30414.63     | 0.00%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                 | FIRST AMERICAN FINANCIAL SR UNSECURED 09/34 5.45                                                                      | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    480000 | PA      | $484296.48    | 0.03%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN EDISON CO 144A              | FIRSTENERGY PENN ELECTRI SR UNSECURED 144A 01/29 4.3                                                                  | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74856.38     | 0.00%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                 | FIRSTENERGY TRANSMISSION SR UNSECURED 01/35 5                                                                         | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75088.95     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FKH 2020-SFR2 B 144A                     | FIRSTKEY HOMES TRUST FKH 2020 SFR2 B 144A                                                                             | CUSIP: 33767JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $309335.14    | 0.02%             | 2037-10-19      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| FISERV INC                               | FISERV INC SR UNSECURED 07/26 3.2                                                                                     | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39695.48     | 0.00%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                               | FISERV INC SR UNSECURED 08/28 5.375                                                                                   | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    800000 | PA      | $816683.20    | 0.05%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                               | FISERV INC SR UNSECURED 08/34 5.15                                                                                    | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    360000 | PA      | $357213.96    | 0.02%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                               | FISERV INC SR UNSECURED 10/28 4.2                                                                                     | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    910000 | PA      | $900803.54    | 0.06%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| F1VE 2023-V1 A3                          | FIVE 2023 V1 F1VE 2023 V1 A3                                                                                          | CUSIP: 337964AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $51221.52     | 0.00%             | 2056-02-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                 | FMC CORP SR UNSECURED 05/53 6.375                                                                                     | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    350000 | PA      | $313171.60    | 0.02%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| FNMA 30 YR                               | FNMA POOL AI1193 FN 04/41 FIXED 4.5                                                                                   | CUSIP: 3138AEKF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24812 | PA      | $24938.82     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL AS6520 FN 01/46 FIXED 3.5                                                                                   | CUSIP: 3138WGG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36910 | PA      | $34900.01     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL AS8496 FN 01/47 FIXED 3.5                                                                                   | CUSIP: 3138WJNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84104 | PA      | $79316.63     | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL AS9668 FN 05/47 FIXED 4                                                                                     | CUSIP: 3138WKW68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71381 | PA      | $69072.01     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL AS9760 FN 06/47 FIXED 4.5                                                                                   | CUSIP: 3138WKZ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40631 | PA      | $40315.33     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL BM3799 FN 08/47 FIXED VAR                                                                                   | CUSIP: 3140J8GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188789 | PA      | $172644.45    | 0.01%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL BM4897 FN 12/46 FIXED VAR                                                                                   | CUSIP: 3140J9NP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66168 | PA      | $62997.95     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL BO7256 FN 01/35 FIXED 3                                                                                     | CUSIP: 3140K3B27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27100 | PA      | $26222.38     | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL BQ9374 FN 01/51 FIXED 2.5                                                                                   | CUSIP: 3140KVMY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100001 | PA      | $85471.51     | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL BU5836 FN 11/51 FIXED 2                                                                                     | CUSIP: 3140M7PW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    362830 | PA      | $299130.10    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL BV4119 FN 03/52 FIXED 2.5                                                                                   | CUSIP: 3140MHSH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70033 | PA      | $59486.00     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL BY0545 FN 05/53 FIXED 5                                                                                     | CUSIP: 3140NGTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57491 | PA      | $57354.55     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL BY4131 FN 07/53 FIXED 5                                                                                     | CUSIP: 3140NLSV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73530 | PA      | $73460.92     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CA1354 FN 03/48 FIXED 3.5                                                                                   | CUSIP: 3140Q8QG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27753 | PA      | $26071.44     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CA1706 FN 05/48 FIXED 4.5                                                                                   | CUSIP: 3140Q83Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1120143 | PA      | $1111432.52   | 0.07%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CA1951 FN 07/48 FIXED 4                                                                                     | CUSIP: 3140Q9EZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54265 | PA      | $52475.41     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CA2639 FN 11/48 FIXED 4.5                                                                                   | CUSIP: 3140Q94Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    968329 | PA      | $959999.89    | 0.06%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CA4794 FN 12/49 FIXED 3                                                                                     | CUSIP: 3140QCKG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107566 | PA      | $96664.51     | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL CA5065 FN 01/35 FIXED 3                                                                                     | CUSIP: 3140QCTX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33897 | PA      | $32854.66     | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CA5368 FN 03/50 FIXED 4                                                                                     | CUSIP: 3140QC6E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16842 | PA      | $16160.82     | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL CA5466 FN 04/35 FIXED 3                                                                                     | CUSIP: 3140QDCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20963 | PA      | $20318.11     | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CA5540 FN 04/50 FIXED 3                                                                                     | CUSIP: 3140QDEN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25627 | PA      | $23121.76     | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CA7026 FN 09/50 FIXED 2.5                                                                                   | CUSIP: 3140QEYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225845 | PA      | $196534.10    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB0414 FN 05/51 FIXED 2.5                                                                                   | CUSIP: 3140QKN87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5924897 | PA      | $5080459.37   | 0.33%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB0498 FN 05/51 FIXED 2                                                                                     | CUSIP: 3140QKRU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2079569 | PA      | $1699637.82   | 0.11%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB0511 FN 05/51 FIXED 2.5                                                                                   | CUSIP: 3140QKR91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    466054 | PA      | $399632.11    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB1109 FN 07/51 FIXED 2                                                                                     | CUSIP: 3140QLGT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    973543 | PA      | $798617.27    | 0.05%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB1280 FN 08/51 FIXED 2.5                                                                                   | CUSIP: 3140QLM60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39575 | PA      | $33910.87     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB1371 FN 08/51 FIXED 2.5                                                                                   | CUSIP: 3140QLQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79066 | PA      | $67785.28     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB1624 FN 09/51 FIXED 2.5                                                                                   | CUSIP: 3140QLYW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221993 | PA      | $190354.51    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB1783 FN 10/51 FIXED 2.5                                                                                   | CUSIP: 3140QL6V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40492 | PA      | $34788.26     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB1866 FN 10/51 FIXED 2.5                                                                                   | CUSIP: 3140QMCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37529 | PA      | $32242.65     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB2610 FN 01/52 FIXED 2                                                                                     | CUSIP: 3140QM3U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1848843 | PA      | $1515516.57   | 0.10%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB2635 FN 01/52 FIXED 2.5                                                                                   | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76779 | PA      | $65834.86     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB2766 FN 02/52 FIXED 2                                                                                     | CUSIP: 3140QNCC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51413 | PA      | $42272.50     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB2804 FN 02/52 FIXED 2.5                                                                                   | CUSIP: 3140QNDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49400 | PA      | $42604.33     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB2848 FN 02/52 FIXED 2                                                                                     | CUSIP: 3140QNEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58344 | PA      | $48017.19     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB3102 FN 03/52 FIXED 2                                                                                     | CUSIP: 3140QNNU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1861866 | PA      | $1533501.11   | 0.10%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB3236 FN 03/52 FIXED 3                                                                                     | CUSIP: 3140QNS29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53022 | PA      | $47433.93     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB3254 FN 03/52 FIXED 3.5                                                                                   | CUSIP: 3140QNTL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3152048 | PA      | $2940837.96   | 0.19%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB3361 FN 04/52 FIXED 3                                                                                     | CUSIP: 3140QNWX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    368738 | PA      | $329602.23    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB3777 FN 05/52 FIXED 3.5                                                                                   | CUSIP: 3140QPFT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    272725 | PA      | $253754.81    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL CB3944 FN 06/37 FIXED 2.5                                                                                   | CUSIP: 3140QPL21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30041 | PA      | $28401.92     | 0.00%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB4115 FN 07/52 FIXED 3.5                                                                                   | CUSIP: 3140QPSD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163885 | PA      | $151201.21    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB5294 FN 11/52 FIXED 5.5                                                                                   | CUSIP: 3140QQ3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120787 | PA      | $122936.06    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB5306 FN 12/52 FIXED 6                                                                                     | CUSIP: 3140QQ3Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175783 | PA      | $182638.50    | 0.01%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB5546 FN 01/53 FIXED 6.5                                                                                   | CUSIP: 3140QREU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2983822 | PA      | $3101570.13   | 0.20%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB5702 FN 02/53 FIXED 6                                                                                     | CUSIP: 3140QRKQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72354 | PA      | $75224.48     | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB7120 FN 09/53 FIXED 6                                                                                     | CUSIP: 3140QS4E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52001 | PA      | $53299.44     | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB7982 FN 02/54 FIXED 5.5                                                                                   | CUSIP: 3140QT2Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35248 | PA      | $35873.30     | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB8226 FN 03/54 FIXED 6.5                                                                                   | CUSIP: 3140QUD86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       705 | PA      | $733.65       | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB8485 FN 05/54 FIXED 5.5                                                                                   | CUSIP: 3140QUNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42291 | PA      | $42879.64     | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB8505 FN 05/54 FIXED 6.5                                                                                   | CUSIP: 3140QUNX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97597 | PA      | $101508.41    | 0.01%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB8772 FN 06/54 FIXED 6                                                                                     | CUSIP: 3140QUXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71808 | PA      | $73733.27     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB8851 FN 07/54 FIXED 6                                                                                     | CUSIP: 3140QUZR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    366628 | PA      | $380261.83    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB9011 FN 08/54 FIXED 6                                                                                     | CUSIP: 3140QVAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107818 | PA      | $111192.60    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB9328 FN 10/54 FIXED 5.5                                                                                   | CUSIP: 3140QVLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64219 | PA      | $65475.81     | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB9649 FN 12/54 FIXED 5                                                                                     | CUSIP: 3140QVWK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1004480 | PA      | $1004552.61   | 0.07%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB9932 FN 02/55 FIXED 5.5                                                                                   | CUSIP: 3140QWBA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1324173 | PA      | $1345320.62   | 0.09%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CC0603 FN 06/55 FIXED 6.5                                                                                   | CUSIP: 3140Y6U57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1097026 | PA      | $1138318.67   | 0.07%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CC0749 FN 07/55 FIXED 6.5                                                                                   | CUSIP: 3140Y6ZP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1446896 | PA      | $1503993.73   | 0.10%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CC1020 FN 09/55 FIXED 5.5                                                                                   | CUSIP: 3140Y7D21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3086898 | PA      | $3133384.14   | 0.20%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL DC8257 FN 01/55 FIXED 5.5                                                                                   | CUSIP: 3140AWE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370729 | PA      | $376959.72    | 0.02%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL DC8291 FN 01/55 FIXED 5                                                                                     | CUSIP: 3140AWF95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1562218 | PA      | $1564846.35   | 0.10%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL DE2698 FN 07/55 FIXED 6.5                                                                                   | CUSIP: 3140BE7L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240028 | PA      | $250776.41    | 0.02%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FA0116 FN 08/53 FIXED VAR                                                                                   | CUSIP: 3140W0DW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    845593 | PA      | $787308.19    | 0.05%             | 2053-08-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL FA0261 FN 01/37 FIXED VAR                                                                                   | CUSIP: 3140W0JF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105672 | PA      | $103695.16    | 0.01%             | 2037-01-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FA0364 FN 01/55 FIXED VAR                                                                                   | CUSIP: 3140W0MN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1756650 | PA      | $1811245.69   | 0.12%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FA0436 FN 06/52 FIXED VAR                                                                                   | CUSIP: 3140W0PW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    518682 | PA      | $464030.38    | 0.03%             | 2052-06-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FA0522 FN 08/52 FIXED VAR                                                                                   | CUSIP: 3140W0SL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1316009 | PA      | $1187056.64   | 0.08%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL FA1256 FN 08/37 FIXED VAR                                                                                   | CUSIP: 3140W1ME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1064733 | PA      | $1040871.72   | 0.07%             | 2037-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FA2899 FN 10/55 FIXED VAR                                                                                   | CUSIP: 3140W3GH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    755238 | PA      | $766010.31    | 0.05%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL FM1455 FN 07/30 FIXED VAR                                                                                   | CUSIP: 3140X4TM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49420 | PA      | $48352.06     | 0.00%             | 2030-07-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM2333 FN 02/50 FIXED VAR                                                                                   | CUSIP: 3140X5SX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36735 | PA      | $34464.34     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM3162 FN 11/46 FIXED VAR                                                                                   | CUSIP: 3140X6QQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124383 | PA      | $115216.12    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM3229 FN 02/47 FIXED VAR                                                                                   | CUSIP: 3140X6ST9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40786 | PA      | $38811.71     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL FM3462 FN 12/33 FIXED VAR                                                                                   | CUSIP: 3140X6Z46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25793 | PA      | $25479.37     | 0.00%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM3978 FN 07/50 FIXED VAR                                                                                   | CUSIP: 3140X7M48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32359 | PA      | $31061.53     | 0.00%             | 2050-07-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM4386 FN 07/47 FIXED VAR                                                                                   | CUSIP: 3140X72U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53710 | PA      | $55168.46     | 0.00%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM4969 FN 12/50 FIXED VAR                                                                                   | CUSIP: 3140X8QX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9383529 | PA      | $7730245.87   | 0.51%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL FM6264 FN 02/36 FIXED VAR                                                                                   | CUSIP: 3140X96A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2259775 | PA      | $2185572.02   | 0.14%             | 2036-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM6300 FN 05/44 FIXED VAR                                                                                   | CUSIP: 3140XAAA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54448 | PA      | $56568.76     | 0.00%             | 2044-05-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM6627 FN 09/49 FIXED VAR                                                                                   | CUSIP: 3140XALH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29954 | PA      | $29683.78     | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM8422 FN 08/51 FIXED VAR                                                                                   | CUSIP: 3140XCLC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52653 | PA      | $44724.19     | 0.00%             | 2051-08-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM8543 FN 11/44 FIXED VAR                                                                                   | CUSIP: 3140XCP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40429 | PA      | $41529.26     | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL FM8732 FN 09/36 FIXED VAR                                                                                   | CUSIP: 3140XCV21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46891 | PA      | $43357.37     | 0.00%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL FM9037 FN 05/32 FIXED VAR                                                                                   | CUSIP: 3140XDBF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17946 | PA      | $17343.71     | 0.00%             | 2032-05-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM9140 FN 04/48 FIXED VAR                                                                                   | CUSIP: 3140XDEN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74328 | PA      | $74500.87     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM9221 FN 10/51 FIXED VAR                                                                                   | CUSIP: 3140XDG75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45698 | PA      | $43789.62     | 0.00%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM9501 FN 11/51 FIXED VAR                                                                                   | CUSIP: 3140XDRX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1949348 | PA      | $1681196.38   | 0.11%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM9704 FN 12/51 FIXED VAR                                                                                   | CUSIP: 3140XDYA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91976 | PA      | $75697.58     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM9806 FN 12/51 FIXED VAR                                                                                   | CUSIP: 3140XD3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    278183 | PA      | $238863.71    | 0.02%             | 2051-12-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS0733 FN 02/52 FIXED VAR                                                                                   | CUSIP: 3140XFY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46013 | PA      | $37934.60     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS0838 FN 01/52 FIXED VAR                                                                                   | CUSIP: 3140XF4Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14187 | PA      | $13253.64     | 0.00%             | 2052-01-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL FS1153 FN 04/37 FIXED VAR                                                                                   | CUSIP: 3140XGH77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134698 | PA      | $126684.35    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS1448 FN 04/52 FIXED VAR                                                                                   | CUSIP: 3140XGTE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100972 | PA      | $96247.83     | 0.01%             | 2052-04-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS1456 FN 12/48 FIXED VAR                                                                                   | CUSIP: 3140XGTN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304651 | PA      | $276964.63    | 0.02%             | 2048-12-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS1618 FN 03/52 FIXED VAR                                                                                   | CUSIP: 3140XGYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23190 | PA      | $19118.98     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL FS2037 FN 05/37 FIXED VAR                                                                                   | CUSIP: 3140XHHP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    467647 | PA      | $419027.32    | 0.03%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS2041 FN 08/51 FIXED VAR                                                                                   | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134373 | PA      | $109752.14    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS2477 FN 05/52 FIXED VAR                                                                                   | CUSIP: 3140XHXF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175530 | PA      | $151021.17    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS2599 FN 12/51 FIXED VAR                                                                                   | CUSIP: 3140XH3H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167389 | PA      | $150428.98    | 0.01%             | 2051-12-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS3820 FN 01/53 FIXED VAR                                                                                   | CUSIP: 3140XKG61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56835 | PA      | $59124.72     | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS3871 FN 03/50 FIXED VAR                                                                                   | CUSIP: 3140XKJR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92043 | PA      | $91326.21     | 0.01%             | 2050-03-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS4283 FN 03/52 FIXED VAR                                                                                   | CUSIP: 3140XKXM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37064 | PA      | $31781.14     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FNMA POOL FS4331 FN 07/40 FIXED VAR                                                                                   | CUSIP: 3140XKY53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185093 | PA      | $174659.98    | 0.01%             | 2040-07-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL FS4477 FN 05/37 FIXED VAR                                                                                   | CUSIP: 3140XK6P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    401310 | PA      | $378440.39    | 0.02%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS4639 FN 05/53 FIXED VAR                                                                                   | CUSIP: 3140XLEM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1395895 | PA      | $1448634.20   | 0.09%             | 2053-05-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FNMA POOL FS5191 FN 08/42 FIXED VAR                                                                                   | CUSIP: 3140XLXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218654 | PA      | $190200.92    | 0.01%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS5342 FN 07/53 FIXED VAR                                                                                   | CUSIP: 3140XL5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188494 | PA      | $192336.80    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS5555 FN 07/52 FIXED VAR                                                                                   | CUSIP: 3140XME51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    558707 | PA      | $515994.13    | 0.03%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS6257 FN 06/53 FIXED VAR                                                                                   | CUSIP: 3140XM5T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2056574 | PA      | $1959228.72   | 0.13%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS6599 FN 09/52 FIXED VAR                                                                                   | CUSIP: 3140XNKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1864167 | PA      | $1719258.85   | 0.11%             | 2052-09-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS6997 FN 03/52 FIXED VAR                                                                                   | CUSIP: 3140XNX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201022 | PA      | $179840.07    | 0.01%             | 2052-03-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS7303 FN 07/53 FIXED VAR                                                                                   | CUSIP: 3140XPDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51744 | PA      | $51571.94     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS7886 FN 04/54 FIXED VAR                                                                                   | CUSIP: 3140XPXQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1846740 | PA      | $1844258.27   | 0.12%             | 2054-04-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS8081 FN 10/53 FIXED VAR                                                                                   | CUSIP: 3140XP6T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1147674 | PA      | $1165844.47   | 0.08%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS9627 FN 09/54 FIXED VAR                                                                                   | CUSIP: 3140XRVV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    594171 | PA      | $617603.48    | 0.04%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS9707 FN 03/52 FIXED VAR                                                                                   | CUSIP: 3140XRYD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3721924 | PA      | $3197209.83   | 0.21%             | 2052-03-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FNMA POOL FS9713 FN 06/42 FIXED VAR                                                                                   | CUSIP: 3140XRYK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143050 | PA      | $137807.65    | 0.01%             | 2042-06-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA3027 FN 06/47 FIXED 4                                                                                     | CUSIP: 31418CLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90533 | PA      | $87937.69     | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA3210 FN 12/47 FIXED 3.5                                                                                   | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81351 | PA      | $76391.58     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA3238 FN 01/48 FIXED 3.5                                                                                   | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81044 | PA      | $76003.11     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL MA3248 FN 01/33 FIXED 3.5                                                                                   | CUSIP: 31418CTE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27003 | PA      | $26669.74     | 0.00%             | 2033-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA3385 FN 06/48 FIXED 4.5                                                                                   | CUSIP: 31418CXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38675 | PA      | $38358.03     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4158 FN 10/50 FIXED 2                                                                                     | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31426 | PA      | $25737.04     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4208 FN 12/50 FIXED 2                                                                                     | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2124223 | PA      | $1739673.93   | 0.11%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4237 FN 01/51 FIXED 2                                                                                     | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198095 | PA      | $162151.21    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4255 FN 02/51 FIXED 2                                                                                     | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139571 | PA      | $114159.25    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4281 FN 03/51 FIXED 2                                                                                     | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133024 | PA      | $108749.08    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4305 FN 04/51 FIXED 2                                                                                     | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25090 | PA      | $20495.66     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4325 FN 05/51 FIXED 2                                                                                     | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    716153 | PA      | $585239.45    | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4379 FN 07/51 FIXED 2.5                                                                                   | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68616 | PA      | $58581.28     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4413 FN 09/51 FIXED 2                                                                                     | CUSIP: 31418D3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2626607 | PA      | $2145061.18   | 0.14%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4437 FN 10/51 FIXED 2                                                                                     | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17500734 | PA      | $14290458.23  | 0.93%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL MA4441 FN 10/36 FIXED 1.5                                                                                   | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2179624 | PA      | $1956104.49   | 0.13%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4465 FN 11/51 FIXED 2                                                                                     | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1650112 | PA      | $1347074.43   | 0.09%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4492 FN 12/51 FIXED 2                                                                                     | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13556160 | PA      | $11054404.25  | 0.72%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4512 FN 01/52 FIXED 2.5                                                                                   | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19493 | PA      | $16632.39     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4514 FN 01/52 FIXED 3.5                                                                                   | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47246 | PA      | $43840.87     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FNMA POOL MA4519 FN 01/42 FIXED 1.5                                                                                   | CUSIP: 31418EAV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53825 | PA      | $45593.41     | 0.00%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4547 FN 02/52 FIXED 2                                                                                     | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5310405 | PA      | $4331268.08   | 0.28%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4548 FN 02/52 FIXED 2.5                                                                                   | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1640438 | PA      | $1399837.39   | 0.09%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4562 FN 03/52 FIXED 2                                                                                     | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122675 | PA      | $100017.60    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL MA4567 FN 03/37 FIXED 2                                                                                     | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10077912 | PA      | $9275726.10   | 0.61%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4578 FN 04/52 FIXED 2.5                                                                                   | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10991218 | PA      | $9381349.43   | 0.61%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL MA4582 FN 04/37 FIXED 2                                                                                     | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39642 | PA      | $36486.66     | 0.00%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL MA4583 FN 04/37 FIXED 2.5                                                                                   | CUSIP: 31418ECV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1984034 | PA      | $1866752.41   | 0.12%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FNMA POOL MA4586 FN 04/42 FIXED 2                                                                                     | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3440709 | PA      | $2988694.38   | 0.20%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL MA4601 FN 05/37 FIXED 1.5                                                                                   | CUSIP: 31418EDF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43110 | PA      | $38645.05     | 0.00%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL MA4602 FN 05/37 FIXED 2                                                                                     | CUSIP: 31418EDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75333 | PA      | $69337.02     | 0.00%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4624 FN 06/52 FIXED 3                                                                                     | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293547 | PA      | $260672.91    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4625 FN 06/52 FIXED 3.5                                                                                   | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3500456 | PA      | $3232667.63   | 0.21%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL MA4628 FN 06/37 FIXED 2.5                                                                                   | CUSIP: 31418EEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1809024 | PA      | $1701717.97   | 0.11%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FNMA POOL MA4632 FN 06/42 FIXED 3                                                                                     | CUSIP: 31418EEE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61285 | PA      | $56900.73     | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FNMA POOL MA4660 FN 07/42 FIXED 3                                                                                     | CUSIP: 31418EFA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62362 | PA      | $58215.32     | 0.00%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4732 FN 09/52 FIXED 4                                                                                     | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4122539 | PA      | $3933446.11   | 0.26%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4737 FN 08/52 FIXED 5                                                                                     | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    719214 | PA      | $719042.46    | 0.05%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4761 FN 09/52 FIXED 5                                                                                     | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5132 | PA      | $5130.65      | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4782 FN 10/52 FIXED 3.5                                                                                   | CUSIP: 31418EJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3624511 | PA      | $3346845.80   | 0.22%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4783 FN 10/52 FIXED 4                                                                                     | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    851481 | PA      | $811824.06    | 0.05%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4868 FN 01/53 FIXED 5                                                                                     | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181445 | PA      | $181457.81    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4941 FN 03/53 FIXED 5.5                                                                                   | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2040197 | PA      | $2070137.49   | 0.14%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA5038 FN 06/53 FIXED 5                                                                                     | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3233221 | PA      | $3230616.83   | 0.21%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA5070 FN 07/53 FIXED 4.5                                                                                   | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2833257 | PA      | $2770826.94   | 0.18%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA5071 FN 07/53 FIXED 5                                                                                     | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25426 | PA      | $25399.20     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA5191 FN 11/53 FIXED 6                                                                                     | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    404995 | PA      | $415044.70    | 0.03%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA5420 FN 07/54 FIXED 5.5                                                                                   | CUSIP: 31418FAW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    615425 | PA      | $622063.08    | 0.04%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA5529 FN 11/54 FIXED 4.5                                                                                   | CUSIP: 31418FEB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4532641 | PA      | $4418708.77   | 0.29%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL MA5533 FN 11/39 FIXED 4                                                                                     | CUSIP: 31418FEF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    865435 | PA      | $851946.34    | 0.06%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA5584 FN 01/55 FIXED 4.5                                                                                   | CUSIP: 31418FF28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1174172 | PA      | $1144657.55   | 0.07%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA5702 FN 05/55 FIXED 6.5                                                                                   | CUSIP: 31418FKQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    601083 | PA      | $622244.06    | 0.04%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA5792 FN 08/55 FIXED 5.5                                                                                   | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2085159 | PA      | $2106944.94   | 0.14%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA5793 FN 08/55 FIXED 6                                                                                     | CUSIP: 31418FNK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5448864 | PA      | $5574931.24   | 0.36%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA NOV                       | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                                                                               | CUSIP: 01F0406B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    770000 | PA      | $730504.76    | 0.05%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA NOV                       | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                                                                             | CUSIP: 01F0426B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3615000 | PA      | $3523256.61   | 0.23%             | 2033-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA NOV                       | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                                                                               | CUSIP: 01F0506B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4790000 | PA      | $4765508.63   | 0.31%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA NOV                       | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE                                                                             | CUSIP: 01F0526B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1055000 | PA      | $1065862.98   | 0.07%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORDL 2023-B C                           | FORD CREDIT AUTO LEASE TRUST FORDL 2023 B C                                                                           | CUSIP: 34529NAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2605000 | PA      | $2623075.31   | 0.17%             | 2027-04-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| FORDR 2023-1 A 144A                      | FORD CREDIT AUTO OWNER TRUST/F FORDR 2023 1 A 144A                                                                    | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101737.31    | 0.01%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                       | FORD MOTOR COMPANY SR UNSECURED 01/43 4.75                                                                            | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    160000 | PA      | $128100.48    | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                            | FORD MOTOR COMPANY SR UNSECURED 07/31 7.45                                                                            | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     70000 | PA      | $77365.47     | 0.01%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                       | FORD MOTOR COMPANY SR UNSECURED 10/28 6.625                                                                           | CUSIP: 345370BY5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    220000 | PA      | $232504.36    | 0.02%             | 2028-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                       | FORD MOTOR COMPANY SR UNSECURED 11/46 7.4                                                                             | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    830000 | PA      | $902763.61    | 0.06%             | 2046-11-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                       | FORD MOTOR COMPANY SR UNSECURED 12/26 4.346                                                                           | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    480000 | PA      | $477642.24    | 0.03%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                 | FORD MOTOR CREDIT CO LLC SR UNSECURED 01/27 4.271                                                                     | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1311907.08   | 0.09%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                 | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/33 7.122                                                                     | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214486.00    | 0.01%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                             | FORTINET INC SR UNSECURED 03/31 2.2                                                                                   | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $947084.56    | 0.06%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS 144A            | FORTITUDE GROUP HOLDINGS COMPANY GUAR 144A 04/30 6.25                                                                 | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2282167.80   | 0.15%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FCBSL 2023-2A A1R 144A                   | FORTRESS CREDIT BSL LIMITED FCBSL 2023 2A A1R 144A                                                                    | CUSIP: 34966BAN6<br>LEI: 2549008HR79TDG6LYY87 | Long             | ABS-O            | CORP              | JE        |   3825000 | PA      | $3831872.95   | 0.25%             | 2036-07-24      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A               | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/32 6.15                                                                      | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213240.20    | 0.01%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| STACR 2021-DNA7 M1 144A                  | FREDDIE MAC   STACR STACR 2021 DNA7 M1 144A                                                                           | CUSIP: 35564KMA4<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |     10282 | PA      | $10275.66     | 0.00%             | 2041-11-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| STACR 2024-HQA2 A1 144A                  | FREDDIE MAC   STACR STACR 2024 HQA2 A1 144A                                                                           | CUSIP: 35564NDY6<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |    946400 | PA      | $951425.35    | 0.06%             | 2044-08-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA3 M1 144A                  | FREDDIE MAC   STACR STACR 2025 DNA3 M1 144A                                                                           | CUSIP: 35564UAR8<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |   1736875 | PA      | $1737917.87   | 0.11%             | 2045-09-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| STACR 2025-HQA1 A1 144A                  | FREDDIE MAC   STACR STACR 2025 HQA1 A1 144A                                                                           | CUSIP: 35564NGY3<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |    132500 | PA      | $132624.65    | 0.01%             | 2045-02-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                     | FREEPORT MCMORAN INC COMPANY GUAR 03/28 4.125                                                                         | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238549.44    | 0.02%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                     | FREEPORT MCMORAN INC COMPANY GUAR 03/43 5.45                                                                          | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    850000 | PA      | $824947.10    | 0.05%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                     | FREEPORT MCMORAN INC COMPANY GUAR 08/30 4.625                                                                         | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    370000 | PA      | $368577.35    | 0.02%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FYBR 2024-1 A2 144A                      | FRONTIER ISSUER LLC FYBR 2024 1 A2 144A                                                                               | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495000 | PA      | $509893.36    | 0.03%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| FULTON CNTY GA BABS                      | FULTON CNTY GA FUL 07/39 FIXED 5.148                                                                                  | CUSIP: 360046Q90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $209401.39    | 0.01%             | 2039-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM5 A1 144A                   | GCAT GCAT 2021 NQM5 A1 144A                                                                                           | CUSIP: 36168KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55697 | PA      | $47446.22     | 0.00%             | 2066-07-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM4 A1 144A                   | GCAT GCAT 2025 NQM4 A1 144A                                                                                           | CUSIP: 367923AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2078479 | PA      | $2096537.36   | 0.14%             | 2070-06-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                    | GENERAL DYNAMICS CORP COMPANY GUAR 04/40 4.25                                                                         | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $962887.80    | 0.06%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                    | GENERAL DYNAMICS CORP COMPANY GUAR 05/28 3.75                                                                         | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209199.90    | 0.01%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CAPITAL CORP            | GENERAL ELECTRIC CO SR UNSECURED 03/32 6.75                                                                           | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    460000 | PA      | $522886.14    | 0.03%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                        | GENERAL MOTORS CO SR UNSECURED 10/28 5                                                                                | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81537.12     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                        | GENERAL MOTORS CO SR UNSECURED 10/43 6.25                                                                             | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    940000 | PA      | $959397.84    | 0.06%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                   | GENERAL MOTORS FINL CO COMPANY GUAR 01/27 4.35                                                                        | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140083.58    | 0.01%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                   | GENERAL MOTORS FINL CO COMPANY GUAR 10/26 4                                                                           | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    770000 | PA      | $768903.52    | 0.05%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                   | GENERAL MOTORS FINL CO SR UNSECURED 01/29 5.8                                                                         | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520939.50    | 0.03%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                   | GENERAL MOTORS FINL CO SR UNSECURED 02/27 2.35                                                                        | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    240000 | PA      | $234208.56    | 0.02%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                   | GENERAL MOTORS FINL CO SR UNSECURED 04/26 5.4                                                                         | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120569.40    | 0.01%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                   | GENERAL MOTORS FINL CO SR UNSECURED 04/27 5                                                                           | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242224.80    | 0.02%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                   | GENERAL MOTORS FINL CO SR UNSECURED 04/28 2.4                                                                         | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124117.63    | 0.01%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                   | GENERAL MOTORS FINL CO SR UNSECURED 06/26 1.5                                                                         | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127800.14    | 0.01%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                   | GENERAL MOTORS FINL CO SR UNSECURED 06/28 5.8                                                                         | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124065.48    | 0.01%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GFORT 2025-1A B 144A                     | GENERAL MOTORS GFORT 2025 1A B 144A                                                                                   | CUSIP: 361886DZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1408508.22   | 0.09%             | 2029-03-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| GFORT 2025-2A B 144A                     | GENERAL MOTORS GFORT 2025 2A B 144A                                                                                   | CUSIP: 361886EF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1370000 | PA      | $1385306.46   | 0.09%             | 2030-03-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                         | GEORGIA POWER CO SR UNSECURED 05/33 4.95                                                                              | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102259.20    | 0.01%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                           | GLOBE LIFE INC SR UNSECURED 09/28 4.55                                                                                | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    360000 | PA      | $362981.88    | 0.02%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                           | GLOBE LIFE INC SR UNSECURED 09/34 5.85                                                                                | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    680000 | PA      | $716049.52    | 0.05%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                  | GLP CAPITAL LP / FIN II COMPANY GUAR 09/34 5.625                                                                      | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    880000 | PA      | $888536.00    | 0.06%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GMALT 2025-1 A4                          | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 A4                                                                        | CUSIP: 36271VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252632.03    | 0.02%             | 2029-02-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GMCAR 2025-1 A3                          | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2025 1 A3                                                                        | CUSIP: 362955AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40404.10     | 0.00%             | 2029-12-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GMCAR 2025-1 A4                          | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2025 1 A4                                                                        | CUSIP: 362955AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45818.04     | 0.00%             | 2030-08-16      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL 004833 G2 10/40 FIXED 4                                                                                  | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40218 | PA      | $39145.91     | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GNMA II POOL 786366 G2 08/52 FIXED 4.5                                                                                | CUSIP: 3622AB6B3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1323067 | PA      | $1295677.06   | 0.08%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL BD0384 G2 10/47 FIXED 3.5                                                                                | CUSIP: 3617BFM90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92550 | PA      | $85497.60     | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA2891 G2 06/45 FIXED 3                                                                                  | CUSIP: 36179RF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60622 | PA      | $55394.28     | 0.00%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA3033 G2 08/45 FIXED 3                                                                                  | CUSIP: 36179RLN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20097 | PA      | $18320.49     | 0.00%             | 2045-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA3736 G2 06/46 FIXED 3.5                                                                                | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135150 | PA      | $126247.37    | 0.01%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA3803 G2 07/46 FIXED 3.5                                                                                | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1241009 | PA      | $1151462.45   | 0.08%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA3937 G2 09/46 FIXED 3.5                                                                                | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    277927 | PA      | $259503.84    | 