# EDGAR Filing Document

**Accession Number:** 0001845809
**File Stem:** 0000869392-25-001148
**Filing Date:** 2025-6
**Character Count:** 201466
**Document Hash:** 827a4034006a1df10c22195137769b6b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000869392-25-001148.hdr.sgml**: 20250618

**ACCESSION NUMBER**: 0000869392-25-001148

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250618

**DATE AS OF CHANGE**: 20250618

**PERIOD START**: 20250430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Putnam ETF Trust
- **CENTRAL INDEX KEY:** 0001845809

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23643
- **FILM NUMBER:** 251056130

**BUSINESS ADDRESS:**
- **STREET 1:** 100 FEDERAL STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02111
- **BUSINESS PHONE:** 6177601060

**MAIL ADDRESS:**
- **STREET 1:** 100 FEDERAL STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02111

## Series and Classes Contracts Data

### Putnam ESG Core Bond ETF (Series ID: S000077297)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000237594 | -            |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Putnam ETF Trust

- **b. Investment Company Act file number:** 811-23643

- **c. CIK number of Registrant:** 0001845809

- **d. LEI of Registrant:** 549300EMFKH8ETCKNO35

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

  - **Street Address 1:** 100 FEDERAL STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 1-800-225-1581

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

- **a. Name of Series:** Putnam ESG Core Bond ETF

- **b. EDGAR series identifier (if any):** S000077297

- **c. LEI of Series:** 549300WPUCAJ9XFIRU61

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

- **a. Date of fiscal year-end:** 2025-04-30

- **b. Date as of which information is reported:** 2025-04-30

**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:** $808062990.59

**Total Liabilities:** $84661942.92

**Net Assets:** $723401047.66

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3282.46 | **1-Year:** 29041.18 | **5-Year:** 96169.11 | **10-Year:** 149583 | **30-Year:** 84082.35

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

- **3-Month:** 10.59 | **1-Year:** 189.47 | **5-Year:** 1455.85 | **10-Year:** 397.98 | **30-Year:** 319.87

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000237594 | 0.32%                | -0.01%               | 2.18%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1402530.37             | $921505.33                                 |
| Month 2  | $1105561.16              | $-3799861.65                               |
| Month 3  | $418830.03               | $12583804.47                               |