0.02%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA4003 G2 10/46 FIXED 3                                                                                  | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    507794 | PA      | $462750.41    | 0.03%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA4126 G2 12/46 FIXED 3                                                                                  | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34830 | PA      | $31718.18     | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA4655 G2 08/47 FIXED 5                                                                                  | CUSIP: 36179TE43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49263 | PA      | $50278.72     | 0.00%             | 2047-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA4780 G2 10/47 FIXED 4.5                                                                                | CUSIP: 36179TJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7564 | PA      | $7538.43      | 0.00%             | 2047-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA4839 G2 11/47 FIXED 4.5                                                                                | CUSIP: 36179TLU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35927 | PA      | $35872.48     | 0.00%             | 2047-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA4900 G2 12/47 FIXED 3.5                                                                                | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3544837 | PA      | $3317077.87   | 0.22%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA5019 G2 02/48 FIXED 3.5                                                                                | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63877 | PA      | $59522.73     | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA5020 G2 02/48 FIXED 4                                                                                  | CUSIP: 36179TSH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27532 | PA      | $26490.67     | 0.00%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA5079 G2 03/48 FIXED 4.5                                                                                | CUSIP: 36179TUC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8392 | PA      | $8379.19      | 0.00%             | 2048-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA5191 G2 05/48 FIXED 3.5                                                                                | CUSIP: 36179TXU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3276054 | PA      | $3052740.99   | 0.20%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA5265 G2 06/48 FIXED 4.5                                                                                | CUSIP: 36179TZ65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        73 | PA      | $72.74        | 0.00%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA5399 G2 08/48 FIXED 4.5                                                                                | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7193 | PA      | $7159.30      | 0.00%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GNMA II POOL MA5711 G2 01/49 FIXED 4.5                                                                                | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11711 | PA      | $11635.00     | 0.00%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA5988 G2 06/49 FIXED 5                                                                                  | CUSIP: 36179UUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    440849 | PA      | $447416.85    | 0.03%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GNMA II POOL MA6209 G2 10/49 FIXED 3                                                                                  | CUSIP: 36179U3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17398 | PA      | $15380.17     | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GNMA II POOL MA6464 G2 02/50 FIXED 3                                                                                  | CUSIP: 36179VFD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5203 | PA      | $4619.22      | 0.00%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GNMA II POOL MA6531 G2 03/50 FIXED 3                                                                                  | CUSIP: 36179VHG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21656 | PA      | $19225.33     | 0.00%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA6543 G2 03/50 FIXED 4                                                                                  | CUSIP: 36179VHU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21402 | PA      | $20500.73     | 0.00%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA6770 G2 07/50 FIXED 5                                                                                  | CUSIP: 36179VQX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35958 | PA      | $36669.03     | 0.00%             | 2050-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA6819 G2 08/50 FIXED 2.5                                                                                | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23923 | PA      | $20746.23     | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA7135 G2 01/51 FIXED 2                                                                                  | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    341317 | PA      | $283994.74    | 0.02%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA7312 G2 04/51 FIXED 2.5                                                                                | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64970 | PA      | $56260.73     | 0.00%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA7472 G2 07/51 FIXED 2.5                                                                                | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7587510 | PA      | $6570351.49   | 0.43%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA7533 G2 08/51 FIXED 2                                                                                  | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4026294 | PA      | $3350103.26   | 0.22%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA7589 G2 09/51 FIXED 2.5                                                                                | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59120 | PA      | $51194.41     | 0.00%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA7649 G2 10/51 FIXED 2.5                                                                                | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5977315 | PA      | $5175983.90   | 0.34%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA7766 G2 12/51 FIXED 2                                                                                  | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124936 | PA      | $103954.08    | 0.01%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA7767 G2 12/51 FIXED 2.5                                                                                | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48110 | PA      | $41660.33     | 0.00%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA7826 G2 01/52 FIXED 2                                                                                  | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9416441 | PA      | $7835007.74   | 0.51%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA7935 G2 03/52 FIXED 2                                                                                  | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1342594 | PA      | $1117113.88   | 0.07%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA7936 G2 03/52 FIXED 2.5                                                                                | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3482386 | PA      | $3016589.50   | 0.20%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA7937 G2 03/52 FIXED 3                                                                                  | CUSIP: 36179WZA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    580529 | PA      | $521868.54    | 0.03%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA7988 G2 04/52 FIXED 3                                                                                  | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9117033 | PA      | $8195795.19   | 0.54%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8015 G2 05/37 FIXED 1.5                                                                                | CUSIP: 36179W3Y2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34674 | PA      | $31319.87     | 0.00%             | 2037-05-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8149 G2 07/52 FIXED 3.5                                                                                | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    127788 | PA      | $118084.83    | 0.01%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GNMA II POOL MA8200 G2 08/52 FIXED 4                                                                                  | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    486219 | PA      | $464427.05    | 0.03%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8202 G2 08/52 FIXED 5                                                                                  | CUSIP: 36179XDF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37275 | PA      | $37383.85     | 0.00%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8267 G2 09/52 FIXED 4                                                                                  | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1032412 | PA      | $984496.82    | 0.06%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8271 G2 09/52 FIXED 6                                                                                  | CUSIP: 36179XFL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34051 | PA      | $34953.77     | 0.00%             | 2052-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8346 G2 10/52 FIXED 4                                                                                  | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1065580 | PA      | $1016345.05   | 0.07%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8347 G2 10/52 FIXED 4.5                                                                                | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    398084 | PA      | $391322.11    | 0.03%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8350 G2 10/52 FIXED 6                                                                                  | CUSIP: 36179XH33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21762 | PA      | $22331.20     | 0.00%             | 2052-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8426 G2 11/52 FIXED 4                                                                                  | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1296862 | PA      | $1236540.78   | 0.08%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8427 G2 11/52 FIXED 4.5                                                                                | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2034022 | PA      | $1999469.68   | 0.13%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8430 G2 11/52 FIXED 6                                                                                  | CUSIP: 36179XLK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1069483 | PA      | $1097147.40   | 0.07%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8492 G2 12/52 FIXED 6                                                                                  | CUSIP: 36179XNH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1808223 | PA      | $1854996.00   | 0.12%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8646 G2 02/53 FIXED 4.5                                                                                | CUSIP: 36179XTB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4542481 | PA      | $4458982.36   | 0.29%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8800 G2 04/53 FIXED 5                                                                                  | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1823797 | PA      | $1826191.32   | 0.12%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8878 G2 05/53 FIXED 5                                                                                  | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1008750 | PA      | $1009091.41   | 0.07%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA9016 G2 07/53 FIXED 5                                                                                  | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1283134 | PA      | $1282514.78   | 0.08%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA9304 G2 11/53 FIXED 5                                                                                  | CUSIP: 36179YKR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1109924 | PA      | $1110983.13   | 0.07%             | 2053-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA9906 G2 09/54 FIXED 5.5                                                                                | CUSIP: 36180AAF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2281854 | PA      | $2304027.63   | 0.15%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MB0091 G2 12/54 FIXED 5                                                                                  | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    809865 | PA      | $808103.57    | 0.05%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA NOV                          | GNMA II TBA 30 YR 4 JUMBOS                                                                                            | CUSIP: 21H0406B4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3810000 | PA      | $3602861.27   | 0.24%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA NOV                          | GNMA II TBA 30 YR 4.5 JUMBOS                                                                                          | CUSIP: 21H0426B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2990000 | PA      | $2917735.47   | 0.19%             | 2036-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA NOV                          | GNMA II TBA 30 YR 5 JUMBOS                                                                                            | CUSIP: 21H0506B3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3415000 | PA      | $3404219.53   | 0.22%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA NOV                          | GNMA II TBA 30 YR 5.5 JUMBOS                                                                                          | CUSIP: 21H0526B9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8985000 | PA      | $9059096.24   | 0.59%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA NOV                          | GNMA II TBA 30 YR 6 JUMBOS                                                                                            | CUSIP: 21H0606B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1215000 | PA      | $1236507.53   | 0.08%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                   | GOLDMAN SACHS BANK USA SR UNSECURED 03/27 VAR                                                                         | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100247.90    | 0.01%             | 2027-03-18      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                   | GOLDMAN SACHS BANK USA SR UNSECURED 05/27 VAR                                                                         | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120768.36    | 0.01%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC SR UNSECURED 02/28 VAR                                                                        | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    520000 | PA      | $509051.40    | 0.03%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC SR UNSECURED 02/41 6.25                                                                       | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $2138778.22   | 0.14%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC SR UNSECURED 03/27 VAR                                                                        | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128716.38    | 0.01%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR                                                                        | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258077.30    | 0.02%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC SR UNSECURED 03/30 3.8                                                                        | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137755.66    | 0.01%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC SR UNSECURED 04/30 VAR                                                                        | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62694.48     | 0.00%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC SR UNSECURED 04/32 VAR                                                                        | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136268.25    | 0.01%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC SR UNSECURED 04/35 VAR                                                                        | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63865.38     | 0.00%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC SR UNSECURED 06/27 VAR                                                                        | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119780.04    | 0.01%             | 2027-06-15      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC SR UNSECURED 06/28 VAR                                                                        | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    390000 | PA      | $386578.14    | 0.03%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC SR UNSECURED 09/27 VAR                                                                        | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136849.86    | 0.01%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR                                                                        | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    465000 | PA      | $455099.69    | 0.03%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC SR UNSECURED 10/29 VAR                                                                        | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1453872.77   | 0.09%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC SR UNSECURED 11/26 3.5                                                                        | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    790000 | PA      | $786154.28    | 0.05%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP INC                    | GOLDMAN SACHS GROUP INC SUBORDINATED 10/37 6.75                                                                       | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16829.70     | 0.00%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GNR 2022-63 LM                           | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 63 LM                                                                         | CUSIP: 38383REY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25000 | PA      | $21350.84     | 0.00%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAND PKWY TRANSPRTN SUB TXBL TELA SR B  | GRAND PARKWAY TRANSPRTN CORP T GPTTRN 10/52 FIXED 3.236                                                               | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $1788133.75   | 0.12%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| GSMBS 2025-NQM3 A1 144A                  | GS MORTGAGE BACKED SECURITIES GSMBS 2025 NQM3 A1 144A                                                                 | CUSIP: 36274TAA7<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |   1223729 | PA      | $1223768.27   | 0.08%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                 | HACKENSACK MERIDIAN HLTH SR SECURED 07/48 4.211                                                                       | CUSIP: 404530AB3<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     85000 | PA      | $71694.70     | 0.00%             | 2048-07-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                    | HALEON US CAPITAL LLC COMPANY GUAR 03/27 3.375                                                                        | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    620000 | PA      | $614638.86    | 0.04%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                           | HALLIBURTON CO SR UNSECURED 03/30 2.92                                                                                | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471813.00    | 0.03%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| HLSY 2022-6A A1R 144A                    | HALSEYPOINT CLO LTD. HLSY 2022 6A A1R 144A                                                                            | CUSIP: 40639GAN9<br>LEI: 5493001PG85K1980W896 | Long             | ABS-CBDO         | CORP              | KY        |   1285000 | PA      | $1288723.21   | 0.08%             | 2038-01-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| HCA INC                                  | HCA INC COMPANY GUAR 02/29 5.875                                                                                      | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2239786.15   | 0.15%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                  | HCA INC COMPANY GUAR 03/42 4.375                                                                                      | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17193.50     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                  | HCA INC COMPANY GUAR 06/29 4.125                                                                                      | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198534.80    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP 144A            | HEALTH CARE SERVICE CORP SR UNSECURED 144A 06/30 2.2                                                                  | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13623.81     | 0.00%             | 2030-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                 | HEALTHCARE RLTY HLDGS LP COMPANY GUAR 03/31 2                                                                         | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    120000 | PA      | $104395.44    | 0.01%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                    | HEALTHPEAK OP LLC COMPANY GUAR 01/31 2.875                                                                            | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13829.78     | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                    | HEALTHPEAK OP LLC COMPANY GUAR 12/28 2.125                                                                            | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14103.17     | 0.00%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                | HESS CORP SR UNSECURED 02/41 5.6                                                                                      | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    620000 | PA      | $648054.38    | 0.04%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERADA HESS CORP                        | HESS CORP SR UNSECURED 03/33 7.125                                                                                    | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $58151.15     | 0.00%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                         | HF SINCLAIR CORP SR UNSECURED 01/31 5.75                                                                              | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    504000 | PA      | $520844.18    | 0.03%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                         | HF SINCLAIR CORP SR UNSECURED 01/35 6.25                                                                              | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    560000 | PA      | $584904.32    | 0.04%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HGVT 2025-2A A 144A                      | HILTON GRAND VACATIONS TRUST HGVT 2025 2A A 144A                                                                      | CUSIP: 43285JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    791250 | PA      | $793324.96    | 0.05%             | 2044-05-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                           | HOME DEPOT INC SR UNSECURED 04/41 5.95                                                                                | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    180000 | PA      | $193027.14    | 0.01%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                           | HOME DEPOT INC SR UNSECURED 06/34 4.95                                                                                | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    540000 | PA      | $552846.06    | 0.04%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                           | HOME DEPOT INC SR UNSECURED 06/64 5.4                                                                                 | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58633.62     | 0.00%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                           | HOME DEPOT INC SR UNSECURED 12/36 5.875                                                                               | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     90000 | PA      | $97400.79     | 0.01%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM4 A1 144A                  | HOMES TRUST HOMES 2025 NQM4 A1 144A                                                                                   | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2156898 | PA      | $2163206.56   | 0.14%             | 2070-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                     | HOWMET AEROSPACE INC SR UNSECURED 01/29 3                                                                             | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57944.88     | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                     | HOWMET AEROSPACE INC SR UNSECURED 02/27 5.9                                                                           | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    740000 | PA      | $755019.78    | 0.05%             | 2027-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                     | HOWMET AEROSPACE INC SR UNSECURED 02/37 5.95                                                                          | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    580000 | PA      | $627687.02    | 0.04%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-1A D 144A                     | HPEFS EQUIPMENT TRUST HPEFS 2024 1A D 144A                                                                            | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1771164.33   | 0.12%             | 2031-11-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                        | HSBC HOLDINGS PLC SR UNSECURED 03/28 VAR                                                                              | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1195570.80   | 0.08%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                        | HSBC HOLDINGS PLC SR UNSECURED 03/44 VAR                                                                              | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $419481.24    | 0.03%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                        | HSBC HOLDINGS PLC SR UNSECURED 05/30 VAR                                                                              | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    840000 | PA      | $828264.36    | 0.05%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                        | HSBC HOLDINGS PLC SR UNSECURED 08/33 VAR                                                                              | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    780000 | PA      | $809005.86    | 0.05%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                        | HSBC HOLDINGS PLC SR UNSECURED 09/28 VAR                                                                              | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $254371.65    | 0.02%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HY 2025-SPRL A 144A                      | HUDSON YARDS HY 2025 SPRL A 144A                                                                                      | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    745000 | PA      | $771290.45    | 0.05%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HY 2025-SPRL B 144A                      | HUDSON YARDS HY 2025 SPRL B 144A                                                                                      | CUSIP: 44855PAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1340000 | PA      | $1385380.84   | 0.09%             | 2040-01-13      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                               | HUMANA INC SR UNSECURED 03/34 5.95                                                                                    | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52680.85     | 0.00%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                               | HUMANA INC SR UNSECURED 04/31 5.375                                                                                   | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226580.64    | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                               | HUMANA INC SR UNSECURED 10/44 4.95                                                                                    | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1128265.46   | 0.07%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                               | HUMANA INC SR UNSECURED 12/28 5.75                                                                                    | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166072.16    | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                    | HUNTINGTON BANCSHARES SR UNSECURED 08/29 VAR                                                                          | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52367.85     | 0.00%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: —       |
| HUNTINGTON BANCSHARES                    | HUNTINGTON BANCSHARES SUBORDINATED 11/39 VAR                                                                          | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217915.74    | 0.01%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A             | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/26 5.5                                                                   | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80351.04     | 0.01%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A             | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/29 5.35                                                                  | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20525.40     | 0.00%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A             | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/28 4.9                                                                   | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2929067.02   | 0.19%             | 2028-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                 | IBM CORP SR UNSECURED 05/27 1.7                                                                                       | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    240000 | PA      | $231856.08    | 0.02%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                 | IBM CORP SR UNSECURED 05/39 4.15                                                                                      | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    240000 | PA      | $214821.84    | 0.01%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                 | IBM CORP SR UNSECURED 08/27 6.22                                                                                      | CUSIP: 459200AR2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1202021.00   | 0.08%             | 2027-08-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                 | ICON INVESTMENTS SIX DAC SR SECURED 05/29 5.849                                                                       | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    510000 | PA      | $532667.46    | 0.03%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| IL ST BAB MUNI ELEC AGY PWR SPLY         | ILLINOIS ST MUNI ELEC AGY PWR ILSPWR 02/35 FIXED 6.832                                                                | CUSIP: 452024GT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1070000 | PA      | $1133463.09   | 0.07%             | 2035-02-01      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                             | ING GROEP NV SR UNSECURED 09/34 VAR                                                                                   | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $215755.40    | 0.01%             | 2034-09-11      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                             | ING GROEP NV SR UNSECURED 10/28 4.55                                                                                  | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1290000 | PA      | $1302943.86   | 0.09%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                               | INTEL CORP SR UNSECURED 02/28 4.875                                                                                   | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121706.16    | 0.01%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                               | INTEL CORP SR UNSECURED 02/31 5                                                                                       | CUSIP: 458140CN8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163752.64    | 0.01%             | 2031-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                               | INTEL CORP SR UNSECURED 03/27 3.75                                                                                    | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    910000 | PA      | $904593.69    | 0.06%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                               | INTEL CORP SR UNSECURED 03/40 4.6                                                                                     | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    190000 | PA      | $172574.15    | 0.01%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                               | INTEL CORP SR UNSECURED 05/27 3.15                                                                                    | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236434.08    | 0.02%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                               | INTEL CORP SR UNSECURED 08/28 1.6                                                                                     | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    260000 | PA      | $242659.56    | 0.02%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                 | INTERCONTINENTALEXCHANGE SR UNSECURED 06/31 5.25                                                                      | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114793.69    | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                 | INTERCONTINENTALEXCHANGE SR UNSECURED 06/62 5.2                                                                       | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $757954.40    | 0.05%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                 | INTERCONTINENTALEXCHANGE SR UNSECURED 09/32 1.85                                                                      | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12732.75     | 0.00%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                               | INTUIT INC SR UNSECURED 09/28 5.125                                                                                   | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361214.35    | 0.02%             | 2028-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                      | INVITATION HOMES OP COMPANY GUAR 04/32 4.15                                                                           | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116211.72    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                | IQVIA INC SR SECURED 02/29 6.25                                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1150565.78   | 0.08%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                    | JACKSON FINANCIAL INC SR UNSECURED 11/31 3.125                                                                        | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    560000 | PA      | $510205.92    | 0.03%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL 144A            | JACKSON NATL LIFE GLOBAL SECURED 144A 01/27 4.9                                                                       | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226652.63    | 0.01%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL 144A            | JACKSON NATL LIFE GLOBAL SECURED 144A 06/28 4.7                                                                       | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2279691.38   | 0.15%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                  | JOHN DEERE CAPITAL CORP SR UNSECURED 01/29 4.5                                                                        | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60885.06     | 0.00%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                  | JOHN DEERE CAPITAL CORP SR UNSECURED 03/27 1.75                                                                       | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    240000 | PA      | $233298.00    | 0.02%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                  | JOHN DEERE CAPITAL CORP SR UNSECURED 03/27 2.35                                                                       | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1489286.88   | 0.10%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                  | JOHN DEERE CAPITAL CORP SR UNSECURED 04/34 5.1                                                                        | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206820.60    | 0.01%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                  | JOHN DEERE CAPITAL CORP SR UNSECURED 06/26 2.65                                                                       | CUSIP: 24422ETH2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14879.48     | 0.00%             | 2026-06-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                  | JOHN DEERE CAPITAL CORP SR UNSECURED 07/28 4.95                                                                       | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82107.44     | 0.01%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                  | JOHN DEERE CAPITAL CORP SR UNSECURED 09/31 4.4                                                                        | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216382.02    | 0.01%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                 | JOHNSON CONTROLS/TYCO FI SR UNSECURED 04/29 5.5                                                                       | CUSIP: 477921AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    320000 | PA      | $331818.56    | 0.02%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                 | JOHNSON CONTROLS/TYCO FI SR UNSECURED 09/30 1.75                                                                      | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    190000 | PA      | $168758.76    | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMCC 2016-NINE A 144A                   | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 NINE A 144A                                                                 | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    968000 | PA      | $952417.62    | 0.06%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMCC 2022-OPO B 144A                    | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 OPO B 144A                                                                  | CUSIP: 46655AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $88709.87     | 0.01%             | 2039-01-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMMT 2019-HYB1 B4 144A                  | JP MORGAN MORTGAGE TRUST JPMMT 2019 HYB1 B4 144A                                                                      | CUSIP: 46651FAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    847758 | PA      | $851151.38    | 0.06%             | 2049-10-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| JPMMT 2023-DSC2 A1 144A                  | JP MORGAN MORTGAGE TRUST JPMMT 2023 DSC2 A1 144A                                                                      | CUSIP: 46657BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184936 | PA      | $186183.51    | 0.01%             | 2063-11-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-DSC2 A1 144A                  | JP MORGAN MORTGAGE TRUST JPMMT 2025 DSC2 A1 144A                                                                      | CUSIP: 46659VAA6<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |   1118142 | PA      | $1122054.88   | 0.07%             | 2065-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-NMQ3 A1 144A                  | JP MORGAN MORTGAGE TRUST JPMMT 2025 NQM3 A1 144A                                                                      | CUSIP: 46659QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3294668 | PA      | $3315606.86   | 0.22%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR                                                                            | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    390000 | PA      | $393853.20    | 0.03%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 01/35 VAR                                                                            | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310839.30    | 0.02%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 02/27 VAR                                                                            | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128874.07    | 0.01%             | 2027-02-04      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR                                                                            | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    485000 | PA      | $483189.50    | 0.03%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR                                                                            | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    380000 | PA      | $374310.26    | 0.02%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR                                                                            | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    255000 | PA      | $251803.07    | 0.02%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 04/33 VAR                                                                            | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210565.32    | 0.01%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 04/51 VAR                                                                            | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10460.24     | 0.00%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 05/28 VAR                                                                            | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143664.99    | 0.01%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 06/28 VAR                                                                            | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    240000 | PA      | $233112.00    | 0.02%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 07/28 VAR                                                                            | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91256.94     | 0.01%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 07/29 VAR                                                                            | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2185460.90   | 0.14%             | 2029-07-23      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 07/29 VAR                                                                            | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1388821.95   | 0.09%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR                                                                            | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    520000 | PA      | $507661.44    | 0.03%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 10/29 VAR                                                                            | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1883430.84   | 0.12%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 10/40 5.5                                                                            | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    750000 | PA      | $779647.50    | 0.05%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SUBORDINATED 05/31 VAR                                                                            | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    275000 | PA      | $258518.15    | 0.02%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SUBORDINATED 06/45 4.95                                                                           | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $569963.40    | 0.04%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                 | KAISER FOUNDATION HOSPIT UNSECURED 06/41 2.81                                                                         | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $934595.00    | 0.06%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                 | KAISER FOUNDATION HOSPIT UNSECURED 06/51 3.002                                                                        | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    840000 | PA      | $563693.76    | 0.04%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KENTUCKY PWR CST RECOVER                 | KENTUCKY PWR CST RECOVER SR SECURED 09/45 5.296                                                                       | CUSIP: 491393AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2477058.93   | 0.16%             | 2045-09-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                               | KENVUE INC COMPANY GUAR 03/30 5                                                                                       | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    700000 | PA      | $718190.20    | 0.05%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                               | KENVUE INC COMPANY GUAR 03/33 4.9                                                                                     | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    550000 | PA      | $555209.60    | 0.04%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                               | KENVUE INC COMPANY GUAR 03/43 5.1                                                                                     | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57135.96     | 0.00%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                               | KENVUE INC COMPANY GUAR 03/63 5.2                                                                                     | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81945.45     | 0.01%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                    | KEYSIGHT TECHNOLOGIES SR UNSECURED 04/27 4.6                                                                          | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120563.52    | 0.01%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                    | KEYSIGHT TECHNOLOGIES SR UNSECURED 10/29 3                                                                            | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47577.55     | 0.00%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                    | KEYSIGHT TECHNOLOGIES SR UNSECURED 10/34 4.95                                                                         | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241293.84    | 0.02%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                         | KILROY REALTY LP COMPANY GUAR 01/36 6.25                                                                              | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    240000 | PA      | $247461.84    | 0.02%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                         | KILROY REALTY LP COMPANY GUAR 08/29 4.25                                                                              | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146793.45    | 0.01%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                         | KILROY REALTY LP COMPANY GUAR 12/28 4.75                                                                              | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240068.40    | 0.02%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KKR 33A A 144A                           | KKR FINANCIAL CLO LTD KKR 33A A 144A                                                                                  | CUSIP: 48254QAB0<br>LEI: 2549006GI7K365G4ZT50 | Long             | ABS-CBDO         | CORP              | KY        |   2245000 | PA      | $2246347.13   | 0.15%             | 2034-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                     | KRAFT HEINZ FOODS CO COMPANY GUAR 03/32 5.2                                                                           | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3075828.00   | 0.20%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                | KROGER CO SR UNSECURED 09/34 5                                                                                        | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120613.32    | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                | KROGER CO SR UNSECURED 10/26 2.65                                                                                     | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1529380.35   | 0.10%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                        | L3HARRIS TECH INC SR UNSECURED 01/27 5.4                                                                              | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    410000 | PA      | $415974.93    | 0.03%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                        | L3HARRIS TECH INC SR UNSECURED 06/31 5.25                                                                             | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    720000 | PA      | $749154.96    | 0.05%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                     | LAS VEGAS SANDS CORP SR UNSECURED 06/27 5.9                                                                           | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203723.40    | 0.01%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                     | LAS VEGAS SANDS CORP SR UNSECURED 08/26 3.5                                                                           | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128942.97    | 0.01%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                     | LAS VEGAS SANDS CORP SR UNSECURED 08/29 6                                                                             | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62493.12     | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                     | LOCKHEED MARTIN CORP SR UNSECURED 02/34 4.75                                                                          | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504882.00    | 0.03%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LA LOCAL GOVT ENVRN LA RESTOR TXBL SR A  | LOUISIANA ST LOCAL GOVT ENVRNM LASGOV 08/39 FIXED 4.475                                                               | CUSIP: 54627RAP5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     60000 | PA      | $58450.86     | 0.00%             | 2039-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                            | LOWE S COS INC SR UNSECURED 04/33 5                                                                                   | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254192.00    | 0.02%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                           | LOWE S COS INC SR UNSECURED 04/62 4.45                                                                                | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1095308.15   | 0.07%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                      | Long: S64324465 CDS USD R F  1.00000 5564324465FEE CCPCDX/ Short: S64324465 CDS USD P V 03MEVENT 5564324465PRO CCPCDX | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $446264.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | Long: S71677778 CDS USD R F  1.00000 5371677778FEE CCPCDX/ Short: S71677778 CDS USD P V 03MEVENT 5371677778PRO CCPCDX | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $1162046.37   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MAD 2025-11MD A 144A                     | MADISON AVENUE TRUST MAD 2025 11MD A 144A                                                                             | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480000 | PA      | $1478008.81   | 0.10%             | 2042-10-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                   | MANITOBA (PROVINCE OF) SR UNSECURED 07/33 4.3                                                                         | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $249579.75    | 0.02%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                 | MANUF + TRADERS TRUST CO SR UNSECURED 07/28 VAR                                                                       | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    850000 | PA      | $857038.00    | 0.06%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                  | MARATHON PETROLEUM CORP SR UNSECURED 03/35 5.7                                                                        | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2585312.50   | 0.17%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| MARS INC 144A                            | MARS INC SR UNSECURED 144A 03/32 5                                                                                    | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2050222.00   | 0.13%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARS INC 144A                            | MARS INC SR UNSECURED 144A 04/33 4.75                                                                                 | CUSIP: 571676AV7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100608.30    | 0.01%             | 2033-04-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                 | MARSH + MCLENNAN COS INC SR UNSECURED 03/35 5                                                                         | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243271.68    | 0.02%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                 | MARSH + MCLENNAN COS INC SR UNSECURED 11/32 5.75                                                                      | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    340000 | PA      | $364099.20    | 0.02%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                   | MARVELL TECHNOLOGY INC COMPANY GUAR 04/28 2.45                                                                        | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $76540.40     | 0.01%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                   | MARVELL TECHNOLOGY INC COMPANY GUAR 04/31 2.95                                                                        | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2069697.28   | 0.14%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                   | MARVELL TECHNOLOGY INC COMPANY GUAR 06/28 4.875                                                                       | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $121460.16    | 0.01%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                   | MARVELL TECHNOLOGY INC COMPANY GUAR 07/30 4.75                                                                        | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $217669.23    | 0.01%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                   | MARVELL TECHNOLOGY INC SR UNSECURED 02/29 5.75                                                                        | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72817.29     | 0.00%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MD ST HHEFA UNI MD MED SYS TXBL SR B     | MARYLAND ST HLTH   HGR EDUCTNL MDSMED 07/43 FIXED 4.815                                                               | CUSIP: 574218NE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $37808.56     | 0.00%             | 2043-07-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN 144A            | MASSMUTUAL GLOBAL FUNDIN SECURED 144A 04/27 5.1                                                                       | CUSIP: 57629W4S6<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223259.30    | 0.01%             | 2027-04-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                            | MCKESSON CORP SR UNSECURED 07/28 4.9                                                                                  | CUSIP: 581557BT1<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244912.80    | 0.02%             | 2028-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                            | MCKESSON CORP SR UNSECURED 08/26 1.3                                                                                  | CUSIP: 581557BR5<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    240000 | PA      | $234966.72    | 0.02%             | 2026-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| MEDSTAR HEALTH INC                       | MEDSTAR HEALTH INC SECURED 08/49 3.626                                                                                | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22147.20     | 0.00%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                 | MEMORIAL SLOAN KETTERING SR UNSECURED 07/55 4.2                                                                       | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8434.95      | 0.00%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                           | MERCK + CO INC SR UNSECURED 05/63 5.15                                                                                | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    230000 | PA      | $216362.84    | 0.01%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MET GOVT NASH DAV CO TN VANDERBILT SER B | MET GOVT NASHVILLE   DAVIDSONC METHGR 07/52 FIXED 3.235                                                               | CUSIP: 592041ZW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $50920.64     | 0.00%             | 2052-07-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| DC ARPT DULLES TOLL RD BAB TXBL          | MET WASHINGTON DC ARPTS AUTH D METAPT 10/46 FIXED 7.462                                                               | CUSIP: 592643AA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $271497.58    | 0.02%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                       | META PLATFORMS INC SR UNSECURED 05/53 5.6                                                                             | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218180.16    | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                              | METLIFE INC JR SUBORDINA 08/69 10.75                                                                                  | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     80000 | PA      | $106655.20    | 0.01%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| METLIFE INC                              | METLIFE INC SR UNSECURED 02/41 5.875                                                                                  | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    220000 | PA      | $233079.44    | 0.02%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                              | METLIFE INC SR UNSECURED 06/34 6.375                                                                                  | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    220000 | PA      | $245154.14    | 0.02%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                              | METLIFE INC SR UNSECURED 12/34 5.3                                                                                    | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145883.50    | 0.01%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                     | MGIC INVESTMENT CORP SR UNSECURED 08/28 5.25                                                                          | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    850000 | PA      | $847121.90    | 0.06%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MHC 2021-MHC B 144A                      | MHC COMMERCIAL MORTGAGE TRUST MHC 2021 MHC B 144A                                                                     | CUSIP: 55316VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $79975.01     | 0.01%             | 2038-04-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                   | MID AMERICA APARTMENTS SR UNSECURED 02/32 5.3                                                                         | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187520.04    | 0.01%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                   | MID AMERICA APARTMENTS SR UNSECURED 03/29 3.95                                                                        | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    660000 | PA      | $655731.12    | 0.04%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                   | MID AMERICA APARTMENTS SR UNSECURED 09/26 1.1                                                                         | CUSIP: 59523UAT4<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116876.40    | 0.01%             | 2026-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| MID-ATLANTIC INTERSTATE 144A             | MID ATLANTIC INTERSTATE SR UNSECURED 144A 05/28 4.1                                                                   | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14992.85     | 0.00%             | 2028-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MIDO 2016-6A ARRR 144A                   | MIDOCEAN CREDIT CLO MIDO 2016 6A ARRR 144A                                                                            | CUSIP: 59802XBN2<br>LEI: 549300YUUBR2C1GYW366 | Long             | ABS-CBDO         | CORP              | KY        |   1113861 | PA      | $1113919.13   | 0.07%             | 2033-04-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| MMAF 2022-A A4 144A                      | MMAF EQUIPMENT FINANCE LLC MMAF 2022 A A4 144A                                                                        | CUSIP: 55317RAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99653.93     | 0.01%             | 2044-06-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| MSBAM 2025-C35 A5                        | MORGAN STANLEY BAML TRUST MSBAM 2025 C35 A5                                                                           | CUSIP: 61779CAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1215000 | PA      | $1292005.12   | 0.08%             | 2058-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                  | MORGAN STANLEY PVT BANK SR UNSECURED 07/31 VAR                                                                        | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2185118.10   | 0.14%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-DSC2 A1 144A                   | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 DSC2 A1 144A                                                                 | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275369 | PA      | $277055.78    | 0.02%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-NQM5 A1 144A                   | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM5 A1 144A                                                                 | CUSIP: 61779BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    259837 | PA      | $261181.54    | 0.02%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 01/28 VAR                                                                                 | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1802924.00   | 0.12%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 01/30 VAR                                                                                 | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1395327.36   | 