**Designated Index Information**

- **Index Name:** LBUSTRUU Index

- **Index Identifier:** BM0838

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TOYOTA AUTO RECEIVABLES 2022-C OWNER TRUST                                      | ASSET BACKED SECURITY                 | CUSIP: 89231CAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2196524 | PA      | $2187836.79   | 0.30%             | 2027-04-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-1                       | ASSET BACKED SECURITY                 | CUSIP: 38013JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2447826 | PA      | $2449713.85   | 0.34%             | 2028-02-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2023-1 OWNER TRUST                                       | ASSET BACKED SECURITY                 | CUSIP: 43815JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1790699 | PA      | $1795180.77   | 0.25%             | 2027-04-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-A                                           | ASSET BACKED SECURITY                 | CUSIP: 448979AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2863199 | PA      | $2861474.12   | 0.40%             | 2027-04-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2023-2 OWNER TRUST                                       | ASSET BACKED SECURITY                 | CUSIP: 437927AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    971000 | PA      | $974476.18    | 0.13%             | 2027-11-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-B                                           | ASSET BACKED SECURITY                 | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4221882 | PA      | $4251347.09   | 0.59%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-2                                                  | ASSET BACKED SECURITY                 | CUSIP: 14320AAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1752141.13   | 0.24%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1                       | ASSET BACKED SECURITY                 | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1249000 | PA      | $1256808.00   | 0.17%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-B                                             | ASSET BACKED SECURITY                 | CUSIP: 34531QAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4311000 | PA      | $4371954.95   | 0.60%             | 2029-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-3                                                   | ASSET BACKED SECURITY                 | CUSIP: 16144LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4328000 | PA      | $4387060.75   | 0.61%             | 2029-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-3                                                  | ASSET BACKED SECURITY                 | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1320000 | PA      | $1334939.23   | 0.18%             | 2029-07-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-B                                         | ASSET BACKED SECURITY                 | CUSIP: 41284PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2298000 | PA      | $2302942.77   | 0.32%             | 2029-07-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST 2023-A                                                   | ASSET BACKED SECURITY                 | CUSIP: 88167PAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790707 | PA      | $792194.65    | 0.11%             | 2026-06-22      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B21 MORTGAGE TRUST                                               | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 08163LAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19761549 | PA      | $1176549.27   | 0.16%             | 2053-12-17      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST                                        | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 12597NAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    969499 | PA      | $38388.20     | 0.01%             | 2053-03-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C3                                  | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 95004JAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10603195 | PA      | $367598.99    | 0.05%             | 2058-01-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B20 MORTGAGE TRUST                                               | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 08162XBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9730314 | PA      | $533161.87    | 0.07%             | 2053-10-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK28                                                                 | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 06540YAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10212851 | PA      | $770206.27    | 0.11%             | 2063-03-15      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C15 COMMERCIAL MORTGAGE TRUST                                        | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 22945DAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13978417 | PA      | $420293.27    | 0.06%             | 2052-03-15      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-LC20                                 | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 94989EAL1<br>LEI: 549300W6NRTMFPYUPG47 | Long             | ABS-MBS          | CORP              | US        |    678211 | PA      | $651075.93    | 0.09%             | 2050-04-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C2 COMMERCIAL MORTGAGE TRUST                                         | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12634NAY4<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |    740000 | PA      | $721362.14    | 0.10%             | 2057-06-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P4                                     | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 29429EAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2394000 | PA      | $2297148.34   | 0.32%             | 2049-07-10      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C57                                  | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 95002XBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29000 | PA      | $26034.73     | 0.00%             | 2053-08-15      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C56                                  | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 95002RAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1304000 | PA      | $1172318.43   | 0.16%             | 2053-06-15      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5                                      | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 05492JAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1344000 | PA      | $1175506.48   | 0.16%             | 2052-11-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49                                  | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 95001WBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2118000 | PA      | $2043280.56   | 0.28%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11                                        | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 92937EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    588228 | PA      | $579226.87    | 0.08%             | 2045-03-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C10                   | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 46639JAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103330 | PA      | $97885.99     | 0.01%             | 2047-12-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9                      | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 61762DAZ4<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |    848148 | PA      | $800333.43    | 0.11%             | 2046-05-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 MORTGAGE TRUST                                                 | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12591RBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    344534 | PA      | $330945.07    | 0.05%             | 2047-02-10      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C23                             | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 46643ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1628645 | PA      | $1575044.18   | 0.22%             | 2047-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC19 MORTGAGE TRUST                                                   | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 200474BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1002000 | PA      | $989267.09    | 0.14%             | 2048-02-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C22                     | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 61690FAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    823000 | PA      | $785982.45    | 0.11%             | 2048-04-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7                             | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 06054ABB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    618000 | PA      | $613524.69    | 0.08%             | 2048-09-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE26 MORTGAGE TRUST                                                 | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12593QBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1170000 | PA      | $1147147.21   | 0.16%             | 2048-10-10      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C25                     | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 61765TAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3074000 | PA      | $3005969.92   | 0.42%             | 2048-10-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C31                                  | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 94989WAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    796000 | PA      | $787735.29    | 0.11%             | 2048-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2016-UBS12                                       | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 61691EBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1227000 | PA      | $1166093.56   | 0.16%             | 2049-12-15      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2016-NXSR                                                            | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12594PAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    708000 | PA      | $683793.69    | 0.09%             | 2049-12-15      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6                                     | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 17291EAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    501000 | PA      | $488458.12    | 0.07%             | 2049-12-10      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6                                     | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 17291EAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1216000 | PA      | $1108156.73   | 0.15%             | 2049-12-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C32                     | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 61691GAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1504000 | PA      | $1471943.89   | 0.20%             | 2049-12-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C6 COMMERCIAL MORTGAGE TRUST                                         | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12636MAJ7<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |    534000 | PA      | $516196.23    | 0.07%             | 2049-01-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 MORTGAGE TRUST                                                      | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12515DAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    844000 | PA      | $794181.21    | 0.11%             | 2050-05-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2017-C1                                           | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 90276EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    852000 | PA      | $828749.09    | 0.11%             | 2050-06-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C39                                  | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 95000XAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1870000 | PA      | $1771045.96   | 0.24%             | 2050-09-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2 MORTGAGE TRUST                                                   | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12595EAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    578000 | PA      | $546895.91    | 0.08%             | 2050-09-10      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 MORTGAGE TRUST                                                   | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12595VAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42000 | PA      | $39434.26     | 0.01%             | 2051-05-10      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 MORTGAGE