0.09%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 01/30 VAR                                                                                 | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231384.83    | 0.02%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 04/28 VAR                                                                                 | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260274.56    | 0.02%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 04/28 VAR                                                                                 | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244849.68    | 0.02%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 04/30 VAR                                                                                 | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    155000 | PA      | $161386.47    | 0.01%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 04/31 VAR                                                                                 | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9713.38      | 0.00%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 04/32 7.25                                                                                | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $138639.36    | 0.01%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 04/35 VAR                                                                                 | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $127859.04    | 0.01%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 05/27 VAR                                                                                 | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128186.76    | 0.01%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 07/26 3.125                                                                               | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134161.11    | 0.01%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 07/27 VAR                                                                                 | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127556.13    | 0.01%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 07/29 VAR                                                                                 | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123760.56    | 0.01%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 07/33 VAR                                                                                 | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132112.24    | 0.01%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 07/35 VAR                                                                                 | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268057.40    | 0.02%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 10/33 VAR                                                                                 | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1264456.05   | 0.08%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 11/29 VAR                                                                                 | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63458.58     | 0.00%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SUBORDINATED 04/37 VAR                                                                                 | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264675.58    | 0.02%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                   | MOTOROLA SOLUTIONS INC SR UNSECURED 04/29 5                                                                           | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1116086.97   | 0.07%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                   | MOTOROLA SOLUTIONS INC SR UNSECURED 04/34 5.4                                                                         | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165606.08    | 0.01%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                   | MOTOROLA SOLUTIONS INC SR UNSECURED 11/30 2.3                                                                         | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63332.99     | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                  | MPLX LP SR UNSECURED 02/31 4.8                                                                                        | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1649641.43   | 0.11%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                  | MPLX LP SR UNSECURED 03/53 5.65                                                                                       | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    350000 | PA      | $329588.35    | 0.02%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                  | MPLX LP SR UNSECURED 06/34 5.5                                                                                        | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284244.24    | 0.02%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MSWF 2023-2 A5                           | MSWF COMMERCIAL MORTGAGE TRUST MSWF 2023 2 A5                                                                         | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1080000 | PA      | $1169135.42   | 0.08%             | 2056-12-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| MEAG GA TXB BABS VOGTLE UNITS 3&4 SER A  | MUNI ELEC AUTH OF GEORGIA MELPWR 04/57 FIXED 6.637                                                                    | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   1771000 | PA      | $1945552.24   | 0.13%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                               | NASDAQ INC SR UNSECURED 08/53 5.95                                                                                    | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15692.37     | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                        | NATIONAL GRID PLC SR UNSECURED 06/28 5.602                                                                            | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $330647.36    | 0.02%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-CA A2 144A                    | NAVIENT STUDENT LOAN TRUST NAVSL 2019 CA A2 144A                                                                      | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33540 | PA      | $33116.47     | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-A A2A 144A                    | NAVIENT STUDENT LOAN TRUST NAVSL 2020 A A2A 144A                                                                      | CUSIP: 63941FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68898 | PA      | $66644.52     | 0.00%             | 2068-11-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| NAVMT 2024-1 A 144A                      | NAVISTAR FINANCIAL DEALER NOTE NAVMT 2024 1 A 144A                                                                    | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2425000 | PA      | $2439778.19   | 0.16%             | 2029-04-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NAVMT 2025-1 A 144A                      | NAVISTAR FINANCIAL DEALER NOTE NAVMT 2025 1 A 144A                                                                    | CUSIP: 63938PBZ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    765000 | PA      | $764334.91    | 0.05%             | 2030-09-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| NSLT 2021-CA AFX 144A                    | NELNET STUDENT LOAN TRUST NSLT 2021 CA AFX 144A                                                                       | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32914 | PA      | $30777.89     | 0.00%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| NSLT 2021-DA AFX 144A                    | NELNET STUDENT LOAN TRUST NSLT 2021 DA AFX 144A                                                                       | CUSIP: 64034YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47326 | PA      | $44984.27     | 0.00%             | 2062-04-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                              | NETFLIX INC SR UNSECURED 08/34 4.9                                                                                    | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246495.60    | 0.02%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| NETFLIX INC                              | NETFLIX INC SR UNSECURED 11/26 4.375                                                                                  | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90361.44     | 0.01%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                              | NETFLIX INC SR UNSECURED 11/28 5.875                                                                                  | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    240000 | PA      | $251285.52    | 0.02%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEUB 2021-43A AR 144A                    | NEUBERGER BERMAN CLO LTD NEUB 2021 43A AR 144A                                                                        | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1249185.61   | 0.08%             | 2036-07-17      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| NEUB 2022-48A A1R 144A                   | NEUBERGER BERMAN CLO LTD NEUB 2022 48A A1R 144A                                                                       | CUSIP: 64135GAL2<br>LEI: 549300FC7JRIZ6YLHK36 | Long             | ABS-CBDO         | CORP              | JE        |   3580000 | PA      | $3577981.13   | 0.23%             | 2036-04-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                          | NEVADA POWER CO GENL REF MOR 05/29 3.7                                                                                | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    940000 | PA      | $924631.94    | 0.06%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NRZT 2022-INV1 A4 144A                   | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2022 INV1 A4 144A                                                                  | CUSIP: 64831DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78767 | PA      | $68232.10     | 0.00%             | 2052-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM3 A1 144A                   | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2025 NQM3 A1 144A                                                                  | CUSIP: 64832CAC7<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |    901150 | PA      | $910133.53    | 0.06%             | 2065-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM4 A1 144A                   | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2025 NQM4 A1 144A                                                                  | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   2488045 | PA      | $2501686.08   | 0.16%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| NYC TFA REV TXBL SUB MULTI MODEL SR I-2  | NEW YORK CITY NY TRANSITIONAL NYCGEN 05/40 FIXED 5.658                                                                | CUSIP: 64972JUV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    480000 | PA      | $502406.26    | 0.03%             | 2040-05-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE 144A             | NEW YORK LIFE INSURANCE SUBORDINATED 144A 05/50 3.75                                                                  | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15173.56     | 0.00%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NYMT 2025-INV1 A1 144A                   | NEW YORK MORTGAGE TRUST NYMT 2025 INV1 A1 144A                                                                        | CUSIP: 67120YAC3<br>LEI: 254900KJ201MTW2K6G74 | Long             | ABS-MBS          | CORP              | US        |    417687 | PA      | $419569.89    | 0.03%             | 2060-04-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| NY UDC SALES TAX REV BID GRP SR B TXBL   | NEW YORK ST URBAN DEV CORP SAL NYSFAC 03/35 FIXED 2.59                                                                | CUSIP: 64985TDM0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     70000 | PA      | $60176.85     | 0.00%             | 2035-03-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                   | NEXTERA ENERGY CAPITAL COMPANY GUAR 05/79 VAR                                                                         | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242400.00    | 0.02%             | 2079-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                   | NEXTERA ENERGY CAPITAL COMPANY GUAR 09/27 4.685                                                                       | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    420000 | PA      | $424643.94    | 0.03%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A                | NIAGARA MOHAWK POWER SR UNSECURED 144A 10/30 4.647                                                                    | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    865000 | PA      | $871131.12    | 0.06%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                             | NISOURCE INC JR SUBORDINA 03/55 VAR                                                                                   | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226875.00    | 0.01%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                             | NISOURCE INC JR SUBORDINA 11/54 VAR                                                                                   | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62550.00     | 0.00%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                             | NISOURCE INC SR UNSECURED 02/31 1.7                                                                                   | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    160000 | PA      | $139305.92    | 0.01%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                             | NISOURCE INC SR UNSECURED 02/45 5.65                                                                                  | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14961.81     | 0.00%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NISOURCE FINANCE CORP                    | NISOURCE INC SR UNSECURED 03/48 3.95                                                                                  | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35841.20     | 0.00%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE FINANCE CORP                    | NISOURCE INC SR UNSECURED 05/27 3.49                                                                                  | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54511.00     | 0.00%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| NMEF 2025-A A2 144A                      | NMEF FUNDING LLC NMEF 2025 A A2 144A                                                                                  | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310029 | PA      | $310276.69    | 0.02%             | 2032-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                    | NORFOLK SOUTHERN CORP SR UNSECURED 03/64 5.95                                                                         | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    720000 | PA      | $756459.36    | 0.05%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                    | NORTHROP GRUMMAN CORP SR UNSECURED 04/45 3.85                                                                         | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12247.82     | 0.00%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                    | NORTHROP GRUMMAN CORP SR UNSECURED 05/50 5.25                                                                         | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    460000 | PA      | $445052.76    | 0.03%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                 | NORTHWELL HEALTHCARE INC SECURED 11/46 3.979                                                                          | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15891.72     | 0.00%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP 144A                    | NTT FINANCE CORP SR UNSECURED 144A 07/30 4.876                                                                        | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    865000 | PA      | $881066.51    | 0.06%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                              | NUTRIEN LTD SR UNSECURED 04/29 4.2                                                                                    | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    680000 | PA      | $689821.92    | 0.05%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                              | NUTRIEN LTD SR UNSECURED 06/34 5.4                                                                                    | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $774423.00    | 0.05%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| NUTRIEN LTD                              | NUTRIEN LTD SR UNSECURED 12/26 4                                                                                      | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $180588.96    | 0.01%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                   | NXP BV/NXP FDG/NXP USA COMPANY GUAR 05/27 3.15                                                                        | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    305000 | PA      | $300073.03    | 0.02%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                   | NXP BV/NXP FDG/NXP USA COMPANY GUAR 05/30 3.4                                                                         | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     15000 | PA      | $14411.15     | 0.00%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                   | NXP BV/NXP FDG/NXP USA COMPANY GUAR 05/31 2.5                                                                         | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    135000 | PA      | $121698.72    | 0.01%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                   | NXP BV/NXP FDG/NXP USA COMPANY GUAR 08/28 4.3                                                                         | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    225000 | PA      | $225461.70    | 0.01%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                   | NXP BV/NXP FUNDING LLC COMPANY GUAR 12/28 5.55                                                                        | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1330000 | PA      | $1375994.06   | 0.09%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS 144A             | NY STATE ELECTRIC + GAS SR UNSECURED 144A 08/34 5.3                                                                   | CUSIP: 649840CW3<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76726.20     | 0.01%             | 2034-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                    | NYU LANGONE HOSPITALS SECURED 07/47 4.368                                                                             | CUSIP: 62952EAE7<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13221.45     | 0.00%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                   | O REILLY AUTOMOTIVE INC SR UNSECURED 06/29 3.9                                                                        | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    285000 | PA      | $282022.89    | 0.02%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                  | O REILLY AUTOMOTIVE INC SR UNSECURED 09/27 3.6                                                                        | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29713.89     | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                 | OCCIDENTAL PETROLEUM COR SR UNSECURED 01/31 6.125                                                                     | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526750.00    | 0.03%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                 | OCCIDENTAL PETROLEUM COR SR UNSECURED 01/32 5.375                                                                     | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91545.93     | 0.01%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                 | OCCIDENTAL PETROLEUM COR SR UNSECURED 06/39 7.95                                                                      | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $82425.00     | 0.01%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                 | OCCIDENTAL PETROLEUM COR SR UNSECURED 07/27 8.5                                                                       | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1321425.00   | 0.09%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                 | OCCIDENTAL PETROLEUM COR SR UNSECURED 09/31 7.875                                                                     | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    320000 | PA      | $366080.00    | 0.02%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                 | OCCIDENTAL PETROLEUM COR SR UNSECURED 09/36 6.45                                                                      | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74200.00     | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-1A A 144A                      | OCTANE RECEIVABLES TRUST OCTL 2023 1A A 144A                                                                          | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4076 | PA      | $4079.88      | 0.00%             | 2029-05-21      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-1A A2 144A                     | OCTANE RECEIVABLES TRUST OCTL 2024 1A A2 144A                                                                         | CUSIP: 67571FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42537 | PA      | $42853.26     | 0.00%             | 2030-05-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-RVM1 A 144A                    | OCTANE RECEIVABLES TRUST OCTL 2024 RVM1 A 144A                                                                        | CUSIP: 67579FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    910700 | PA      | $922851.37    | 0.06%             | 2046-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                | ONEOK INC COMPANY GUAR 04/44 5.6                                                                                      | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    240000 | PA      | $227809.92    | 0.01%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                | ONEOK INC COMPANY GUAR 06/29 5.375                                                                                    | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1317523.20   | 0.09%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                | ONEOK INC COMPANY GUAR 07/26 4.85                                                                                     | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120167.04    | 0.01%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                | ONEOK INC COMPANY GUAR 09/53 6.625                                                                                    | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209317.40    | 0.01%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                | ONEOK INC COMPANY GUAR 11/26 5.55                                                                                     | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    710000 | PA      | $718568.28    | 0.05%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 A1 144A                   | ONSLOW BAY FINANCIAL LLC OBX 2025 NQM15 A1 144A                                                                       | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |   1191361 | PA      | $1195303.36   | 0.08%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 A1F 144A                  | ONSLOW BAY FINANCIAL LLC OBX 2025 NQM15 A1F 144A                                                                      | CUSIP: 67122CAD7<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |    629859 | PA      | $630021.41    | 0.04%             | 2065-07-27      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM6 A1 144A                    | ONSLOW BAY FINANCIAL LLC OBX 2025 NQM6 A1 144A                                                                        | CUSIP: 67448UAA0<br>LEI: 254900W46UQEWQMYYZ02 | Long             | ABS-MBS          | CORP              | US        |   2313729 | PA      | $2333404.18   | 0.15%             | 2065-03-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| ONTARIO                                  | ONTARIO (PROVINCE OF) SR UNSECURED 09/29 3.7                                                                          | CUSIP: 683234AW8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2600000 | PA      | $2589852.20   | 0.17%             | 2029-09-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                              | ORACLE CORP SR UNSECURED 03/31 2.875                                                                                  | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    260000 | PA      | $237823.56    | 0.02%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                              | ORACLE CORP SR UNSECURED 04/40 3.6                                                                                    | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11721.30     | 0.00%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                              | ORACLE CORP SR UNSECURED 11/52 6.9                                                                                    | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1590722.51   | 0.10%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                | ORANGE SA SR UNSECURED 01/42 5.375                                                                                    | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    240000 | PA      | $239053.68    | 0.02%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENCANA CORP                              | OVINTIV INC COMPANY GUAR 08/34 6.5                                                                                    | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84579.20     | 0.01%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALBERTA ENERGY CO LTD                    | OVINTIV INC COMPANY GUAR 11/31 7.375                                                                                  | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     60000 | PA      | $66742.86     | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                            | OWENS CORNING SR UNSECURED 06/34 5.7                                                                                  | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167706.08    | 0.01%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| OWENS CORNING                            | OWENS CORNING SR UNSECURED 08/29 3.95                                                                                 | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    360000 | PA      | $355950.00    | 0.02%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                    | PACCAR FINANCIAL CORP SR UNSECURED 11/26 5.2                                                                          | CUSIP: 69371RS72<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207823.88    | 0.01%             | 2026-11-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                               | PACIFICORP 1ST MORTGAGE 01/55 5.8                                                                                     | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146385.75    | 0.01%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                               | PACIFICORP 1ST MORTGAGE 02/29 5.1                                                                                     | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225611.76    | 0.01%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                               | PACIFICORP 1ST MORTGAGE 04/37 5.75                                                                                    | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    240000 | PA      | $249900.72    | 0.02%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                               | PACIFICORP 1ST MORTGAGE 06/52 2.9                                                                                     | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     90000 | PA      | $54836.55     | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                     | PARKER HANNIFIN CORP SR UNSECURED 09/29 4.5                                                                           | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25372.38     | 0.00%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                 | PATTERSON UTI ENERGY INC SR UNSECURED 02/28 3.95                                                                      | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117601.08    | 0.01%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                 | PATTERSON UTI ENERGY INC SR UNSECURED 10/33 7.15                                                                      | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    590000 | PA      | $627265.58    | 0.04%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: —       |
| PATTERSON-UTI ENERGY INC                 | PATTERSON UTI ENERGY INC SR UNSECURED 11/29 5.15                                                                      | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    560000 | PA      | $556632.72    | 0.04%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| PEAC 2024-1A A2 144A                     | PEAC SOLUTIONS RECEIVABLES LLC PEAC 2024 1A A2 144A                                                                   | CUSIP: 69433BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    541932 | PA      | $546188.21    | 0.04%             | 2027-06-21      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| PEAC 2025-1A A2 144A                     | PEAC SOLUTIONS RECEIVABLES LLC PEAC 2025 1A A2 144A                                                                   | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295000 | PA      | $296710.97    | 0.02%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| P11 2025-P11 A 144A                      | PENN COMMERCIAL MORTGAGE TRUST P11 2025 P11 A 144A                                                                    | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2090000 | PA      | $2124684.80   | 0.14%             | 2042-08-10      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                  | PFIZER INVESTMENT ENTER COMPANY GUAR 05/28 4.45                                                                       | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    180000 | PA      | $181947.06    | 0.01%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                   | PNC FINANCIAL SERVICES SR UNSECURED 01/27 VAR                                                                         | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180014.76    | 0.01%             | 2027-01-26      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                   | PNC FINANCIAL SERVICES SR UNSECURED 10/33 VAR                                                                         | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2697262.50   | 0.18%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                   | PNC FINANCIAL SERVICES SUBORDINATED 06/33 VAR                                                                         | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108944.99    | 0.01%             | 2033-06-06      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| PREF 2025-1A A2 144A                     | POST ROAD EQUIPMENT FINANCE PREF 2025 1A A2 144A                                                                      | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $130777.89    | 0.01%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                 | PRES + FELLOWS OF HARVAR UNSECURED 02/35 4.609                                                                        | CUSIP: 740816AR4<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    810000 | PA      | $818512.29    | 0.05%             | 2035-02-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: —       |
| PRINCIPAL FINANCIAL GRP                  | PRINCIPAL FINANCIAL GRP COMPANY GUAR 05/29 3.7                                                                        | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191479.08    | 0.01%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                  | PRINCIPAL FINANCIAL GRP COMPANY GUAR 06/30 2.125                                                                      | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    215000 | PA      | $195304.71    | 0.01%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PROG 2022-SFR2 A 144A                    | PROGRESS RESIDENTIAL TRUST PROG 2022 SFR2 A 144A                                                                      | CUSIP: 74332VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    657316 | PA      | $643014.70    | 0.04%             | 2027-04-17      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PROG 2024-SFR5 A 144A                    | PROGRESS RESIDENTIAL TRUST PROG 2024 SFR5 A 144A                                                                      | CUSIP: 74332HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $94801.40     | 0.01%             | 2029-08-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROG 2025-SFR5 A 144A                    | PROGRESS RESIDENTIAL TRUST PROG 2025 SFR5 A 144A                                                                      | CUSIP: 74334RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495000 | PA      | $479186.53    | 0.03%             | 2042-10-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                         | PROGRESSIVE CORP SR UNSECURED 01/27 2.45                                                                              | CUSIP: 743315AR4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157215.04    | 0.01%             | 2027-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                         | PROGRESSIVE CORP SR UNSECURED 12/32 6.25                                                                              | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     60000 | PA      | $66588.42     | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                              | PROLOGIS LP SR UNSECURED 09/28 4                                                                                      | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    735000 | PA      | $735970.94    | 0.05%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                  | PROV ST JOSEPH HLTH OBL UNSECURED 10/29 2.532                                                                         | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $112267.68    | 0.01%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                      | PROVINCE OF ALBERTA SR UNSECURED 01/34 4.5                                                                            | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    205000 | PA      | $208633.01    | 0.01%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                 | PRUDENTIAL FINANCIAL INC JR SUBORDINA 03/52 VAR                                                                       | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238508.40    | 0.02%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                 | PRUDENTIAL FINANCIAL INC JR SUBORDINA 09/52 VAR                                                                       | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124585.92    | 0.01%             | 2052-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PUB FIN WI REV TXBL BAYHEALTH PROJ SR B  | PUBLIC FIN AUTH WI REVENUE PUBGEN 07/51 FIXED 3.405                                                                   | CUSIP: 74442PVD4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |     70000 | PA      | $50161.52     | 0.00%             | 2051-07-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                           | PUBLIC STORAGE OP CO COMPANY GUAR 01/29 5.125                                                                         | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    700000 | PA      | $721442.40    | 0.05%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                     | PUBLIC STORAGE OP CO COMPANY GUAR 05/28 1.85                                                                          | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    380000 | PA      | $360795.18    | 0.02%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                           | PUBLIC STORAGE OP CO COMPANY GUAR 08/53 5.35                                                                          | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39444.44     | 0.00%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                           | PUBLIC STORAGE OP CO COMPANY GUAR 11/28 1.95                                                                          | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    555000 | PA      | $523578.12    | 0.03%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                | QORVO INC COMPANY GUAR 10/29 4.375                                                                                    | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    956000 | PA      | $940465.00    | 0.06%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                       | REALTY INCOME CORP SR UNSECURED 01/27 3                                                                               | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    900000 | PA      | $889038.90    | 0.06%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                       | REALTY INCOME CORP SR UNSECURED 01/31 3.25                                                                            | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114033.72    | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                       | REALTY INCOME CORP SR UNSECURED 02/34 5.125                                                                           | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204523.40    | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                       | REALTY INCOME CORP SR UNSECURED 08/27 3.95                                                                            | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24961.18     | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                       | REALTY INCOME CORP SR UNSECURED 10/26 4.125                                                                           | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140101.22    | 0.01%             | 2026-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                       | REALTY INCOME CORP SR UNSECURED 10/32 5.625                                                                           | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    430000 | PA      | $455945.77    | 0.03%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                       | REALTY INCOME CORP SR UNSECURED 11/25 4.625                                                                           | CUSIP: 756109BE3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240000.24    | 0.02%             | 2025-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                       | REGAL REXNORD CORP COMPANY GUAR 02/30 6.3                                                                             | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52847.85     | 0.00%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                       | REGAL REXNORD CORP COMPANY GUAR 04/33 6.4                                                                             | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1370086.40   | 0.09%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                       | REGENCY CENTERS LP COMPANY GUAR 02/27 3.6                                                                             | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39751.92     | 0.00%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                  | REINSURANCE GRP OF AMER SR UNSECURED 09/34 5.75                                                                       | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1106482.06   | 0.07%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RELIANCE INC                             | RELIANCE INC SR UNSECURED 08/30 2.15                                                                                  | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    400000 | PA      | $360790.80    | 0.02%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                         | RELX CAPITAL INC COMPANY GUAR 03/29 4                                                                                 | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    560000 | PA      | $557808.16    | 0.04%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                         | RELX CAPITAL INC COMPANY GUAR 05/30 3                                                                                 | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23699.88     | 0.00%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHILE                                    | REPUBLIC OF CHILE SR UNSECURED 01/37 5.65                                                                             | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2500000 | PA      | $2650580.00   | 0.17%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PANAMA                                   | REPUBLIC OF PANAMA SR UNSECURED 01/33 3.298                                                                           | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $176250.00    | 0.01%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PERU                                     | REPUBLIC OF PERU SR UNSECURED 02/35 5.375                                                                             | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1000000 | PA      | $1026169.00   | 0.07%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| POLAND                                   | REPUBLIC OF POLAND SR UNSECURED 03/54 5.5                                                                             | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   2000000 | PA      | $1962792.00   | 0.13%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                    | REPUBLIC SERVICES INC SR UNSECURED 03/33 2.375                                                                        | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    490000 | PA      | $427021.28    | 0.03%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                    | REPUBLIC SERVICES INC SR UNSECURED 04/34 5                                                                            | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    495000 | PA      | $508119.48    | 0.03%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                              | REVVITY INC SR UNSECURED 09/29 3.3                                                                                    | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478417.50    | 0.03%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                 | REXFORD INDUSTRIAL REALT COMPANY GUAR 09/31 2.15                                                                      | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105240.48    | 0.01%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                    | REYNOLDS AMERICAN INC COMPANY GUAR 06/37 7.25                                                                         | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    240000 | PA      | $275793.12    | 0.02%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                    | REYNOLDS AMERICAN INC COMPANY GUAR 08/35 5.7                                                                          | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    630000 | PA      | $655627.14    | 0.04%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING 144A                  | RGA GLOBAL FUNDING SECURED 144A 08/28 4.35                                                                            | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    870000 | PA      | $872022.75    | 0.06%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ROCKT 2022-1A A1R 144A                   | ROCKFORD TOWER CLO LTD ROCKT 2022 1A A1R 144A                                                                         | CUSIP: 77340JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3560000 | PA      | $3559893.45   | 0.23%             | 2035-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                 | ROGERS COMMUNICATIONS IN COMPANY GUAR 02/29 5                                                                         | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   2645000 | PA      | $2746332.60   | 0.18%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                 | ROGERS COMMUNICATIONS IN COMPANY GUAR 03/42 4.5                                                                       | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $177837.50    | 0.01%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                 | ROGERS COMMUNICATIONS IN COMPANY GUAR 12/25 3.625                                                                     | CUSIP: 775109BE0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $39952.80     | 0.00%             | 2025-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                          | ROSS STORES INC SR UNSECURED 04/31 1.875                                                                              | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    290000 | PA      | $253564.40    | 0.02%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                     | ROYAL BANK OF CANADA SR UNSECURED 08/28 5.2                                                                           | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $617254.20    | 0.04%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                     | ROYAL BANK OF CANADA SR UNSECURED 11/31 2.3                                                                           | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $44832.90     | 0.00%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                       | RTX CORP SR UNSECURED 06/42 4.5                                                                                       | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1322104.20   | 0.09%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                       | RTX CORP SR UNSECURED 11/28 4.125                                                                                     | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    650000 | PA      | $650192.40    | 0.04%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                 | SABINE PASS LIQUEFACTION SR SECURED 03/27 5                                                                           | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1281254.40   | 0.08%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                 | SABINE PASS LIQUEFACTION SR SECURED 03/28 4.2                                                                         | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69967.73     | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                 | SABINE PASS LIQUEFACTION SR SECURED 05/30 4.5                                                                         | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85107.19     | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                 | SABINE PASS LIQUEFACTION SR SECURED 06/26 5.875                                                                       | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40089.96     | 0.00%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                           | SALESFORCE INC SR UNSECURED 07/28 1.5                                                                                 | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1269051.30   | 0.08%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE.COM INC                       | SALESFORCE INC SR UNSECURED 07/31 1.95                                                                                | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62182.89     | 0.00%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SALESFORCE.COM INC                       | SALESFORCE INC SR UNSECURED 07/41 2.7                                                                                 | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     80000 | PA      | $58784.08     | 0.00%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SDART 2022-3 C                           | SANTANDER DRIVE AUTO RECEIVABL SDART 2022 3 C                                                                         | CUSIP: 80285UAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32641 | PA      | $32638.23     | 0.00%             | 2029-08-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SDART 2024-5 A3                          | SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 A3                                                                        | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $55098.35     | 0.00%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SDART 2024-5 B                           | SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 B                                                                         | CUSIP: 802920AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $60143.18     | 0.00%             | 2029-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SDART 2025-1 A3                          | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 1 A3                                                                        | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $90291.11     | 0.01%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                   | SANTANDER HOLDINGS USA SR UNSECURED 01/28 VAR                                                                         | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    380000 | PA      | $371039.60    | 0.02%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA                   | SANTANDER HOLDINGS USA SR UNSECURED 01/30 VAR                                                                         | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    720000 | PA      | $748931.04    | 0.05%             | 2030-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                   | SANTANDER HOLDINGS USA SR UNSECURED 03/29 VAR                                                                         | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83319.60     | 0.01%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                   | SANTANDER HOLDINGS USA SR UNSECURED 06/29 VAR                                                                         | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126418.32    | 0.01%             | 2029-06-12      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                   | SANTANDER HOLDINGS USA SR UNSECURED 10/26 3.244                                                                       | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    540000 | PA      | $536023.44    | 0.04%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                 | SANTANDER UK GROUP HLDGS SR UNSECURED 09/29 VAR                                                                       | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    905000 | PA      | $902812.62    | 0.06%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| SBALT 2025-A A3 144A                     | SBNA AUTO LEASE TRUST SBALT 2025 A A3 144A                                                                            | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $512823.62    | 0.03%             | 2028-04-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SBALT 2025-A A4 144A                     | SBNA AUTO LEASE TRUST SBALT 2025 A A4 144A                                                                            | CUSIP: 78437KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $515144.32    | 0.03%             | 2029-07-20      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| SCFET 2022-1A B 144A                     | SCF EQUIPMENT TRUST LLC SCFET 2022 1A B 144A                                                                          | CUSIP: 784033AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    472263 | PA      | $471752.14    | 0.03%             | 2030-10-21      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| SCFET 2025-1A A2 144A                    | SCF EQUIPMENT TRUST LLC SCFET 2025 1A A2 144A                                                                         | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63791 | PA      | $63962.66     | 0.00%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SCFET 2025-1A A3 144A                    | SCF EQUIPMENT TRUST LLC SCFET 2025 1A A3 144A                                                                         | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102235.55    | 0.01%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVESTMENT                  | SCHLUMBERGER INVESTMENT COMPANY GUAR 05/28 4.5                                                                        | CUSIP: 806854AK1<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    240000 | PA      | $241377.84    | 0.02%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEMT 2024-HYB1 A1A 144A                  | SEQUOIA MORTGAGE TRUST SEMT 2024 HYB1 A1A 144A                                                                        | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    991945 | PA      | $998588.24    | 0.07%             | 2063-11-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                           | SERVICENOW INC SR UNSECURED 09/30 1.4                                                                                 | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    590000 | PA      | $516498.98    | 0.03%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-1A A4 144A                    | SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 1A A4 144A                                                                  | CUSIP: 81885BAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405000 | PA      | $411618.59    | 0.03%             | 2030-12-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-1A B 144A                     | SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 1A B 144A                                                                   | CUSIP: 81885BAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405000 | PA      | $415273.43    | 0.03%             | 2031-02-20      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                     | SHELL FINANCE US INC COMPANY GUAR 04/30 2.75                                                                          | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030000 | PA      | $980326.19    | 0.06%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                     | SHELL FINANCE US INC COMPANY GUAR 11/29 2.375                                                                         | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $557184.79    | 0.04%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                  | SHELL INTERNATIONAL FIN COMPANY GUAR 11/28 3.875                                                                      | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     80000 | PA      | $79889.28     | 0.01%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE              | SHELL INTERNATIONAL FIN COMPANY GUAR 12/38 6.375                                                                      | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    240000 | PA      | $270931.44    | 0.02%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SRFC 2025-2A A 144A                      | SIERRA RECEIVABLES FUNDING CO SRFC 2025 2A A 144A                                                                     | CUSIP: 82653HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650008 | PA      | $652159.52    | 0.04%             | 2044-04-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| SPEAK 2021-10A A1R 144A                  | SIGNAL PEAK CLO, LLC SPEAK 2021 10A A1R 144A                                                                          | CUSIP: 82671CAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2100000 | PA      | $2100957.52   | 0.14%             | 2038-01-24      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                  | SIMON PROPERTY GROUP LP SR UNSECURED 01/27 1.375                                                                      | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    240000 | PA      | $232364.64    | 0.02%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                  | SIMON PROPERTY GROUP LP SR UNSECURED 02/32 2.65                                                                       | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62680.87     | 0.00%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                  | SIMON PROPERTY GROUP LP SR UNSECURED 07/50 3.8                                                                        | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26822.85     | 0.00%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                  | SIMON PROPERTY GROUP LP SR UNSECURED 09/34 4.75                                                                       | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59339.34     | 0.00%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                  | SIMON PROPERTY GROUP LP SR UNSECURED 11/26 3.25                                                                       | CUSIP: 828807CY1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    360000 | PA      | $357442.92    | 0.02%             | 2026-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA 144A              | SKANDINAVISKA ENSKILDA SR UNSECURED 144A 03/27 5.125                                                                  | CUSIP: 830505AZ6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    230000 | PA      | $233198.61    | 0.02%             | 2027-03-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC 144A                | SMITHFIELD FOODS INC COMPANY GUAR 144A 04/29 5.2                                                                      | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15226.55     | 0.00%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                           | SOLVENTUM CORP COMPANY GUAR 03/29 5.4                                                                                 | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    291000 | PA      | $300175.23    | 0.02%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                 | SOUTH BOW USA INFRA HLDS COMPANY GUAR 09/27 4.911                                                                     | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1086964.92   | 0.07%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                 | SOUTH BOW USA INFRA HLDS COMPANY GUAR 10/29 5.026                                                                     | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90638.64     | 0.01%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                 | SOUTH BOW USA INFRA HLDS COMPANY GUAR 10/34 5.584                                                                     | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300656.10    | 0.02%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                      | SOUTHERN CAL EDISON 1ST MORTGAGE 06/29 5.15                                                                           | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152871.60    | 0.01%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                    | SOUTHERN CALIF GAS CO 1ST MORTGAGE 06/33 5.2                                                                          | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207278.60    | 0.01%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                    | SOUTHERN CALIF GAS CO 1ST MORTGAGE 06/53 5.75                                                                         | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212300.55    | 0.01%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                    | SOUTHERN CALIF GAS CO SR UNSECURED 04/27 2.95                                                                         | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216676.46    | 0.01%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                  | SOUTHERN CO GAS CAPITAL COMPANY GUAR 01/31 1.75                                                                       | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105323.04    | 0.01%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                  | SOUTHERN CO GAS CAPITAL COMPANY GUAR 09/32 5.15                                                                       | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102698.20    | 0.01%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                  | SOUTHERN CO GAS CAPITAL COMPANY GUAR 09/34 4.95                                                                       | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    730000 | PA      | $733166.01    | 0.05%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                              | SOUTHERN CO JR SUBORDINA 09/51 VAR                                                                                    | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237000.00    | 0.02%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                              | SOUTHERN CO SR UNSECURED 07/46 4.4                                                                                    | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257439.00    | 0.02%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                     | SOUTHERN COPPER CORP SR UNSECURED 04/45 5.875                                                                         | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187908.48    | 0.01%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                     | SOUTHERN COPPER CORP SR UNSECURED 07/35 7.5                                                                           | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    110000 | PA      | $130871.18    | 0.01%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                     | SOUTHERN COPPER CORP SR UNSECURED 11/42 5.25                                                                          | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245581.00    | 0.02%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                        | SOUTHERN POWER CO SR UNSECURED 10/35 4.9                                                                              | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    850000 | PA      | $841265.40    | 0.05%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                    | SOUTHWEST AIRLINES CO SR UNSECURED 06/27 5.125                                                                        | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    580000 | PA      | $585727.50    | 0.04%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                    | SOUTHWEST AIRLINES CO SR UNSECURED 11/26 3                                                                            | CUSIP: 844741BC1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236869.44    | 0.02%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| SPECTRA ENERGY PARTNERS                  | SPECTRA ENERGY PARTNERS COMPANY GUAR 10/26 3.375                                                                      | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    520000 | PA      | $516196.20    | 0.03%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                      | SPRINT CAPITAL CORP COMPANY GUAR 03/32 8.75                                                                           | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    270000 | PA      | $328387.50    | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SPRINT CAP CORP                          | SPRINT CAPITAL CORP COMPANY GUAR 11/28 6.875                                                                          | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1072500.00   | 0.07%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                     | STANFORD HEALTH CARE UNSECURED 11/48 3.795                                                                            | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7891.91      | 0.00%             | 2048-11-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                 | STANLEY BLACK + DECKER I COMPANY GUAR 09/40 5.2                                                                       | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152805.28    | 0.01%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                 | STANLEY BLACK + DECKER I SR UNSECURED 11/28 4.25                                                                      | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    460000 | PA      | $459295.74    | 0.03%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                           | STARBUCKS CORP SR UNSECURED 02/31 4.9                                                                                 | CUSIP: 855244BH1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174541.72    | 0.01%             | 2031-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                           | STARBUCKS CORP SR UNSECURED 11/28 4                                                                                   | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219227.58    | 0.01%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                           | STARBUCKS CORP SR UNSECURED 11/30 2.55                                                                                | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    320000 | PA      | $295293.76    | 0.02%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                        | STATE STREET CORP SR UNSECURED 02/28 VAR                                                                              | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156306.40    | 0.01%             | 2028-02-07      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                        | STATE STREET CORP SR UNSECURED 05/33 VAR                                                                              | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    430000 | PA      | $428951.66    | 0.03%             | 2033-05-13      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                        | STATE STREET CORP SR UNSECURED 08/26 5.272                                                                            | CUSIP: 857477CD3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191455.97    | 0.01%             | 2026-08-03      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                        | STATE STREET CORP SR UNSECURED 11/29 VAR                                                                              | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1462689.20   | 0.10%             | 2029-11-21      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                       | STEEL DYNAMICS INC SR UNSECURED 01/31 3.25                                                                            | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113765.40    | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                       | STEEL DYNAMICS INC SR UNSECURED 08/34 5.375                                                                           | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    240000 | PA      | $249389.04    | 0.02%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-BA A4 144A                    | STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 BA A4 144A                                                                  | CUSIP: 858933AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    905000 | PA      | $907342.14    | 0.06%             | 2029-06-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-BA B 144A                     | STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 BA B 144A                                                                   | CUSIP: 858933AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    415000 | PA      | $415587.97    | 0.03%             | 2029-07-20      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                            | SUTTER HEALTH UNSECURED 08/28 3.695                                                                                   | CUSIP: 86944BAD5<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238021.44    | 0.02%             | 2028-08-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                      | SUZANO AUSTRIA GMBH COMPANY GUAR 01/31 3.75                                                                           | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    140000 | PA      | $132513.36    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA G                         | SUZANO AUSTRIA GMBH COMPANY GUAR 01/32 3.125                                                                          | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    120000 | PA      | $107477.52    | 0.01%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                      | SUZANO AUSTRIA GMBH COMPANY GUAR 09/28 2.5                                                                            | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    130000 | PA      | $122743.92    | 0.01%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T MOBILE USA INC COMPANY GUAR 02/26 2.25                                                                              | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129247.30    | 0.01%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T MOBILE USA INC COMPANY GUAR 02/31 2.55                                                                              | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    260000 | PA      | $236608.58    | 0.02%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T MOBILE USA INC COMPANY GUAR 02/31 2.875                                                                             | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    240000 | PA      | $221666.40    | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T MOBILE USA INC COMPANY GUAR 04/27 3.75                                                                              | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    395000 | PA      | $392341.65    | 0.03%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T MOBILE USA INC COMPANY GUAR 04/29 3.375                                                                             | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    900000 | PA      | $874787.40    | 0.06%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T MOBILE USA INC COMPANY GUAR 04/31 3.5                                                                               | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133147.14    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T MOBILE USA INC COMPANY GUAR 04/34 5.15                                                                              | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244962.72    | 0.02%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T MOBILE USA INC COMPANY GUAR 04/40 4.375                                                                             | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    980000 | PA      | $881366.92    | 0.06%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T MOBILE USA INC COMPANY GUAR 07/28 4.8                                                                               | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233215.17    | 0.02%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                         | T MOBILE USA INC COMPANY GUAR 10/52 3.4                                                                               | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    860000 | PA      | $588455.00    | 0.04%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T MOBILE USA INC COMPANY GUAR 11/31 2.25                                                                              | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13230.77     | 0.00%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund    | T. Rowe Price Government Reserve Fund                                                                                 | CUSIP: 000000000<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |  48961720 | NS      | $48961720.26  | 3.20%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Government Reserve Fund    | T. Rowe Price Government Reserve Fund - Collateral                                                                    | CUSIP: 76105YYY8<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |   8540472 | NS      | $8540472.50   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE            | TAKE TWO INTERACTIVE SOF SR UNSECURED 03/28 4.95                                                                      | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    580000 | PA      | $590208.58    | 0.04%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                 | TAKE TWO INTERACTIVE SOF SR UNSECURED 06/34 5.6                                                                       | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    480000 | PA      | $500617.44    | 0.03%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                    | TAKEDA PHARMACEUTICAL SR UNSECURED 11/28 5                                                                            | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1160000 | PA      | $1185065.28   | 0.08%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                     | TARGA RESOURCES CORP COMPANY GUAR 02/35 5.5                                                                           | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173294.09    | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                     | TARGA RESOURCES CORP COMPANY GUAR 07/27 5.2                                                                           | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1279306.98   | 0.08%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                 | TARGA RESOURCES PARTNERS COMPANY GUAR 01/28 5                                                                         | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    203000 | PA      | $202907.43    | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                 | TARGA RESOURCES PARTNERS COMPANY GUAR 03/30 5.5                                                                       | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $465167.64    | 0.03%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY 144A            | TEACHERS INSUR + ANNUITY SUBORDINATED 144A 05/47 4.27                                                                 | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16705.72     | 0.00%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                 | TELEDYNE TECHNOLOGIES IN COMPANY GUAR 04/28 2.25                                                                      | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124360.47    | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                 | TELEDYNE TECHNOLOGIES IN COMPANY GUAR 04/31 2.75                                                                      | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    870000 | PA      | $801266.52    | 0.05%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                 | TELEDYNE TECHNOLOGIES IN SR UNSECURED 04/26 1.6                                                                       | CUSIP: 879360AC9<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68985.84     | 0.00%             | 2026-04-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                 | TELEFONICA EMISIONES SAU COMPANY GUAR 06/36 7.045                                                                     | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1060000 | PA      | $1195431.96   | 0.08%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                    | TEXAS INSTRUMENTS INC SR UNSECURED 03/39 3.875                                                                        | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    190000 | PA      | $168980.68    | 0.01%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TX NATURAL GAS SECZ FIN CORP TXBL TR A2  | TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/41 FIXED 5.169                                                                | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30819.64     | 0.00%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| TX ST PRIV ACT NTE MAN PROJ TAXABLE SR B | TEXAS ST PRIV ACTIVITY BOND SU TXSTRN 12/49 FIXED 3.922                                                               | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $24423.38     | 0.00%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| HACLN 2025-1 B1 144A                     | THE HUNTINGTON NATIONAL BANK HACLN 2025 1 B 144A                                                                      | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    327759 | PA      | $329589.24    | 0.02%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE INC                    | TIME WARNER CABLE LLC SR SECURED 05/37 6.55                                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    530000 | PA      | $542573.19    | 0.04%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE INC                    | TIME WARNER CABLE LLC SR SECURED 06/39 6.75                                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112906.86    | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE INC                    | TIME WARNER CABLE LLC SR SECURED 07/38 7.3                                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    240000 | PA      | $258256.32    | 0.02%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE INC                    | TIME WARNER CABLE LLC SR SECURED 09/41 5.5                                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    660000 | PA      | $594963.60    | 0.04%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                              | TJX COS INC SR UNSECURED 05/31 1.6                                                                                    | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26282.52     | 0.00%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                              | TJX COS INC SR UNSECURED 09/26 2.25                                                                                   | CUSIP: 872540AQ2<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236717.52    | 0.02%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                    | TORONTO DOMINION BANK SR UNSECURED 06/32 4.456                                                                        | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $95159.89     | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                    | TORONTO DOMINION BANK SR UNSECURED 07/26 5.532                                                                        | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101024.80    | 0.01%             | 2026-07-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                    | TORONTO DOMINION BANK SR UNSECURED 07/28 5.523                                                                        | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $351903.40    | 0.02%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                    | TORONTO DOMINION BANK SR UNSECURED 12/26 5.264                                                                        | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1570000 | PA      | $1589720.77   | 0.10%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                    | TORONTO DOMINION BANK SUBORDINATED 09/31 VAR                                                                          | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $237795.36    | 0.02%             | 2031-09-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                    | TOTALENERGIES CAP INTL COMPANY GUAR 05/50 3.127                                                                       | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1450000 | PA      | $980040.50    | 0.06%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                 | TOTALENERGIES CAPITAL SA COMPANY GUAR 04/34 5.15                                                                      | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    240000 | PA      | $249491.76    | 0.02%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                 | TOTALENERGIES CAPITAL SA COMPANY GUAR 09/54 5.275                                                                     | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $144426.45    | 0.01%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                 | TOTALENERGIES CAPITAL SA COMPANY GUAR 10/28 3.883                                                                     | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    240000 | PA      | $239820.48    | 0.02%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-2 A1B 144A                     | TOWD POINT MORTGAGE TRUST TPMT 2024 2 A1B 144A                                                                        | CUSIP: 89183AAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3763702 | PA      | $3784106.58   | 0.25%             | 2064-12-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| TLOT 2025-A A4 144A                      | TOYOTA LEASE OWNER TRUST TLOT 2025 A A4 144A                                                                          | CUSIP: 89239NAE5<br>LEI: 254900299R9KF5UH9O95 | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $556179.58    | 0.04%             | 2029-06-20      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                 | TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/27 3.2                                                                       | CUSIP: 89236TDR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237860.16    | 0.02%             | 2027-01-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                 | TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/29 3.65                                                                      | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1128861.06   | 0.07%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                 | TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/29 4.65                                                                      | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61149.36     | 0.00%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                 | TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/34 4.8                                                                       | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122523.84    | 0.01%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                 | TOYOTA MOTOR CREDIT CORP SR UNSECURED 04/28 1.9                                                                       | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114422.04    | 0.01%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                 | TOYOTA MOTOR CREDIT CORP SR UNSECURED 05/29 5.05                                                                      | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61980.12     | 0.00%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                 | TOYOTA MOTOR CREDIT CORP SR UNSECURED 09/28 5.25                                                                      | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1002909.19   | 0.07%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                 | TOYOTA MOTOR CREDIT CORP SR UNSECURED 10/31 4.6                                                                       | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81064.32     | 0.01%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                        | TRACTOR SUPPLY CO SR UNSECURED 11/30 1.75                                                                             | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    240000 | PA      | $211768.08    | 0.01%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                    | TRANSCANADA PIPELINES SR UNSECURED 01/39 7.625                                                                        | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $143921.16    | 0.01%             | 2039-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                    | TRANSCANADA PIPELINES SR UNSECURED 03/34 4.625                                                                        | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1060000 | PA      | $1035300.94   | 0.07%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                    | TRANSCANADA PIPELINES SR UNSECURED 03/36 5.85                                                                         | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $210185.40    | 0.01%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                  | TRANSCONT GAS PIPE LINE SR UNSECURED 03/48 4.6                                                                        | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8666.83      | 0.00%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO 144A               | TRANSURBAN FINANCE CO SR SECURED 144A 02/26 4.125                                                                     | CUSIP: 89400PAE3<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     15000 | PA      | $14999.93     | 0.00%             | 2026-02-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO 144A               | TRANSURBAN FINANCE CO SR SECURED 144A 03/31 2.45                                                                      | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $27195.03     | 0.00%             | 2031-03-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                        | TRAVELERS COS INC SR UNSECURED 11/40 5.35                                                                             | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244755.60    | 0.02%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TAH 2019-SFR1 D 144A                     | TRICON AMERICAN HOMES TAH 2019 SFR1 D 144A                                                                            | CUSIP: 89612LAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $228122.26    | 0.01%             | 2038-03-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TCN 2021-SFR1 A 144A                     | TRICON RESIDENTIAL TCN 2021 SFR1 A 144A                                                                               | CUSIP: 89614YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1363044 | PA      | $1338027.02   | 0.09%             | 2038-07-17      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| TCN 2022-SFR1 A 144A                     | TRICON RESIDENTIAL TCN 2022 SFR1 A 144A                                                                               | CUSIP: 89616QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1759130 | PA      | $1744000.33   | 0.11%             | 2039-04-17      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| TRNTS 2017-7A A1R2 144A                  | TRINITAS CLO LTD TRNTS 2017 7A A1R2 144A                                                                              | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |    905000 | PA      | $904275.34    | 0.06%             | 2035-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                 | TWDC ENTERPRISES 18 CORP COMPANY GUAR 03/32 7                                                                         | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    440000 | PA      | $502531.48    | 0.03%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                 | TWDC ENTERPRISES 18 CORP COMPANY GUAR 07/26 1.85                                                                      | CUSIP: 25468PDM5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118193.76    | 0.01%             | 2026-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| TX 2024-HOU A 144A                       | TX TRUST 24 HOU TX 2024 HOU A 144A                                                                                    | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99656.25     | 0.01%             | 2039-06-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                          | TYSON FOODS INC SR UNSECURED 03/29 4.35                                                                               | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120006.48    | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                          | TYSON FOODS INC SR UNSECURED 03/29 5.4                                                                                | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    660000 | PA      | $679998.66    | 0.04%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                          | TYSON FOODS INC SR UNSECURED 06/27 3.55                                                                               | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178641.36    | 0.01%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| USCLN 2023-1 B 144A                      | U.S. BANK NATIONAL ASSOCIATION USCLN 2023 1 B 144A                                                                    | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64161 | PA      | $64853.38     | 0.00%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                    | UBER TECHNOLOGIES INC SR UNSECURED 09/54 5.35                                                                         | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38775.28     | 0.00%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| UBS AG LONDON                            | UBS AG LONDON SR UNSECURED 09/28 5.65                                                                                 | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    800000 | PA      | $834816.80    | 0.05%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG 144A                        | UBS GROUP AG SR UNSECURED 144A 01/27 VAR                                                                              | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $198558.00    | 0.01%             | 2027-01-30      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| UDR INC                                  | UDR INC COMPANY GUAR 01/29 4.4                                                                                        | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241391.04    | 0.02%             | 2029-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                        | UNION ELECTRIC CO 1ST MORTGAGE 04/34 5.2                                                                              | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227473.84    | 0.01%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                 | UNITED AIR 2019 1 AA PTT PASS THRU CE 02/33 4.15                                                                      | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38068 | PA      | $37344.91     | 0.00%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                  | UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875                                                                      | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190433 | PA      | $195235.95    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                    | UNITED MEXICAN STATES SR UNSECURED 02/34 3.5                                                                          | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    700000 | PA      | $610626.10    | 0.04%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                    | UNITED MEXICAN STATES SR UNSECURED 03/44 4.75                                                                         | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $253425.00    | 0.02%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                    | UNITED MEXICAN STATES SR UNSECURED 05/31 2.659                                                                        | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2800000 | PA      | $2515489.20   | 0.16%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC SR UNSECURED 01/29 4.25                                                                        | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1950691.34   | 0.13%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC SR UNSECURED 01/32 4.95                                                                        | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122500.80    | 0.01%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC SR UNSECURED 01/47 4.2                                                                         | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28943.39     | 0.00%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC SR UNSECURED 02/33 5.35                                                                        | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156477.45    | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC SR UNSECURED 03/36 5.8                                                                         | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    220000 | PA      | $234691.60    | 0.02%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC SR UNSECURED 04/34 5                                                                           | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101731.80    | 0.01%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC SR UNSECURED 05/30 2                                                                           | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9095.48      | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC SR UNSECURED 05/32 4.2                                                                         | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    860000 | PA      | $847901.52    | 0.06%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC SR UNSECURED 05/62 4.95                                                                        | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    330000 | PA      | $290496.69    | 0.02%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC SR UNSECURED 06/28 3.85                                                                        | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59792.58     | 0.00%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC SR UNSECURED 07/64 5.75                                                                        | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120246.24    | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC SR UNSECURED 08/39 3.5                                                                         | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    740000 | PA      | $616398.54    | 0.04%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC SR UNSECURED 12/28 3.875                                                                       | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119601.12    | 0.01%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNIV CA REGTS MED CTR POOLED BABS SER H  | UNIV OF CALIFORNIA CA RGTS MED UNVHGR 05/48 FIXED 6.548                                                               | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $650659.74    | 0.04%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| UNIV CA REGTS POOLED REV SR F BABS       | UNIV OF CALIFORNIA CA RGTS MED UNVHGR 05/49 FIXED 6.583                                                               | CUSIP: 913366DF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $542842.05    | 0.04%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| UNIV OF VA REF TAXABLE SER B             | UNIV OF VIRGINIA VA UNIV REVEN UNIHGR 11/51 FIXED 2.584                                                               | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $47557.51     | 0.00%             | 2051-11-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| N/A                                      | US 10YR ULTRA FUT DEC25 XCBT 20251219                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        58 | NC      | $38198.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                      | US 5YR NOTE (CBT) DEC25 XCBT 20251231                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       519 | NC      | $-67299.