TRUST                                                      | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12512JAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    672000 | PA      | $663950.99    | 0.09%             | 2051-08-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B6 MORTGAGE TRUST                                                | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 08162CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2211000 | PA      | $2102077.74   | 0.29%             | 2051-10-10      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2018-L1                                          | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 61691QAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1265000 | PA      | $1158993.00   | 0.16%             | 2051-10-15      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C14                                          | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 90278KBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    756000 | PA      | $744171.09    | 0.10%             | 2051-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| STATION PLACE SECURITIZATION TRUST SERIES 2024-10                               | CORP CMO                              | CUSIP: 85779PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2350000 | PA      | $2358232.76   | 0.33%             | 2025-10-27      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| STATION PLACE SECURITIZATION TRUST SERIES 2024-5                                | CORP CMO                              | CUSIP: 85778YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1900000 | PA      | $1899065.01   | 0.26%             | 2025-08-04      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| STATION PLACE SECURITIZATION TRUST SERIES 2024-2                                | CORP CMO                              | CUSIP: 85770KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1950000 | PA      | $1951638.59   | 0.27%             | 2025-06-22      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | CORP MED TERM NOTE                    | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4698000 | PA      | $4674236.62   | 0.65%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | CORP MED TERM NOTE                    | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3467000 | PA      | $3462184.68   | 0.48%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                         | CORP. NOTE                            | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1446510.27   | 0.20%             | 2027-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                      | CORP. NOTE                            | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    845000 | PA      | $853482.96    | 0.12%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                           | CORP. NOTE                            | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016666.33   | 0.14%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | CORP. NOTE                            | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    755000 | PA      | $770002.85    | 0.11%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                | CORP. NOTE                            | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    860000 | PA      | $867174.14    | 0.12%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CORP. NOTE                            | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    435000 | PA      | $436208.42    | 0.06%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | CORP. NOTE                            | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    960000 | PA      | $967237.68    | 0.13%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                        | CORP. NOTE                            | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | US        |    789000 | PA      | $775695.17    | 0.11%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                    | CORP. NOTE                            | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    460000 | PA      | $455716.47    | 0.06%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CORP. NOTE                            | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $148927.57    | 0.02%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | CORP. NOTE                            | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    412000 | PA      | $405403.56    | 0.06%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                    | CORP. NOTE                            | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    469000 | PA      | $469217.81    | 0.06%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                              | CORP. NOTE                            | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    956000 | PA      | $958163.69    | 0.13%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | CORP. NOTE                            | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    825000 | PA      | $805081.57    | 0.11%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | CORP. NOTE                            | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    530000 | PA      | $523794.52    | 0.07%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | CORP. NOTE                            | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    456000 | PA      | $451880.35    | 0.06%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                               | CORP. NOTE                            | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    488000 | PA      | $479377.38    | 0.07%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | CORP. NOTE                            | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1942851.05   | 0.27%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                           | CORP. NOTE                            | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    635000 | PA      | $634311.51    | 0.09%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                               | CORP. NOTE                            | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    395000 | PA      | $392904.50    | 0.05%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CORP. NOTE                            | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    271000 | PA      | $270285.41    | 0.04%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                    | CORP. NOTE                            | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    444000 | PA      | $446054.14    | 0.06%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.)  AND  CO.                                                 | CORP. NOTE                            | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    455000 | PA      | $460910.22    | 0.06%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CORP. NOTE                            | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    485000 | PA      | $487989.51    | 0.07%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | CORP. NOTE                            | CUSIP: 28504DAF0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    190000 | PA      | $193850.18    | 0.03%             | 2035-01-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS HOLDINGS LLC                                                 | CORP. NOTE                            | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    744000 | PA      | $768482.00    | 0.11%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD / AIRCASTLE IRELAND DAC                                           | CORP. NOTE                            | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $486067.52    | 0.07%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | CORP. NOTE                            | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1301861.87   | 0.18%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                           | CORP. NOTE                            | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    255000 | PA      | $258415.96    | 0.04%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                           | CORP. NOTE                            | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    390000 | PA      | $398116.85    | 0.06%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CORP. NOTE                            | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    126000 | PA      | $125202.84    | 0.02%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                | CORP. NOTE                            | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    784000 | PA      | $791856.87    | 0.11%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | CORP. NOTE                            | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    465000 | PA      | $467021.90    | 0.06%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | CORP. NOTE                            | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    355000 | PA      | $358020.78    | 0.05%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                      | CORP. NOTE                            | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    990000 | PA      | $980294.46    | 0.14%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP / JSG FINANCE INC                                             | CORP. NOTE                            | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $965242.34    | 0.13%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | CORP. NOTE                            | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    580000 | PA      | $576694.48    | 0.08%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | CORP. NOTE                            | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    590000 | PA      | $562469.07    | 0.08%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | CORP. NOTE                            | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    655000 | PA      | $616057.47    | 0.09%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                     | CORP. NOTE                            | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103282.62    | 0.01%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CORP. NOTE                            | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   2293000 | PA      | $2188542.39   | 0.30%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | CORP. NOTE                            | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    870000 | PA      | $735498.44    | 0.10%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP/DE                                                               | CORP. NOTE                            | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $818331.71    | 0.11%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                            | CORP. NOTE                            | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    693000 | PA      | $659114.17    | 0.09%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORP                                                               | CORP. NOTE                            | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $1072348.22   | 0.15%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | CORP. NOTE                            | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    356000 | PA      | $341299.68    | 0.05%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                              | CORP. NOTE                            | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    773000 | PA      | $718722.30    | 0.10%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | CORP. NOTE                            | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    210000 | PA      | $190561.22    | 0.03%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | CORP. NOTE                            | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    483000 | PA      | $468390.22    | 0.06%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | CORP. NOTE                            | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $1099235.25   | 0.15%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                           | CORP. NOTE                            | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    785000 | PA      | $752525.02    | 0.10%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                           | CORP. NOTE                            | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $797774.02    | 0.11%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | CORP. NOTE                            | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    132000 | PA      | $132323.88    | 0.02%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                                   | CORP. NOTE                            | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1280391.35   | 0.18%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CORP. NOTE                            | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    132000 | PA      | $133296.24    | 0.02%             | 2029-07-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CORP. NOTE                            | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    433000 | PA      | $436898.65    | 0.06%             | 2027-07-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | CORP. NOTE                            | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    513000 | PA      | $494360.35    | 0.07%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | CORP. NOTE                            | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    605000 | PA      | $623309.27    | 0.09%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | CORP. NOTE                            | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    361000 | PA      | $375118.04    | 0.05%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                               | CORP. NOTE                            | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1692137.85   | 0.23%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | CORP. NOTE                            | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    949000 | PA      | $976282.32    | 0.13%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                             | CORP. NOTE                            | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1410619.79   | 0.19%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                            | CORP. NOTE                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    285000 | PA      | $253171.51    | 0.03%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | CORP. NOTE                            | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    209000 | PA      | $210731.83    | 0.03%             | 2031-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | CORP. NOTE                            | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    857000 | PA      | $863887.23    | 0.12%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | CORP. NOTE                            | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    538000 | PA      | $531451.12    | 0.07%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | CORP. NOTE                            | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   2217000 | PA      | $2258722.96   | 0.31%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | CORP. NOTE                            | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    720000 | PA      | $740175.80    | 0.10%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | CORP. NOTE                            | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1056000 | PA      | $965663.17    | 0.13%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | CORP. NOTE                            | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $425591.03    | 0.06%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                             | CORP. NOTE                            | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $418536.70    | 0.06%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CORP. NOTE                            | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1280775.54   | 0.18%             | 2030-11-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE                                                                 | CORP. NOTE                            | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119397.68    | 0.02%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | CORP. NOTE                            | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    582000 | PA      | $602633.21    | 0.08%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | CORP. NOTE                            | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    583000 | PA      | $603519.85    | 0.08%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                      | CORP. NOTE                            | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1284024.30   | 0.18%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | CORP. NOTE                            | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    635000 | PA      | $663439.43    | 0.09%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                | CORP. NOTE                            | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    393000 | PA      | $417883.76    | 0.06%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | CORP. NOTE                            | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    570000 | PA      | $581929.39    | 0.08%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                | CORP. NOTE                            | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101394.15    | 0.01%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | CORP. NOTE                            | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    186000 | PA      | $187058.07    | 0.03%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | CORP. NOTE                            | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $807058.30    | 0.11%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | CORP. NOTE                            | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1375620.31   | 0.19%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS  AND  ELECTRIC CO                                                   | CORP. NOTE                            | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    340000 | PA      | $345666.57    | 0.05%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                  | CORP. NOTE                            | CUSIP: 202712BV6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    875000 | PA      | $893215.53    | 0.12%             | 2034-03-13      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | CORP. NOTE                            | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    221000 | PA      | $222808.35    | 0.03%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                               | CORP. NOTE                            | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    608000 | PA      | $625047.10    | 0.09%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | CORP. NOTE                            | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    700000 | PA      | $708969.51    | 0.10%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                   | CORP. NOTE                            | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1302953.88   | 0.18%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | CORP. NOTE                            | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $728280.41    | 0.10%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | CORP. NOTE                            | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1658000 | PA      | $1782154.11   | 0.25%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                        | CORP. NOTE                            | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $204895.45    | 0.03%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                        | CORP. NOTE                            | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    425000 | PA      | $433609.94    | 0.06%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| F AND G ANNUITIES  AND  LIFE INC                                                | CORP. NOTE                            | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $596538.28    | 0.08%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                               | CORP. NOTE                            | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    585000 | PA      | $587164.25    | 0.08%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | CORP. NOTE                            | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1366995.97   | 0.19%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | CORP. NOTE                            | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    925000 | PA      | $946132.11    | 0.13%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CORP. NOTE                            | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $55928.74     | 0.01%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | CORP. NOTE                            | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1610000 | PA      | $1612081.09   | 0.22%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                           | CORP. NOTE                            | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    488000 | PA      | $487078.31    | 0.07%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                  | CORP. NOTE                            | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1105000 | PA      | $1098256.97   | 0.15%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP /  CAYMN FI                                                        | CORP. NOTE                            | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $595952.10    | 0.08%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORP                                                                    | CORP. NOTE                            | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    478000 | PA      | $467393.15    | 0.06%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                    | CORP. NOTE                            | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    445000 | PA      | $435889.03    | 0.06%             | 2027-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK  AND  TRUST CO                                              | CORP. NOTE                            | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $3159084.48   | 0.44%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | CORP. NOTE                            | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    605000 | PA      | $609814.67    | 0.08%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                                                    | CORP. NOTE                            | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    740000 | PA      | $737850.57    | 0.10%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | CORP. NOTE                            | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    483000 | PA      | $476830.26    | 0.07%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                | CORP. NOTE                            | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26962.51     | 0.00%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO VI LLC                                                     | CORP. NOTE                            | CUSIP: 48252AAA9<br>LEI: 549300TUJWGHJM3FSJ07 | Long             | DBT              | CORP              | US        |    861000 | PA      | $832631.58    | 0.12%             | 2029-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | CORP. NOTE                            | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    944000 | PA      | $912410.72    | 0.13%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                            | CORP. NOTE                            | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    343000 | PA      | $335598.16    | 0.05%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | CORP. NOTE                            | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    600000 | PA      | $564844.53    | 0.08%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | CORP. NOTE                            | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2452542.39   | 0.34%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                    | CORP. NOTE                            | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $693614.38    | 0.10%             | 2030-01-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                           | CORP. NOTE                            | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $119858.17    | 0.02%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | CORP. NOTE                            | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3122000 | PA      | $3013430.83   | 0.42%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | CORP. NOTE                            | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    605000 | PA      | $598615.40    | 0.08%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | CORP. NOTE                            | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    960000 | PA      | $890258.39    | 0.12%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | CORP. NOTE                            | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    839000 | PA      | $832546.60    | 0.12%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                     | CORP. NOTE                            | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    615000 | PA      | $601085.63    | 0.08%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | CORP. NOTE                            | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $959246.58    | 