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                               | US BANCORP SR UNSECURED 10/27 VAR                                                                                     | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225481.52    | 0.01%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| US BANCORP                               | US BANCORP SR UNSECURED 10/33 VAR                                                                                     | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1813670.50   | 0.12%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| US BANCORP                               | US BANCORP SUBORDINATED 07/33 VAR                                                                                     | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239938.08    | 0.02%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 01/30 4.25                                                                                            | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51105000 | PA      | $52242884.51  | 3.41%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 02/28 4                                                                                               | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1130000 | PA      | $1140019.92   | 0.07%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 02/28 4.25                                                                                            | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24245000 | PA      | $24586892.32  | 1.61%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 02/29 4.25                                                                                            | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1345000 | PA      | $1371059.38   | 0.09%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 02/30 4                                                                                               | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46755000 | PA      | $47354048.44  | 3.09%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 02/33 3.5                                                                                             | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $194812.50    | 0.01%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 02/35 4.625                                                                                           | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8740000 | PA      | $9117595.27   | 0.60%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 02/43 3.875                                                                                           | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $128105.47    | 0.01%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 02/45 4.75                                                                                            | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23100000 | PA      | $23425746.04  | 1.53%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 02/52 2.25                                                                                            | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $219529.30    | 0.01%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 02/53 3.625                                                                                           | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    205000 | PA      | $171134.96    | 0.01%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 02/54 4.25                                                                                            | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $326197.27    | 0.02%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 02/55 4.625                                                                                           | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11625000 | PA      | $11539174.83  | 0.75%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 03/28 3.875                                                                                           | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  68100000 | PA      | $68546906.25  | 4.48%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 03/30 4                                                                                               | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37700000 | PA      | $38180085.75  | 2.49%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 04/30 3.875                                                                                           | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11800000 | PA      | $11892187.50  | 0.78%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 05/28 3.625                                                                                           | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $800531.25    | 0.05%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 05/30 4                                                                                               | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15400000 | PA      | $15602125.00  | 1.02%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 05/33 3.375                                                                                           | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    565000 | PA      | $544673.24    | 0.04%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 05/35 4.25                                                                                            | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9900000 | PA      | $10034191.43  | 0.66%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 05/43 3.875                                                                                           | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2355000 | PA      | $2151053.33   | 0.14%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 05/44 4.625                                                                                           | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $210123.05    | 0.01%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 05/45 5                                                                                               | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18505000 | PA      | $19366639.06  | 1.27%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 05/53 3.625                                                                                           | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3180000 | PA      | $2652442.96   | 0.17%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 05/55 4.75                                                                                            | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10700000 | PA      | $10839601.51  | 0.71%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 06/30 3.875                                                                                           | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5700000 | PA      | $5743417.98   | 0.38%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 07/30 3.875                                                                                           | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1612000.00   | 0.11%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 08/28 3.625                                                                                           | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2501855.48   | 0.16%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 08/29 3.625                                                                                           | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    570000 | PA      | $569332.03    | 0.04%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 08/30 3.625                                                                                           | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7900000 | PA      | $7872843.75   | 0.51%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 08/31 1.25                                                                                            | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    590000 | PA      | $512608.59    | 0.03%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 08/34 3.875                                                                                           | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    230000 | PA      | $227358.59    | 0.01%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 08/41 1.75                                                                                            | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1710000 | PA      | $1170815.63   | 0.08%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 08/42 3.375                                                                                           | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    115000 | PA      | $98792.19     | 0.01%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 08/44 4.125                                                                                           | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    735000 | PA      | $687942.77    | 0.04%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 08/51 2                                                                                               | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1665000 | PA      | $987097.85    | 0.06%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 08/54 4.25                                                                                            | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    190000 | PA      | $177167.58    | 0.01%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 09/29 3.5                                                                                             | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1292585.93   | 0.08%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 11/29 4.125                                                                                           | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1950000 | PA      | $1983363.27   | 0.13%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 11/34 4.25                                                                                            | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26070000 | PA      | $26467160.03  | 1.73%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 11/41 3.125                                                                                           | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2349375.00   | 0.15%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 11/44 4.625                                                                                           | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58860000 | PA      | $58784125.93  | 3.84%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 11/53 4.75                                                                                            | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $268084.76    | 0.02%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 11/54 4.5                                                                                             | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54335000 | PA      | $52840787.50  | 3.45%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 12/28 3.75                                                                                            | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    195000 | PA      | $195776.95    | 0.01%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 12/29 4.375                                                                                           | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $256718.75    | 0.02%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                      | US ULTRA BOND CBT DEC25 XCBT 20251219                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -6 | NC      | $-25086.65    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VALE SA                                  | VALE SA SR UNSECURED 09/42 5.625                                                                                      | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |    120000 | PA      | $122670.72    | 0.01%             | 2042-09-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                         | VENTAS REALTY LP COMPANY GUAR 01/29 4.4                                                                               | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    750000 | PA      | $753672.75    | 0.05%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                         | VENTAS REALTY LP COMPANY GUAR 01/30 3                                                                                 | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56861.58     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                         | VENTAS REALTY LP COMPANY GUAR 01/35 5                                                                                 | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80053.92     | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                         | VENTAS REALTY LP COMPANY GUAR 07/34 5.625                                                                             | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    230000 | PA      | $239728.77    | 0.02%             | 2034-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VERD 2023-1A A2 144A                     | VERDANT RECEIVABLES LLC VERD 2023 1A A2 144A                                                                          | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64007 | PA      | $65086.13     | 0.00%             | 2031-01-13      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| VERD 2025-1A B 144A                      | VERDANT RECEIVABLES LLC VERD 2025 1A B 144A                                                                           | CUSIP: 92340GAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102430.84    | 0.01%             | 2033-05-12      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                             | VERISIGN INC SR UNSECURED 07/27 4.75                                                                                  | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    880000 | PA      | $880119.68    | 0.06%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                     | VERISK ANALYTICS INC SR UNSECURED 08/30 4.5                                                                           | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    690000 | PA      | $693034.62    | 0.05%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                   | VERIZON COMMUNICATIONS SR UNSECURED 03/32 2.355                                                                       | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131406.45    | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                   | VERIZON COMMUNICATIONS SR UNSECURED 03/50 4                                                                           | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7860.15      | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                   | VERIZON COMMUNICATIONS SR UNSECURED 09/28 4.329                                                                       | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1307637.50   | 0.09%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                   | VERIZON COMMUNICATIONS SR UNSECURED 11/40 2.65                                                                        | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    700000 | PA      | $500924.90    | 0.03%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-INV1 A1 144A                  | VERUS SECURITIZATION TRUST VERUS 2023 INV1 A1 144A                                                                    | CUSIP: 92539FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59403 | PA      | $59366.69     | 0.00%             | 2068-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-2 A1 144A                     | VERUS SECURITIZATION TRUST VERUS 2025 2 A1 144A                                                                       | CUSIP: 92540VAA3<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-MBS          | CORP              | US        |    566446 | PA      | $568775.35    | 0.04%             | 2070-03-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-3 A1 144A                     | VERUS SECURITIZATION TRUST VERUS 2025 3 A1 144A                                                                       | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |    398688 | PA      | $402543.92    | 0.03%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-7 A1F 144A                    | VERUS SECURITIZATION TRUST VERUS 2025 7 A1F 144A                                                                      | CUSIP: 924931AD0<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |   1621567 | PA      | $1623261.90   | 0.11%             | 2070-08-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| VISA INC                                 | VISA INC SR UNSECURED 04/27 1.9                                                                                       | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    450000 | PA      | $437969.25    | 0.03%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| VISA INC                                 | VISA INC SR UNSECURED 04/40 2.7                                                                                       | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    915000 | PA      | $701785.79    | 0.05%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VISA INC                                 | VISA INC SR UNSECURED 12/45 4.3                                                                                       | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61773.46     | 0.00%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                               | VMWARE LLC SR UNSECURED 08/26 1.4                                                                                     | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220400.55    | 0.01%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                               | VMWARE LLC SR UNSECURED 08/27 3.9                                                                                     | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159450.88    | 0.01%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                               | VMWARE LLC SR UNSECURED 08/28 1.8                                                                                     | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112658.40    | 0.01%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A            | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 08/29 4.95                                                                 | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202296.60    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                  | WALT DISNEY COMPANY/THE COMPANY GUAR 01/31 2.65                                                                       | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $968824.48    | 0.06%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                  | WALT DISNEY COMPANY/THE COMPANY GUAR 09/29 2                                                                          | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120912.74    | 0.01%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                  | WALT DISNEY COMPANY/THE COMPANY GUAR 11/26 3.375                                                                      | CUSIP: 254687DK9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218928.82    | 0.01%             | 2026-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                  | WALT DISNEY COMPANY/THE COMPANY GUAR 12/34 6.2                                                                        | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    280000 | PA      | $315113.68    | 0.02%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                    | WASHINGTON UNIVERSITY SR UNSECURED 04/54 3.524                                                                        | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    120000 | PA      | $89602.08     | 0.01%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                    | WASTE CONNECTIONS INC SR UNSECURED 03/34 5                                                                            | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   1220000 | PA      | $1247508.56   | 0.08%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                    | WASTE CONNECTIONS INC SR UNSECURED 06/32 3.2                                                                          | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $60465.93     | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WB 2024-HQ A 144A                        | WB COMMERCIAL MORTGAGE TRUST WB 2024 HQ A 144A                                                                        | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200265.68    | 0.01%             | 2040-03-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | WELLS FARGO + COMPANY SR UNSECURED 03/28 VAR                                                                          | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1506944.72   | 0.10%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | WELLS FARGO + COMPANY SR UNSECURED 04/28 VAR                                                                          | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    860000 | PA      | $878337.78    | 0.06%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | WELLS FARGO + COMPANY SR UNSECURED 04/36 VAR                                                                          | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2626720.00   | 0.17%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | WELLS FARGO + COMPANY SR UNSECURED 05/28 VAR                                                                          | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1586523.20   | 0.10%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | WELLS FARGO + COMPANY SR UNSECURED 05/45 3.9                                                                          | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $409458.50    | 0.03%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | WELLS FARGO + COMPANY SR UNSECURED 06/28 VAR                                                                          | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    710000 | PA      | $691477.52    | 0.05%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | WELLS FARGO + COMPANY SR UNSECURED 07/28 VAR                                                                          | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262971.54    | 0.02%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | WELLS FARGO + COMPANY SR UNSECURED 10/29 VAR                                                                          | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    690000 | PA      | $729667.41    | 0.05%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | WELLS FARGO + COMPANY SR UNSECURED 10/30 VAR                                                                          | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    735000 | PA      | $697354.77    | 0.05%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                      | WELLS FARGO BANK NA SR UNSECURED 12/26 5.254                                                                          | CUSIP: 94988J6F9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    760000 | PA      | $770452.28    | 0.05%             | 2026-12-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WFCM 2019-C54 A4                         | WELLS FARGO COMMERCIAL MORTGAG WFCM 2019 C54 A4                                                                       | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $570642.60    | 0.04%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WFCM 2025-5C6 A3                         | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C6 A3                                                                       | CUSIP: 95004TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2955000 | PA      | $3040599.85   | 0.20%             | 2058-10-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                         | WELLTOWER OP LLC COMPANY GUAR 03/29 4.125                                                                             | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240015.60    | 0.02%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                         | WELLTOWER OP LLC COMPANY GUAR 04/28 4.25                                                                              | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    370000 | PA      | $372141.19    | 0.02%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                            | WELLTOWER OP LLC COMPANY GUAR 06/31 2.8                                                                               | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    920000 | PA      | $849074.44    | 0.06%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                         | WELLTOWER OP LLC COMPANY GUAR 07/35 5.125                                                                             | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1330933.80   | 0.09%             | 2035-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                     | WESTERN DIGITAL CORP SR SECURED 02/29 2.85                                                                            | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1256850.00   | 0.08%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                     | WESTERN DIGITAL CORP SR SECURED 02/32 3.1                                                                             | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63700.00     | 0.00%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                 | WESTERN MIDSTREAM OPERAT SR UNSECURED 01/29 6.35                                                                      | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    640000 | PA      | $673059.20    | 0.04%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                 | WESTERN MIDSTREAM OPERAT SR UNSECURED 11/34 5.45                                                                      | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447948.00    | 0.03%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                   | WESTINGHOUSE AIR BRAKE COMPANY GUAR 09/28 4.7                                                                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333691.38    | 0.02%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                     | WESTPAC BANKING CORP SR UNSECURED 03/27 3.35                                                                          | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    580000 | PA      | $575815.30    | 0.04%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                     | WESTPAC BANKING CORP SUBORDINATED 08/33 VAR                                                                           | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $206249.40    | 0.01%             | 2033-08-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                     | WESTPAC BANKING CORP SUBORDINATED 11/31 VAR                                                                           | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    240000 | PA      | $239409.12    | 0.02%             | 2031-11-23      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| WFLF 2025-1A A1 144A                     | WHEELS FLEET LEASE FUNDING LLC WFLF 2025 1A A1 144A                                                                   | CUSIP: 96328GCE5<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   1410000 | PA      | $1419686.98   | 0.09%             | 2040-01-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WFLF 2025-2A A1 144A                     | WHEELS FLEET LEASE FUNDING LLC WFLF 2025 2A A1 144A                                                                   | CUSIP: 96328GCK1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   3295000 | PA      | $3311815.04   | 0.22%             | 2040-05-18      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                   | WILLIAMS COMPANIES INC SR UNSECURED 03/26 5.4                                                                         | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120407.28    | 0.01%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                         | WILLIAMS COMPANIES INC SR UNSECURED 03/32 8.75                                                                        | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    120000 | PA      | $144308.64    | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                   | WILLIAMS COMPANIES INC SR UNSECURED 03/34 5.15                                                                        | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    585000 | PA      | $593622.32    | 0.04%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                   | WILLIAMS COMPANIES INC SR UNSECURED 06/30 4.625                                                                       | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1032400.50   | 0.07%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                   | WILLIAMS COMPANIES INC SR UNSECURED 08/28 5.3                                                                         | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    920000 | PA      | $947497.88    | 0.06%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WINDR 2019-3A AR3 144A                   | WIND RIVER CLO LTD WINDR 2019 3A AR3 144A                                                                             | CUSIP: 97314JBC8<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |    660000 | PA      | $660000.00    | 0.04%             | 2038-01-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| WEF 2025-1A A2 144A                      | WINGSPIRE EQUIPMENT FINANCE LL WEF 2025 1A A2 144A                                                                    | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $219792.19    | 0.01%             | 2033-09-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD 144A                | WOODSIDE FINANCE LTD COMPANY GUAR 144A 03/29 4.5                                                                      | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $19991.46     | 0.00%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                             | WP CAREY INC SR UNSECURED 10/26 4.25                                                                                  | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120098.28    | 0.01%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                | WRKCO INC COMPANY GUAR 03/29 4.9                                                                                      | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    900000 | PA      | $917515.80    | 0.06%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WYETH                                    | WYETH LLC COMPANY GUAR 02/36 6                                                                                        | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    220000 | PA      | $239490.68    | 0.02%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WYETH                                    | WYETH LLC COMPANY GUAR 04/37 5.95                                                                                     | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    240000 | PA      | $259331.04    | 0.02%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                          | XCEL ENERGY INC SR UNSECURED 06/28 4                                                                                  | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89799.75     | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                          | XCEL ENERGY INC SR UNSECURED 06/32 4.6                                                                                | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1398918.81   | 0.09%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                          | XCEL ENERGY INC SR UNSECURED 08/33 5.45                                                                               | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123987.12    | 0.01%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA 144A              | YARA INTERNATIONAL ASA SR UNSECURED 144A 11/32 7.378                                                                  | CUSIP: 984851AH8<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $113410.70    | 0.01%             | 2032-11-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| ZOETIS INC                               | ZOETIS INC SR UNSECURED 08/28 4.15                                                                                    | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2902005.06   | 0.19%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-04

**Name of Applicant:** T. Rowe Price Exchange-Traded Funds, Inc.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President