0.13%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | CORP. NOTE                            | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1231997.54   | 0.17%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                | CORP. NOTE                            | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $1001532.53   | 0.14%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                    | CORP. NOTE                            | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1710090.11   | 0.24%             | 2028-02-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                  | CORP. NOTE                            | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    535000 | PA      | $471266.29    | 0.07%             | 2031-03-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                            | CORPORATE BONDS                       | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    413000 | PA      | $430286.53    | 0.06%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                       | CORPORATE BONDS                       | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    170000 | PA      | $179242.52    | 0.02%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | CORPORATE BONDS                       | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    244000 | PA      | $270344.72    | 0.04%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | CORPORATE BONDS                       | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    610000 | PA      | $567800.87    | 0.08%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | CORPORATE BONDS                       | CUSIP: 268317AP9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $854828.87    | 0.12%             | 2035-10-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | CORPORATE BONDS                       | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    488000 | PA      | $487123.24    | 0.07%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                  | CORPORATE BONDS                       | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    188000 | PA      | $184901.34    | 0.03%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CORPORATE BONDS                       | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    605000 | PA      | $591812.71    | 0.08%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                             | CORPORATE BONDS                       | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    675000 | PA      | $669756.66    | 0.09%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP             | CORPORATE BONDS                       | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    830000 | PA      | $829926.55    | 0.11%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CORPORATE BONDS                       | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    610000 | PA      | $596125.69    | 0.08%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TOLL BROTHERS FINANCE CORP                                                      | CORPORATE BONDS                       | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $111005.84    | 0.02%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER  AND  LIGHT CO                                                    | CORPORATE BONDS                       | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    854000 | PA      | $671689.51    | 0.09%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CORPORATE BONDS                       | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1022365.62   | 0.14%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS  AND  ELECTRIC CO                                                   | CORPORATE BONDS                       | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482262.52    | 0.07%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | CORPORATE BONDS                       | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    727000 | PA      | $726886.20    | 0.10%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                            | CORPORATE BONDS                       | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    417000 | PA      | $408886.46    | 0.06%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | CORPORATE BONDS                       | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    483000 | PA      | $466464.19    | 0.06%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL LLC                                                      | CORPORATE BONDS                       | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    361000 | PA      | $340457.80    | 0.05%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | CORPORATE BONDS                       | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1502000 | PA      | $1564807.06   | 0.22%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | CORPORATE BONDS                       | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    239000 | PA      | $212776.87    | 0.03%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | CORPORATE BONDS                       | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    535000 | PA      | $357007.65    | 0.05%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | CORPORATE BONDS                       | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    797000 | PA      | $731852.67    | 0.10%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | CORPORATE BONDS                       | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    744000 | PA      | $699650.08    | 0.10%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TOLL BROTHERS FINANCE CORP                                                      | CORPORATE BONDS                       | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $608672.06    | 0.08%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CORPORATE BONDS                       | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    366000 | PA      | $272843.39    | 0.04%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| S AND P GLOBAL INC                                                              | CORPORATE BONDS                       | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    478000 | PA      | $442387.90    | 0.06%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | CORPORATE BONDS                       | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2751000 | PA      | $2548928.35   | 0.35%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                        | CORPORATE BONDS                       | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1177000 | PA      | $1088637.20   | 0.15%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | CORPORATE BONDS                       | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1306533.09   | 0.18%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | CORPORATE BONDS                       | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    521000 | PA      | $545116.67    | 0.08%             | 2030-04-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | CORPORATE BONDS                       | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    361000 | PA      | $351983.90    | 0.05%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | CORPORATE BONDS                       | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    966000 | PA      | $858206.60    | 0.12%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS  AND  ELECTRIC CO                                                   | CORPORATE BONDS                       | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $403352.96    | 0.06%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | CORPORATE BONDS                       | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1111548.82   | 0.15%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP             | CORPORATE BONDS                       | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    392000 | PA      | $381458.21    | 0.05%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | CORPORATE BONDS                       | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1683000 | PA      | $1379653.39   | 0.19%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS  AND  FRAGRANCES INC                                      | CORPORATE BONDS                       | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    122000 | PA      | $106230.18    | 0.01%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                     | CORPORATE BONDS                       | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $944511.67    | 0.13%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | CORPORATE BONDS                       | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    239000 | PA      | $174420.34    | 0.02%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC/THE                                                | CORPORATE BONDS                       | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    361000 | PA      | $316349.43    | 0.04%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | CORPORATE BONDS                       | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    727000 | PA      | $556021.24    | 0.08%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | CORPORATE BONDS                       | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    483000 | PA      | $434734.06    | 0.06%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | CORPORATE BONDS                       | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    661000 | PA      | $588240.95    | 0.08%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | CORPORATE BONDS                       | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1947000 | PA      | $1280272.75   | 0.18%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                     | CORPORATE BONDS                       | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $942494.98    | 0.13%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL INC                                                 | CORPORATE BONDS                       | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    483000 | PA      | $285175.52    | 0.04%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CORPORATE BONDS                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1795000 | PA      | $1586779.46   | 0.22%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                    | CORPORATE BONDS                       | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    208000 | PA      | $180112.70    | 0.02%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS INC                                                       | CORPORATE BONDS                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    645000 | PA      | $442480.44    | 0.06%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                 | CORPORATE BONDS                       | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    849000 | PA      | $751769.56    | 0.10%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP/DE                                                               | CORPORATE BONDS                       | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    845000 | PA      | $628358.30    | 0.09%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | CORPORATE BONDS                       | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $965837.88    | 0.13%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS  AND  ELECTRIC CO                                                   | CORPORATE BONDS                       | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507068.51    | 0.07%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS  AND  ELECTRIC CO                                                   | CORPORATE BONDS                       | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    710000 | PA      | $715814.40    | 0.10%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                         | CORPORATE BONDS                       | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $935466.24    | 0.13%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | CORPORATE BONDS                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    504000 | PA      | $484085.16    | 0.07%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | CORPORATE BONDS                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    565000 | PA      | $537817.57    | 0.07%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | CORPORATE BONDS                       | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    715000 | PA      | $713641.54    | 0.10%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                          | CORPORATE BONDS                       | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    445000 | PA      | $420788.77    | 0.06%             | 2053-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | CORPORATE BONDS                       | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    168000 | PA      | $165700.81    | 0.02%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | CORPORATE BONDS                       | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    550000 | PA      | $509730.22    | 0.07%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | CORPORATE BONDS                       | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    380000 | PA      | $382769.60    | 0.05%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | CORPORATE BONDS                       | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    116000 | PA      | $119160.55    | 0.02%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                             | CORPORATE BONDS                       | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    570000 | PA      | $576995.08    | 0.08%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                             | CORPORATE BONDS                       | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $428426.38    | 0.06%             | 2053-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | CORPORATE BONDS                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    465000 | PA      | $477310.95    | 0.07%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE                                                                 | CORPORATE BONDS                       | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    695000 | PA      | $719150.80    | 0.10%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | CORPORATE BONDS                       | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    129000 | PA      | $138611.40    | 0.02%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                             | CORPORATE BONDS                       | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    854000 | PA      | $885168.69    | 0.12%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS  AND  ELECTRIC CO                                                   | CORPORATE BONDS                       | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $155627.87    | 0.02%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                           | CORPORATE BONDS                       | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    845000 | PA      | $891663.44    | 0.12%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | CORPORATE BONDS                       | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    342000 | PA      | $346673.88    | 0.05%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | CORPORATE BONDS                       | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    845000 | PA      | $837647.93    | 0.12%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                              | CORPORATE BONDS                       | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    465000 | PA      | $459430.35    | 0.06%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                           | CORPORATE BONDS                       | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   1349000 | PA      | $1354533.79   | 0.19%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | CORPORATE BONDS                       | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    455000 | PA      | $457529.94    | 0.06%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | CORPORATE BONDS                       | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $571137.92    | 0.08%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | CORPORATE BONDS                       | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    530000 | PA      | $535413.38    | 0.07%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | CORPORATE BONDS                       | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226416.83    | 0.03%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                             | CORPORATE BONDS                       | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    700000 | PA      | $662041.72    | 0.09%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | CORPORATE BONDS                       | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    295000 | PA      | $286291.25    | 0.04%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | CORPORATE BONDS                       | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    618000 | PA      | $637378.63    | 0.09%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                | CORPORATE BONDS                       | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    992000 | PA      | $1009074.77   | 0.14%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                | CORPORATE BONDS                       | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    708000 | PA      | $679248.81    | 0.09%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC/THE                                                              | CORPORATE BONDS                       | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    408000 | PA      | $387774.45    | 0.05%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | CORPORATE BONDS                       | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    255000 | PA      | $247657.45    | 0.03%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | CORPORATE BONDS                       | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    725000 | PA      | $717848.98    | 0.10%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DR HORTON INC                                                                   | CORPORATE BONDS                       | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1646311.04   | 0.23%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | CORPORATE BONDS                       | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2258336.61   | 0.31%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL CORP                                                    | CORPORATE BONDS                       | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    520000 | PA      | $505643.44    | 0.07%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | CORPORATE BONDS                       | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    265000 | PA      | $255944.60    | 0.04%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | CORPORATE BONDS                       | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    529000 | PA      | $488399.33    | 0.07%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                     | CORPORATE BONDS                       | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    547000 | PA      | $479274.89    | 0.07%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL LLC                                                      | CORPORATE BONDS                       | CUSIP: 44701QBG6<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1313540.65   | 0.18%             | 2034-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS HOLDINGS LLC                                                 | CORPORATE BONDS                       | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    286000 | PA      | $269521.42    | 0.04%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                | CORPORATE BONDS                       | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    970000 | PA      | $961916.02    | 0.13%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                    | CORPORATE BONDS                       | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    541000 | PA      | $527157.36    | 0.07%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC/THE                                                            | CORPORATE BONDS                       | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    664000 | PA      | $670074.02    | 0.09%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SARL / JBS USA FOOD CO / JBS USA FOODS GROUP                        | CORPORATE BONDS                       | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2317677.46   | 0.32%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | CORPORATE BONDS                       | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    385000 | PA      | $375577.24    | 0.05%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DR HORTON INC                                                                   | CORPORATE BONDS                       | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1081866.30   | 0.15%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | CORPORATE BONDS                       | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    860000 | PA      | $862167.66    | 0.12%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | CORPORATE BONDS                       | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62879.22     | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | CORPORATE BONDS                       | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    345000 | PA      | $340316.66    | 0.05%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | CORPORATE BONDS                       | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217016.20    | 0.03%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | CORPORATE BONDS                       | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    425000 | PA      | $422367.04    | 0.06%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | CORPORATE BONDS                       | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1166956.38   | 0.16%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO/MN                                                     | CORPORATE BONDS                       | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    415000 | PA      | $416589.20    | 0.06%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                             | CORPORATE BONDS                       | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   3802000 | PA      | $4067621.64   | 0.56%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CORPORATE BONDS                       | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    840000 | PA      | $913718.89    | 0.13%             | 2032-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                               | CORPORATE BONDS                       | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    910000 | PA      | $1032741.71   | 0.14%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC                                                                | CORPORATE BONDS                       | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    920000 | PA      | $1050852.55   | 0.15%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTERPRISES LLC                                               | CORPORATE BONDS                       | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    870000 | PA      | $990781.98    | 0.14%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE INSURANCE CO                                                  | CORPORATE BONDS                       | CUSIP: 592173AE8<br>LEI: 549300H7EXFMRS487544 | Long             | DBT              | CORP              | US        |    570000 | PA      | $579147.34    | 0.08%             | 2025-11-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | CORPORATE BONDS                       | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    685000 | PA      | $692163.85    | 0.10%             | 2035-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FRANKLIN ULTRA SHORT BOND ETF                                                   | EXCHANGE TRADED FUND                  | CUSIP: 35473P496<br>LEI: 549300C2WYDHE3Y9X469 | Long             | EC               | RF                | US        |    450580 | NS      | $11257741.30  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN15                                  | CUSIP: 3140XJJ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1934411 | PA      | $1809932.89   | 0.25%             | 2037-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN15                                  | CUSIP: 31418DZ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148380 | PA      | $135286.60    | 0.02%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN15                                  | CUSIP: 31418DY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2034341 | PA      | $1854840.11   | 0.26%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN15                                  | CUSIP: 3140Q72L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247544 | PA      | $239604.85    | 0.03%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN15                                  | CUSIP: 3140XJBM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1843572 | PA      | $1732586.07   | 0.24%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN15                                  | CUSIP: 3140XBYB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2039491 | PA      | $1810074.47   | 0.25%             | 2036-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN20                                  | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2638277 | PA      | $2168258.21   | 0.30%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140AGEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1173753 | PA      | $1200442.47   | 0.17%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140AML58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    583678 | PA      | $601741.29    | 0.08%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XGXN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1136140 | PA      | $909279.50    | 0.13%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XMZL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221602 | PA      | $207925.25    | 0.03%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XJM91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    678288 | PA      | $636425.04    | 0.09%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140X73K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    362367 | PA      | $292615.59    | 0.04%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    364440 | PA      | $289921.93    | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13012937 | PA      | $10360213.22  | 1.43%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    339840 | PA      | $283880.40    | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11401266 | PA      | $9525183.38   | 1.32%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5289675 | PA      | $4605654.07   | 0.64%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5407647 | PA      | $4891568.16   | 0.68%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154778 | PA      | $148371.95    | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XGUA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160268 | PA      | $139275.33    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XJ3G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2235486 | PA      | $2027600.22   | 0.28%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XHLB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2629074 | PA      | $2488869.12   | 0.34%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140QNEP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3562703 | PA      | $2864205.54   | 0.40%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2369357 | PA      | $1889137.06   | 0.26%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XJNJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1170091 | PA      | $979786.23    | 0.14%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XHXF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2262776 | PA      | $1910700.16   | 0.26%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140M4MG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2425738 | PA      | $2019826.28   | 0.28%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140QPVE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1060482 | PA      | $1016831.84   | 0.14%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140QQDT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1073898 | PA      | $1029131.40   | 0.14%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140QFA33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    367214 | PA      | $294446.79    | 0.04%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XGFZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    354847 | PA      | $299425.70    | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XH6T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306767 | PA      | $280202.08    | 0.04%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140N3AU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268353 | PA      | $265092.33    | 0.04%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XJE74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269077 | PA      | $273238.28    | 0.04%             | 2050-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XKP20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    822954 | PA      | $812922.91    | 0.11%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140N1WN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    821859 | PA      | $807066.92    | 0.11%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: N/A<br>LEI: B1V7KEBTPIMZEU4LTD58       | Long             | ABS-MBS          | USGSE             | US        |    839780 | PA      | $869609.53    | 0.12%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140NGYJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216622 | PA      | $224066.20    | 0.03%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140NKNK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36397 | PA      | $37647.61     | 0.01%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XK5T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    961013 | PA      | $994597.00    | 0.14%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XMPS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2630476 | PA      | $2691132.42   | 0.37%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XN4Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    926433 | PA      | $743094.42    | 0.10%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140KLLG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    920823 | PA      | $737928.26    | 0.10%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XGYT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134566 | PA      | $107650.03    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XNTQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    452309 | PA      | $433603.60    | 0.06%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140QKBR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    941252 | PA      | $817716.62    | 0.11%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XNRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    920434 | PA      | $806689.01    | 0.11%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN40                                  | CUSIP: 3140FXES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    942567 | PA      | $850163.59    | 0.12%             | 2056-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F030652<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $868014.70    | 0.12%             | 2055-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F022659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4157416.35   | 0.57%             | 2055-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F042657<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1912969.36   | 0.26%             | 2055-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F052656<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  35000000 | PA      | $34929911.45  | 4.83%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F040651<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4660391.65   | 0.64%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F020653<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9000000 | PA      | $7140852.00   | 0.99%             | 2055-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F012452<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $882915.26    | 0.12%             | 2040-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4895253.00   | 0.68%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F060659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7000000 | PA      | $7101972.01   | 0.98%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR15                                  | CUSIP: 3132CW3C6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2011020 | PA      | $1841821.07   | 0.25%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR15                                  | CUSIP: 3132D55F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    784614 | PA      | $749489.81    | 0.10%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR15                                  | CUSIP: 3132D55S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    573111 | PA      | $525071.17    | 0.07%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR20                                  | CUSIP: 3132D9LX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2271166 | PA      | $1944060.43   | 0.27%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3133KPUH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    458689 | PA      | $439661.20    | 0.06%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3132DNYL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1768866 | PA      | $1783905.57   | 0.25%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3133AUDY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    909771 | PA      | $798238.17    | 0.11%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3133KNMZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    394620 | PA      | $313591.79    | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3132DWCG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2766546 | PA      | $2086046.61   | 0.29%             | 2051-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3133C3TV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    210132 | PA      | $214758.89    | 0.03%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3133C3TT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    226729 | PA      | $227926.28    | 0.03%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3133C32D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29436 | PA      | $30423.29     | 0.00%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    908013 | PA      | $766480.51    | 0.11%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3133KLZV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    459863 | PA      | $366828.48    | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3133KQW44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    843665 | PA      | $833382.12    | 0.12%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3133KPAL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    308573 | PA      | $288765.52    | 0.04%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3132DM4H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    345475 | PA      | $291689.66    | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3132DN6E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1162805 | PA      | $973813.93    | 0.13%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3133AGJU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    382769 | PA      | $306486.97    | 0.04%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3132DSAV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1120486 | PA      | $1012994.80   | 0.14%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    333004 | PA      | $293479.62    | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179M5L0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    319473 | PA      | $291416.73    | 0.04%             | 2043-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179YKM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2165463 | PA      | $1924147.37   | 0.27%             | 2053-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179TSH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1706268 | PA      | $1605960.71   | 0.22%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5268286 | PA      | $4302557.76   | 0.59%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    160624 | PA      | $137070.57    | 0.02%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    355585 | PA      | $290451.75    | 0.04%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1261994 | PA      | $1151140.76   | 0.16%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179WZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    147125 | PA      | $134065.07    | 0.02%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4156419 | PA      | $3685774.73   | 0.51%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2196302 | PA      | $1996884.62   | 0.28%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5690281 | PA      | $4857859.60   | 0.67%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2756735 | PA      | $2656549.30   | 0.37%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179XHZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1371797 | PA      | $1353877.47   | 0.19%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618HNHA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    925200 | PA      | $943518.66    | 0.13%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179YPB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2286457 | PA      | $2032606.96   | 0.28%             | 2054-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179XFD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2631871 | PA      | $2244976.02   | 0.31%             | 2052-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618BTAG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61320 | PA      | $62149.03     | 0.01%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618BTAF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9932 | PA      | $10001.88     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618BQLU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105796 | PA      | $106771.54    | 0.01%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618BQKD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30407 | PA      | $30743.29     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618B5MP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24536 | PA      | $24768.97     | 0.00%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618AQUN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    196106 | PA      | $202330.22    | 0.03%             | 2053-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618AWHF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81432 | PA      | $83660.55     | 0.01%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618B6KC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92552 | PA      | $95804.06     | 0.01%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618AUVD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    357398 | PA      | $365508.09    | 0.05%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618B9GT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    275326 | PA      | $283442.80    | 0.04%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618AWHG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85387 | PA      | $87659.96     | 0.01%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618B9GV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81056 | PA      | $83074.19     | 0.01%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618B0L92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89602 | PA      | $91972.27     | 0.01%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618AVGQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    130836 | PA      | $133913.49    | 0.02%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618FFSL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1433160 | PA      | $1473790.08   | 0.20%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618FTV78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    276965 | PA      | $285036.88    | 0.04%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618FRPC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    285311 | PA      | $296503.49    | 0.04%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618G7ST1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    212280 | PA      | $219868.59    | 0.03%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618G7SL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    417888 | PA      | $432096.55    | 0.06%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618G7SQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1391447 | PA      | $1451239.38   | 0.20%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: N/A<br>LEI: 549300M8ZYFG0OCMTT87       | Long             | ABS-MBS          | USGA              | US        |   1964916 | PA      | $1973372.91   | 0.27%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179XS72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3777370 | PA      | $3249036.41   | 0.45%             | 2053-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: N/A<br>LEI: 549300M8ZYFG0OCMTT87       | Long             | ABS-MBS          | USGA              | US        |   1036271 | PA      | $1040890.52   | 0.14%             | 2054-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30P                                | CUSIP: 3622ACN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    440064 | PA      | $447363.27    | 0.06%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30P                                | CUSIP: 3622AB7A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    295942 | PA      | $299770.46    | 0.04%             | 2052-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30P                                | CUSIP: 3622ABZ70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    323902 | PA      | $274655.51    | 0.04%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GNMA TBA                              | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $1962321.38   | 0.27%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GNMA TBA                              | CUSIP: 21H040657<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $930957.49    | 0.13%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GNMA TBA                              | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9000000 | PA      | $8616787.38   | 1.19%             | 2055-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GNMA TBA                              | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1011679.69   | 0.14%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREMF 2015-K51 MORTGAGE TRUST                                                   | GOVT CMO                              | CUSIP: 30293XAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1031000 | PA      | $1023652.68   | 0.14%             | 2048-10-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                     | PERPETUAL BONDS                       | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    183000 | PA      | $175371.43    | 0.02%             | N/A             | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| PUTNAM INVESTMENT FUNDS-PUTNAM GOVERNMENT MONEY MARKET FUND                     | SHORT TERM INV FUND                   | CUSIP: 74680A869<br>LEI: 549300SEUI2XMME8T893 | Long             | STIV             | PF                | US        |  40880678 | NS      | $40880678.00  | 5.65%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. BOND                          | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27500000 | PA      | $24400341.90  | 3.37%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. BOND                          | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8340000 | PA      | $5944367.61   | 0.82%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. BOND                          | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19930000 | PA      | $15927261.99  | 2.20%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. BOND                          | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9230000 | PA      | $7130896.05   | 0.99%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. BOND                          | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7790000 | PA      | $4996554.69   | 0.69%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. BOND                          | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3840000 | PA      | $3179400.00   | 0.44%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $15933183.53  | 2.20%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3130000 | PA      | $2985543.18   | 0.41%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14280000 | PA      | $13639073.47  | 1.89%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12060000 | PA      | $11910427.78  | 1.65%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1610000 | PA      | $1659840.82   | 0.23%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39420000 | PA      | $39128199.76  | 5.41%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3790000 | PA      | $3854400.40   | 0.53%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8980000 | PA      | $8387004.26   | 1.16%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13510000 | PA      | $12642404.69  | 1.75%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24780000 | PA      | $24079216.40  | 3.33%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 9128286F2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2530000 | PA      | $2499047.47   | 0.35%             | 2026-02-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15600000 | PA      | $15249304.67  | 2.11%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20340000 | PA      | $20734484.74  | 2.87%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14310000 | PA      | $13967063.14  | 1.93%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                     | VAR.RT. CORP. BONDS                   | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1343000 | PA      | $1330502.67   | 0.18%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | VAR.RT. CORP. BONDS                   | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1464960.18   | 0.20%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                         | VAR.RT. CORP. BONDS                   | CUSIP: 48123UAB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    361000 | PA      | $318710.76    | 0.04%             | 2047-05-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | VAR.RT. CORP. BONDS                   | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    727000 | PA      | $658254.94    | 0.09%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                         | VAR.RT. CORP. BONDS                   | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6137000 | PA      | $5612147.07   | 0.78%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA  AND  NEW ZEALAND BANKING GROUP LTD                                   | VAR.RT. CORP. BONDS                   | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    765000 | PA      | $663065.94    | 0.09%             | 2035-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | VAR.RT. CORP. BONDS                   | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $243608.66    | 0.03%             | 2027-02-02      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | VAR.RT. CORP. BONDS                   | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    800000 | PA      | $715925.62    | 0.10%             | 2032-06-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                      | VAR.RT. CORP. BONDS                   | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    722000 | PA      | $597716.52    | 0.08%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | VAR.RT. CORP. BONDS                   | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    895000 | PA      | $623667.38    | 0.09%             | 2046-12-14      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | VAR.RT. CORP. BONDS                   | CUSIP: 05578QAH6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    790000 | PA      | $679533.77    | 0.09%             | 2037-01-14      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | VAR.RT. CORP. BONDS                   | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $1895528.60   | 0.26%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                         | VAR.RT. CORP. BONDS                   | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3147000 | PA      | $3143898.79   | 0.43%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC/THE                                            | VAR.RT. CORP. BONDS                   | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2212000 | PA      | $2094660.97   | 0.29%             | 2033-06-06      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                         | VAR.RT. CORP. BONDS                   | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    361000 | PA      | $372496.27    | 0.05%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | VAR.RT. CORP. BONDS                   | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $1222492.24   | 0.17%             | 2033-11-15      | Variable      | 9.02%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | VAR.RT. CORP. BONDS                   | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    590000 | PA      | $618861.89    | 0.09%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | VAR.RT. CORP. BONDS                   | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    730000 | PA      | $744929.20    | 0.10%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | VAR.RT. CORP. BONDS                   | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    765000 | PA      | $778527.07    | 0.11%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | VAR.RT. CORP. BONDS                   | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    580000 | PA      | $584158.08    | 0.08%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | VAR.RT. CORP. BONDS                   | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1140701.26   | 0.16%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | VAR.RT. CORP. BONDS                   | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184616.67    | 0.03%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | VAR.RT. CORP. BONDS                   | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    315000 | PA      | $319425.25    | 0.04%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                         | VAR.RT. CORP. BONDS                   | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    442000 | PA      | $449888.51    | 0.06%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                         | VAR.RT. CORP. BONDS                   | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $1152325.32   | 0.16%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | VAR.RT. CORP. BONDS                   | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1080000 | PA      | $1088719.08   | 0.15%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | VAR.RT. CORP. BONDS                   | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    540000 | PA      | $538389.28    | 0.07%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | VAR.RT. CORP. BONDS                   | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    840000 | PA      | $851532.30    | 0.12%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                     | VAR.RT. CORP. BONDS                   | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    475000 | PA      | $465091.92    | 0.06%             | 2029-09-17      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-18

**Name of Applicant:** Putnam ETF Trust

**Signature:** Kevin R Blatchford

**Name of Signer:** Kevin R Blatchford

**Title:** Assistant Treasurer